Bayesian comparison of models with inequality and equality constraints
- 주제(키워드) Multiple test , Bayes factor , Order constraints , ANOVA
- 등재 SCIE, SCOPUS
- 발행기관 ELSEVIER SCIENCE BV
- 발행년도 2014
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000086861
- 본문언어 영어
- Published As http://dx.doi.org/10.1016/j.spl.2013.10.005
초록/요약
A Bayesian model selection procedure for comparing models subject to inequality and/or equality constraints is proposed. An encompassing prior approach is used, and a general form of the Bayes factor of a constrained model against the encompassing model is derived. A simple estimation method is proposed which can estimate the Bayes factors for all candidate models simultaneously by using one set of samples from the encompassing model. A simulation study and a real data analysis demonstrate performance of the method. (C) 2013 Elsevier B.V. All rights reserved.
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