Bayes factor consistency for one-way random effects model

DOI10.1080/03610926.2012.739252MaRDI QIDQ5177604zbMATH OpenOpenAlexWikidataFDO

Authors Min Wang, Xiaoqian Sun

Publication date 13 March 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.6320

zbMATH Keywords

balanced ANOVA modelrandom effects

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Abstract: In this paper, we consider Bayesian hypothesis testing for the balanced one-way random effects model. A special choice of the prior formulation for the ratio of variance components is shown to yield an explicit closed-form Bayes factor without integral representation. Furthermore, we study the consistency issue of the resulting Bayes factor under three asymptotic scenarios: either the number of units goes to infinity, the number of observations per unit goes to infinity, or both go to infinity. Finally, the behavior of the proposed approach is illustrated by simulation studies.

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Cites work

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Cited in

(6)

• Bayes factor consistency for unbalanced ANOVA models
• Asymptotic properties of anoya bayes factors
• Objective priors for hypothesis testing in one‐way random effects models
• A Simple Two-Sample Bayesian t-Test for Hypothesis Testing
• On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
• A note on Bayes factor consistency in partial linear models

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