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

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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)

Cited In (4)

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

Uses Software

• R
• WinBUGS
• R2WinBUGS

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