Objective priors for hypothesis testing in one‐way random effects models
From MaRDI portal
Publication:5442067
DOI10.1002/cjs.5550350207zbMath1129.62017OpenAlexW1973411063MaRDI QIDQ5442067
Gonzalo García-Donato, Dongchu Sun
Publication date: 15 February 2008
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550350207
Parametric hypothesis testing (62F03) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors ⋮ On the Computation of Gauss Hypergeometric Functions ⋮ Prior distributions for objective Bayesian analysis ⋮ Objective Bayesian testing for the correlation coefficient under divergence-based priors ⋮ Objective Bayesian testing for the linear combinations of normal means ⋮ Bayesian model selection for a linear model with grouped covariates ⋮ Objective Bayesian inference for the intraclass correlation coefficient in linear models ⋮ On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model ⋮ Default Bayesian model determination methods for generalised linear mixed models ⋮ Bayes factor testing of multiple intraclass correlations ⋮ Bayes Factor Consistency for One-way Random Effects Model ⋮ Estimating heterogeneity variances to select a random effects model ⋮ Bayes factor consistency for unbalanced ANOVA models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Power comparisons for invariant variance ratio tests in mixed ANOVA models
- Testing precise hypotheses. With comments and a rejoinder by the authors
- The interplay of Bayesian and frequentist analysis
- Testing equality of regression coefficients in heteroscedastic normal regression models
- A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing
- Selection of the reference priors for a balanced random effects model
- Asymptotic properties of anoya bayes factors
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Extending conventional priors for testing general hypotheses in linear models
- Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
- Model choice: a minimum posterior predictive loss approach
- Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
- The Selection of Prior Distributions by Formal Rules
- Expected-posterior prior distributions for model selection
- An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
- Bayes Factors and Approximations for Variance Component Models
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A prior for the variance in hierarchical models
- Calibration ofρValues for Testing Precise Null Hypotheses
- Rejoinder: ``The case for objective Bayesian analysis
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)