Diagnostic Measures for Model Criticism

DOI10.2307/2291670zbMath0868.62012OpenAlexW4245892395MaRDI QIDQ3129057

Cinzia Carota, Nicholas G. Polson, Giovanni Parmigiani

Publication date: 12 June 1997

Full work available at URL: https://doi.org/10.2307/2291670

zbMATH Keywords

predictioninformationBayes factorsutility functionKullback-Leibler divergenceposterior distributionsregressionvariable selectionprior distributiongeneralized linear modelsgoodness of fitmodel criticismhierarchical modelsoutlier detectionscore functiondiagnostic measuresprior influencedepartures from normalitymarginal priorextra-Poisson variabilitymodel influence

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items

Bayesian assessment of goodness of fit against nonparametric alternatives ⋮ On a time dependent divergence measure between two residual lifetime distributions ⋮ Information measures for generalized gamma family ⋮ Elaboration Models with Symmetric Information Divergence ⋮ A family of power-divergence diagnostics for goodness-of-fit ⋮ On the sample information about parameter and prediction ⋮ A diagnostic for autocorrelation of the disturbances in regression models ⋮ Model influence functions based on mixtures ⋮ A Dirichlet process elaboration diagnostic for binomial goodness of fit ⋮ Checking for prior-data conflict using prior-to-posterior divergences ⋮ Parsimonious estimation of multiplicative interaction in analysis of variance using Kullback-Leibler information ⋮ Evaluating fit in functional data analysis using model embeddings ⋮ Semi-parametric dynamic time series modelling with applications to detecting neural dynamics ⋮ Nonparametric Bayesian data analysis ⋮ Detecting stagewise outliers in hierarchical Bayesian linear models of repeated measures data ⋮ Maximum entropy distributions with quantile information ⋮ Approximate models and robust decisions ⋮ Rejoinder: Approximate models and robust decisions ⋮ Some faults of the Bayes factor in nonparametric model selection ⋮ Tests for normality in classes of skew-\(t\) alternatives ⋮ A Bayesian Goodness of Fit Test and Semiparametric Generalization of Logistic Regression with Measurement Data ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Strategies for inference robustness in focused modelling ⋮ A simulation-intensive approach for checking hierarchical models ⋮ Information indices: Unification and applications.