Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors

DOI10.1016/j.jspi.2009.09.022zbMath1179.62041OpenAlexW2115456167MaRDI QIDQ2655050

Herbert Hoijtink, Irene Klugkist, Joris Mulder

Publication date: 22 January 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.09.022

zbMATH Keywords

training samplesGibbs samplerinequality constraintsBayesian model selectionconstrained posterior priormultivariate normal linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Bayesian inference (62F15)

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Cites Work

• Bayesian evaluation of informative hypotheses
• The Bayes factor for inequality and about equality constrained models
• Estimating the dimension of a model
• Training samples in objective Bayesian model selection.
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Marginal Likelihood from the Gibbs Output
• Constrained Statistical Inference
• A STATISTICAL PARADOX
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Expected-posterior prior distributions for model selection
• Default Bayes Factors for Nonnested Hypothesis Testing
• Bayes Factors
• Model Selection for Multivariate Regression in Small Samples
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
• A Conditionally Distribution-Free Multivariate Sign Test for One-Sided Alternatives
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