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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771521500200X
Full text for ScienceDirect subscribers only

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:eee:stapro:v:105:y:2015:i:c:p:157-162

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.06.014

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().