most citedInstrumental Variable Bayesian Model Averaging via Conditional Bayes Factors

25 citations · 25 across the 1 of their papers we have counts for

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stat.ME2012★ 25 cited

Instrumental Variable Bayesian Model Averaging via Conditional Bayes Factors

Anna Karl, Alex Lenkoski

We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variable…