Objective Testing Procedures in Linear Models: Calibration of the p‐values

DOI10.1111/J.1467-9469.2006.00514.XMaRDI QIDQ5430620zbMATH OpenOpenAlexFDO

Authors

Publication date 16 December 2007

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2006.00514.x

zbMATH Keywords

calibration curveintrinsic priorJeffreys priormodel selectionreference priorrobustness

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(28)

• Consistency of Bayesian procedures for variable selection
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Prior distributions for objective Bayesian analysis
• Objective Bayesian comparison of constrained analysis of variance models
• A Bayesian solution to the Behrens-Fisher problem
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
• Bayesian and frequentist evidence in one-sided hypothesis testing
• Objective Bayesian group variable selection for linear model
• Bayesian model selection approach to the one way analysis of variance under homoscedasticity
• Subjective Bayesian testing using calibrated prior probabilities
• Changing statistical significance with the amount of information: the adaptive \(\alpha\) significance level
• The p value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• Posterior model consistency in variable selection as the model dimension grows
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Bayes factor consistency for unbalanced ANOVA models
• Objective Bayesian variable selection in linear regression model
• scientific article; zbMATH DE number 4098509 (Why is no real title available?)
• Bayes factor consistency for nested linear models with a growing number of parameters
• Bayes factor consistency for one-way random effects model
• The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
• Bayesian multiple mean comparisons between two normal populations
• Objective Bayesian trend filtering via adaptive piecewise polynomial regression
• Intrinsic priors for model comparison in multivariate normal regression
• Objective Bayesian multiple testing for k normal populations
• Consistency of Bayes factor for nonnested model selection when the model dimension grows
• Cluster analysis, model selection, and prior distributions on models
• Linear contrasts for the one way analysis of variance: a Bayesian approach
• Consistency of objective Bayes factors as the model dimension grows

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