CAS Exam MAS-II Fall 2018, Question 33
Study guide: Exam MAS-II
You are given multiple different Bayesian linear models. To make a better prediction, you would like to consider all the provided models. To accomplish this, you are given the following options to evaluate:
- I. Average the predictions of the multiple models
- II. Average the parameter values of the multiple models
- III. Discard and do not report on any but the best-performing model
Determine which of the above options are valid.
- A) Option I only
- B) Option II only
- C) Option III only
- D) Options I, II and III
- E) The answer is not given by (A), (B), (C), or (D)
Answer this question and see the worked solution