Hypothesis testing, specification testing, and model selection based on the MCMC output using R

DOI10.1016/bs.host.2018.12.003zbMath1439.62072OpenAlexW2915090498MaRDI QIDQ5116810

Yong Li, Tao Zeng, Jun Yu

Publication date: 18 August 2020

Published in: Handbook of Statistics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2321

zbMATH Keywords

information matrixMarkov chain Monte CarloWald testLM testAIClatent variableDICLR test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Statistical ranking and selection procedures (62F07) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Deviance information criterion for latent variable models and misspecified models

Uses Software

• R
• WinBUGS
• R2WinBUGS

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