Bayes Factor Consistency for One-way Random Effects Model

Min Wang and Xiaoqian Sun

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 23, 5072-5090

Abstract: In this article, we consider Bayesian hypothesis testing for the balanced one-way random effects model. A special choice of the prior formulation for the ratio of variance components is shown to yield an explicit closed-form Bayes factor without integral representation. Furthermore, we study the consistency issue of the resulting Bayes factor under three asymptotic scenarios: either the number of units goes to infinity, the number of observations per unit goes to infinity, or both go to infinity. Finally, the behavior of the proposed approach is illustrated by simulation studies.

Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/03610926.2012.739252

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