Bayesian hypothesis testing for selected regression coefficients

Yonggang Lu, Peter H. Westfall, Gang Han and Marilyn M. Bui

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 23, 7011-7026

Abstract: We develop new Bayesian regression tests for prespecified regression coefficients. Simple, closed forms of the Bayes factors are derived that depend only on the regression t-statistic and F-statistic and the usual associated t and F distributions. The priors that allow those forms are simple and also meaningful, requiring minimal but practically important subjective inputs.

Date: 2016
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DOI: 10.1080/03610926.2014.972745

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