We consider the measures of jointness proposed by Doppelhofer and Weeks (2009) and Strachan (2009) in the context of variable selection. Using the general criteria suggested in Ley and Steel (2007), we identify some shortcomings of these measures, which are illustrated with empirically relevant...

Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function. Most discussions in the literature address these...

This paper introduces a new measure of dependence or jointness among explanatory variables. Jointness is based on the joint posterior distribution of variables over the model space, thereby taking model uncertainty into account. By looking beyond marginal measures of variable importance,...