Bayesian model selection using test statistics
Author
Abstract
Suggested Citation
DOI: 10.1111/j.1467-9868.2008.00678.x
Download full text from publisher
References listed on IDEAS
- Valen E. Johnson, 2008. "Properties of Bayes Factors Based on Test Statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 354-368, June.
- Taniguchi, Masanobu, 1991. "Third-order asymptomic properties of a class of test statistics under a local alternative," Journal of Multivariate Analysis, Elsevier, vol. 37(2), pages 223-238, May.
- Valen E. Johnson, 2005. "Bayes factors based on test statistics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 689-701, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kirgios, Erika L. & Chang, Edward H. & Milkman, Katherine L., 2020. "Going it alone: Competition increases the attractiveness of minority status," Organizational Behavior and Human Decision Processes, Elsevier, vol. 161(C), pages 20-33.
- Heyard, Rachel & Held, Leonhard, 2019. "The quantile probability model," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 84-99.
- Yu, Chi Wai & Clarke, Bertrand, 2010. "Asymptotics of Bayesian median loss estimation," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1950-1958, October.
- Michael J. Daniels & Arkendu S. Chatterjee & Chenguang Wang, 2012. "Bayesian Model Selection for Incomplete Data Using the Posterior Predictive Distribution," Biometrics, The International Biometric Society, vol. 68(4), pages 1055-1063, December.
- Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng, 2013. "Bayesian model selection based on parameter estimates from subsamples," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 979-986.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Xiaoquan Wen, 2017. "Robust Bayesian FDR Control Using Bayes Factors, with Applications to Multi-tissue eQTL Discovery," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(1), pages 28-49, June.
- Xiaoquan Wen, 2014. "Bayesian model selection in complex linear systems, as illustrated in genetic association studies," Biometrics, The International Biometric Society, vol. 70(1), pages 73-83, March.
- Yuan Min & Pan Xiaoqing & Yang Yaning, 2015. "Bayes factors based on robust TDT-type tests for family trio design," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 14(3), pages 253-264, June.
- Kakizawa, Yoshihide, 2017. "Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 98-120.
- Mariusz Czekala & Zbigniew Kurylek, 2021. "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 633-650.
- Wang, Linglu & Li, Qizhai & Li, Zhaohai & Zheng, Gang, 2011. "Bayes factors in the presence of population stratification," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 836-841, July.
- Magris Martin & Iosifidis Alexandros, 2021. "Approximate Bayes factors for unit root testing," Papers 2102.10048, arXiv.org, revised Feb 2021.
- Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng, 2013. "Bayesian model selection based on parameter estimates from subsamples," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 979-986.
- Cribari-Netoa, Francisco & Ferrari, Silvia L. P., 1995. "Bartlett-corrected tests for heteroskedastic linear models," Economics Letters, Elsevier, vol. 48(2), pages 113-118, May.
- van Doorn, Johnny & Ly, Alexander & Marsman, Maarten & Wagenmakers, Eric-Jan, 2019. "Bayesian estimation of Kendall’s τ using a latent normal approach," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 268-272.
- Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.
- Heyard, Rachel & Held, Leonhard, 2019. "The quantile probability model," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 84-99.
- Kakizawa, Yoshihide, 2015. "Third-order local power properties of tests for a composite hypothesis, II," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 99-112.
- Peter M. Robinson & Francesca Rossi, 2014.
"Improved Lagrange multiplier tests in spatial autoregressions,"
Econometrics Journal, Royal Economic Society, vol. 17(1), pages 139-164, February.
- Peter M Robinson & Francesca Rossi, 2013. "Improved Lagrange Multiplier Tests in Spatial Autoregressions," STICERD - Econometrics Paper Series 566, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, Peter M. & Rossi, Francesca, 2014. "Improved Lagrange multiplier tests in spatial autoregressions," LSE Research Online Documents on Economics 56049, London School of Economics and Political Science, LSE Library.
- Michael J. Daniels & Arkendu S. Chatterjee & Chenguang Wang, 2012. "Bayesian Model Selection for Incomplete Data Using the Posterior Predictive Distribution," Biometrics, The International Biometric Society, vol. 68(4), pages 1055-1063, December.
- Kakizawa, Yoshihide, 2012. "Improved chi-squared tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 141-161.
- Mary Meyer & Amber Hackstadt & Jennifer Hoeting, 2011. "Bayesian estimation and inference for generalised partial linear models using shape-restricted splines," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 867-884.
- Kakizawa, Yoshihide, 2013. "Third-order local power properties of tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 303-317.
- Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
- repec:cep:stiecm:/2013/566 is not listed on IDEAS
- Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:71:y:2009:i:1:p:143-158. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.