A Generalization of the Savage–Dickey Density Ratio for Testing Equality and Order Constrained Hypotheses

DOI10.1080/00031305.2020.1799861MaRDI QIDQ5050809zbMATH OpenOpenAlexFDO

Authors Joris Mulder, Eric-Jan Wagenmakers, Maarten Marsman

Publication date 18 November 2022

Published in The American Statistician (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2004.09899

zbMATH Keywords

Bayes factorsconstrained hypothesesconstrained multinomial modelsconstrained multivariate Bayesian \(t\)-test

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• A Conditionally Distribution-Free Multivariate Sign Test for One-Sided Alternatives
• A caveat on the Savage-Dickey density ratio: the case of computing Bayes factors for regression parameters
• Bayes Factors
• Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
• Bayes factor testing of multiple intraclass correlations
• Bayesian tests on components of the compound symmetry covariance matrix
• Compatibility of prior specifications across linear models
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Default Bayes factors for ANOVA designs
• Mixtures of g Priors for Bayesian Variable Selection
• Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
• On resolving the Savage-Dickey paradox
• Testing For and Against an Order Restriction on Multinomial Parameters
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters

Cited in

(1)

• A general approximation to nested Bayes factors with informed priors

Describes a project that uses

Uses Software

• BayesDA

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