A Tutorial on the Computation of Bayes Factors

Hedibert Freitas Lopes

No 200, Business and Economics Working Papers from Unidade de Negocios e Economia, Insper

Abstract: In this review paper we revisit several of the existing schemes that approximate predictive densities and, consequently, Bayes factors. We also presente the reversible jump MCMC scheme, which can be thought of as an MCMC scheme over the space of models. These approaches are applied to select the number of common factors in the basic normal linear factor model, which is a high profile example within the psychometrics community.

Pages: 22 pages
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repositorio.insper.edu.br/handle/11224/5960 Full text (text/html)
Our link check indicates that this URL is bad, the error code is: 403 Forbidden

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aap:wpaper:200

Ordering information: This working paper can be ordered from
https://repositorio. ... br/handle/11224/5960

Access Statistics for this paper

More papers in Business and Economics Working Papers from Unidade de Negocios e Economia, Insper Contact information at EDIRC.
Bibliographic data for series maintained by Biblioteca Telles ().