Posterior predictive p‐values for classical null hypotheses

Gunter Maris

Statistica Neerlandica, 2005, vol. 59, issue 1, 70-81

Abstract: We show that for the purpose of testing a classical null hypothesis the posterior predictive check of Rubin (1984) may be inadequate. This inadequacy is caused by the estimation of the nuisance parameters under the null hypothesis. We show that this problem can be solved if the parameters are estimated under the encompassing model.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:59:y:2005:i:1:p:70-81

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