Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
Author
Abstract
Suggested Citation
DOI: 10.1007/s40300-019-00159-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- M. J. Bayarri & G. García‐Donato, 2008. "Generalization of Jeffreys divergence‐based priors for Bayesian hypothesis testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 981-1003, November.
- José M. Bernardo & Raúl Rueda, 2002. "Bayesian Hypothesis Testing: a Reference Approach," International Statistical Review, International Statistical Institute, vol. 70(3), pages 351-372, December.
- Dimitris Fouskakis & Ioannis Ntzoufras, 2017. "Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models," METRON, Springer;Sapienza Università di Roma, vol. 75(3), pages 371-380, December.
- Valen E. Johnson & David Rossell, 2010. "On the use of non‐local prior densities in Bayesian hypothesis tests," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 143-170, March.
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.- Woo Dong Lee & Sang Gil Kang & Yongku Kim, 2019. "Objective Bayesian testing for the linear combinations of normal means," Statistical Papers, Springer, vol. 60(1), pages 147-172, February.
- Dal Ho Kim & Woo Dong Lee & Sang Gil Kang & Yongku Kim, 2019. "Objective Bayesian tests for Fieller–Creasy problem," Computational Statistics, Springer, vol. 34(3), pages 1159-1182, September.
- Fetene B. Tekle & Dereje W. Gudicha & Jeroen K. Vermunt, 2016. "Power analysis for the bootstrap likelihood ratio test for the number of classes in latent class models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(2), pages 209-224, June.
- Riccardo (Jack) Lucchetti & Luca Pedini, 2020. "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers 2020:28, Department of Economics, University of Venice "Ca' Foscari".
- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Vidal, Ignacio & Iglesias, Pilar, 2008. "Comparison between a measurement error model and a linear model without measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 92-102, September.
- Kelter, Riko, 2022. "Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors," Computational Statistics & Data Analysis, Elsevier, vol. 165(C).
- Zhang, Duo & Wang, Min, 2018. "Objective Bayesian inference for the intraclass correlation coefficient in linear models," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 292-296.
- Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015.
"A Bayesian chi-squared test for hypothesis testing,"
Journal of Econometrics, Elsevier, vol. 189(1), pages 54-69.
- Yong Li & Xiao-Bin Liu & Jun Yu, 2014. "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers 03-2014, Singapore Management University, School of Economics.
- Alexander Ly & Eric-Jan Wagenmakers, 2022. "Bayes factors for peri-null hypotheses," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1121-1142, December.
- Minerva Mukhopadhyay & Tapas Samanta, 2017. "A mixture of g-priors for variable selection when the number of regressors grows with the sample size," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 377-404, June.
- José M. Bernardo, 2003. "Discussion," International Statistical Review, International Statistical Institute, vol. 71(2), pages 307-314, August.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023.
"Big data forecasting of South African inflation,"
Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Guido Consonni & Luca La Rocca, 2010. "Moment Priors for Bayesian Model Choice with Applications to Directed Acyclic Graphs," Quaderni di Dipartimento 115, University of Pavia, Department of Economics and Quantitative Methods.
- M. J. Bayarri & G. García‐Donato, 2008. "Generalization of Jeffreys divergence‐based priors for Bayesian hypothesis testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 981-1003, November.
- Stephen Walker & Eduardo Gutiérrez-Peña, 2011. "A decision-theoretical view of default priors," Theory and Decision, Springer, vol. 70(1), pages 1-11, January.
- Christoph Semken & David Rossell, 2022. "Specification analysis for technology use and teenager well‐being: Statistical validity and a Bayesian proposal," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1330-1355, November.
- Majid Asadi & Karthik Devarajan & Nader Ebrahimi & Ehsan Soofi & Lauren Spirko‐Burns, 2022. "Elaboration Models with Symmetric Information Divergence," International Statistical Review, International Statistical Institute, vol. 90(3), pages 499-524, December.
- Diego Battagliese & Clara Grazian & Brunero Liseo & Cristiano Villa, 2023. "Copula modelling with penalized complexity priors: the bivariate case," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 542-565, June.
- Chen, Su & Walker, Stephen G., 2023. "A New Statistic for Bayesian Hypothesis Testing," Econometrics and Statistics, Elsevier, vol. 26(C), pages 139-152.
More about this item
Keywords
Bayesian hypothesis testing; Expected-posterior priors; Imaginary training samples; Objective priors; Power-expected-posterior priors; Sufficient statistics;All these keywords.
Statistics
Access and download statisticsCorrections
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:spr:metron:v:77:y:2019:i:3:d:10.1007_s40300-019-00159-0. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.