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Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood

Daniel W. Heck, Eric-Jan Wagenmakers and Richard D. Morey

Statistics & Probability Letters, 2015, vol. 105, issue C, 157-162

Abstract: We compared Bayes factors to normalized maximum likelihood for the simple case of selecting between an order-constrained versus a full binomial model. This comparison revealed two qualitative differences in testing order constraints regarding data dependence and model preference.

Keywords: Model selection; Minimum description length; Inequality constraint; Model complexity (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2015.06.014

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