Ander Wilson, Corwin M. Zigler, Chirag J. Patel, Francesca Dominici, Model-Averaged Confounder Adjustment for Estimating Multivariate Exposure Effects with Linear Regression, Biometrics, Vol. 74, No.

We propose a Bayesian stochastic search approach to selecting restrictions on multivariate regression models where the errors exhibit deterministic or stochastic conditional volatilities. We develop a ...

Multivariate adaptive regression splines (MARS) have useful features to effectively reduce the number of terms in a model.