Bayesian Model Selection using Test Statistics

DOI10.1111/j.1467-9868.2008.00678.xzbMath1231.62034OpenAlexW2071230282WikidataQ37385217 ScholiaQ37385217MaRDI QIDQ3551035

Valen E. Johnson, Jianhua Hu

Publication date: 8 April 2010

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2760999

zbMATH Keywords

Bayes factorlikelihood ratio statisticfalse discovery ratecoherency\(F\)-statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (10)

How the Maximal Evidence of P-Values Against Point Null Hypotheses Depends on Sample Size ⋮ Prior distributions for objective Bayesian analysis ⋮ Bayesian model selection based on parameter estimates from subsamples ⋮ The quantile probability model ⋮ Bayesian Model Selection for Incomplete Data Using the Posterior Predictive Distribution ⋮ Asymptotics of Bayesian median loss estimation ⋮ On the existence of uniformly most powerful Bayesian tests with application to non-central chi-squared tests ⋮ A model selection approach for variable selection with censored data ⋮ Mixtures ofg-Priors in Generalized Linear Models ⋮ Approximate Bayesian model selection with the deviance statistic

Uses Software

• alr3

Cites Work

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• Some Comments on C P

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