LOWER BOUNDS ON BAYES FACTORS FOR A LINEAR-REGRESSION MODEL

被引：1

作者：

IWATA, S ^{[1
]}

机构：

[1] UNIV KANSAS,LAWRENCE,KS 66045

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 06期

关键词：

BAYES FACTOR; HYPOTHESIS TESTING; F-TEST; POSTERIOR ODDS;

D O I：

10.1080/03610929408831357

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper develops a Bayesian analysis of testing linear parameter restrictions in a normal linear regression model. Instead of searching for a suitable ''objective'' prior for such a test, several interesting classes of informative priors are postulated, and the lower bounds on the Bayes factors are derived.

引用

页码：1825 / 1834

页数：10

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