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

DOI10.1016/BS.HOST.2018.12.003zbMATH Open1439.62072OpenAlexW2915090498MaRDI QIDQ5116810FDOQ5116810

Authors Yong Li, Jun Yu, Tao Zeng

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

Markov chain Monte CarloAICWald testlatent variableinformation matrixDICLM testLR test

Mathematics Subject Classification ID

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

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Cited in

(4)

• Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig
• Hypothesis testing for Markov chain Monte Carlo
• Deviance information criterion for latent variable models and misspecified models
• Specification tests based on MCMC output

Describes a project that uses

Uses Software

• R
• WinBUGS
• R2WinBUGS

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