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Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks
Author(s) -
Strachan Rodney W.
Publication year - 2009
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/jae.1050
Subject(s) - statistic , bayesian probability , econometrics , measure (data warehouse) , statistics , mathematics , computer science , data mining
Doppelhofer and Weeks (2009) present a statistic designed to indicate the probability that pairs of regressors appear together or individually in a Bayesian model averaged linear regression. This comment presents an alternative measure that is designed to overcome some of the limitations of Doppelhofer and Weeks' statistic. Copyright © 2009 John Wiley & Sons, Ltd.