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

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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