Objective Bayesian comparison of constrained analysis of variance models
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Abstract: In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means through an analysis of variance (ANOVA), a model may specify that , while another one may state that , and finally a third model may instead suggest that all means are unrestricted. This is a challenging problem, because it involves a combination of non-nested models, as well as nested models having the same dimension. We adopt an objective Bayesian approach, and derive the posterior probability of each model under consideration. Our method is based on the intrinsic prior methodology, with suitably modifications to accommodate equality and inequality constraints. Focussing on normal ANOVA models, a comparative assessment is carried out through simulation studies, showing that correct model identification is possible even in situations where frequentist power is low. We also present an application to real data collected in a psychological experiment.
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- An encompassing prior generalization of the Savage-Dickey density ratio
- Assessing robustness of intrinsic tests of independence in two-way contingency tables
- Bayes Factors
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayes factors for testing inequality constrained hypotheses: issues with prior specification
- Bayes factors for testing order-constrained hypotheses on correlations
- Bayesian evaluation of informative hypotheses
- Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data
- Bayesian methods for the analysis of inequality constrained contingency tables
- Bayesian model selection of informative hypotheses for repeated measurements
- Calibration of \(\rho \) values for testing precise null hypotheses
- Choosing priors for constrained analysis of variance: methods based on training data
- Compatibility of prior specifications across linear models
- Consistency of Bayesian procedures for variable selection
- Consistency of objective Bayes factors as the model dimension grows
- Constrained Statistical Inference
- Default Bayes Factors for Nonnested Hypothesis Testing
- Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
- Expected-posterior prior distributions for model selection
- Hypothesis assessment and inequalities for Bayes factors and relative belief ratios
- Marginal Likelihood From the Metropolis–Hastings Output
- Marginal Likelihood from the Gibbs Output
- Mixtures of g Priors for Bayesian Variable Selection
- Objective Bayes factors for inequality constrained hypotheses
- Objective Bayesian Variable Selection
- Objective Bayesian methods for one-sided testing
- Objective Bayesian model selection in Gaussian graphical models
- Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors
- Objective Testing Procedures in Linear Models: Calibration of the p‐values
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
- Revised standards for statistical evidence
- Tests based on intrinsic priors for the equality of two correlated proportions
- The Bayes factor for inequality and about equality constrained models
- The Intrinsic Bayes Factor for Model Selection and Prediction
- The case for objective Bayesian analysis
- Using MCMC chain outputs to efficiently estimate Bayes factors
Cited in
(7)- Bayes factor testing of multiple intraclass correlations
- Objective Bayesian model discrimination in follow-up experimental designs
- Objective Bayesian comparison of order-constrained models in contingency tables
- Prior distributions for objective Bayesian analysis
- Bayesian comparison of models with inequality and equality constraints
- The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
- Choosing priors for constrained analysis of variance: methods based on training data
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