Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors

DOI10.1080/00031305.2022.2028675MaRDI QIDQ6099993zbMATH OpenOpenAlexFDO

Authors Joris Mulder

Publication date 21 June 2023

Published in The American Statistician (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2109.07166, https://research.tilburguniversity.edu/en/publications/9c15d597-6219-407f-a8d4-aac29588055c

zbMATH Keywords

Bayesian methodsmodel selectionnonlineartesting

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: A Bayes factor is proposed for testing whether the effect of a key predictor variable on the dependent variable is linear or nonlinear, possibly while controlling for certain covariates. The test can be used (i) when one is interested in quantifying the relative evidence in the data of a linear versus a nonlinear relationship and (ii) to quantify the evidence in the data in favor of a linear relationship (useful when building linear models based on transformed variables). Under the nonlinear model, a Gaussian process prior is employed using a parameterization similar to Zellner's $g$ prior resulting in a scale-invariant test. Moreover a Bayes factor is proposed for one-sided testing of whether the nonlinear effect is consistently positive, consistently negative, or neither. Applications are provides from various fields including social network research and education.

Cites work

• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• A STATISTICAL PARADOX
• Bayes factors for testing inequality constrained hypotheses: issues with prior specification
• Bayesian data analysis.
• Calibration of values for testing precise null hypotheses
• Default Bayes Factors for Nonnested Hypothesis Testing
• Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
• Estimation for a partial-linear single-index model
• Extending conventional priors for testing general hypotheses in linear models
• Generalized additive models
• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• Mixtures of g Priors for Bayesian Variable Selection
• On \(p\)-values for smooth components of an extended generalized additive model
• On the half-Cauchy prior for a global scale parameter
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• The matrix-F prior for estimating and testing covariance matrices
• Three Recommendations for Improving the Use of p-Values
• Using \(P\)-splines to test the linearity of partially linear models

This page was built for publication: Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6099993)