Bayes factor consistency for unbalanced ANOVA models

DOI10.1080/02331888.2012.694445MaRDI QIDQ2863094zbMATH OpenOpenAlexWikidataFDO

Authors Min Wang, Xiaoqian Sun

Publication date 21 November 2013

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1204.1567

zbMATH Keywords

hypothesis testingBayes factormodel selection consistencyZellner's \(g\)-priorunbalanced ANOVA model

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05) Analysis of variance and covariance (ANOVA) (62J10)

Abstract: In practical situations, most experimental designs often yield unbalanced data which have different numbers of observations per unit because of cost constraints, or missing data, etc. In this paper, we consider the Bayesian approach to hypothesis testing or model selection under the one-way unbalanced fixed-effects ANOVA model. We adopt Zellner's g-prior with the beta-prime distribution for g, which results in an explicit closed-form expression of the Bayes factor without integral representation. Furthermore, we investigate the model selection consistency of the Bayes factor under three different asymptotic scenarios: either the number of units goes to infinity, the number of observations per unit goes to infinity, or both go to infinity. The results presented extend some existing ones of the Bayes factor for the balanced ANOVA models in the literature.

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Cited in

(8)

• On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
• Bayes factor consistency for nested linear models with a growing number of parameters
• The matrix-F prior for estimating and testing covariance matrices
• Consistency of Bayes factor for nonnested model selection when the model dimension grows
• Bayes factor consistency for one-way random effects model
• Bayesian model selection approach to the one way analysis of variance under homoscedasticity
• Bayesian structured variable selection in linear regression models

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