Introduction | Model setup and Bayesian model averaging | Model setup | Bayesian model averaging | BMA statistics | Model priors and jointness | Data preparation | Estimation of the model space | Model space parameters | Model space statistics | Parallelization | Precomputed model spaces | Performing Bayesian model averaging | Bayesian model averaging: The bma function | Prior and posterior model probabilities | Selecting the best models | Calculating jointness measures | Visualizing model coefficients and posterior distributions | Changes in model priors | Changing expected model size | Dilution prior | Concluding remarks | References