Model Comparison

Jim Albert
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Jim Albert: Bowling Green state University

Chapter 8 in Bayesian Computation with R, 2009, pp 181-204 from Springer

Abstract: In this chapter, we illustrate the use of R to compare models from a Bayesian perspective. We introduce the notion of a Bayes factor in the setting where one is comparing two hypotheses about a parameter. In the setting where one is testing hypotheses about a population mean, we illustrate the computation of Bayes factors in both the one-sided and two-sided settings. We then generalize to the setting where one is comparing two Bayesian models, each consisting of a choice of prior and sampling density.

Keywords: Posterior Density; Extracurricular Activity; Dirichlet Distribution; Prior Density; Independence Model (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-387-92298-0_8

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DOI: 10.1007/978-0-387-92298-0_8

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