A Bayes factor with reasonable model selection consistency for ANOVA model
Methodology
2012-06-14 v2
Abstract
For the ANOVA model, we propose a new g-prior based Bayes factor without integral representation, with reasonable model selection consistency for any asymptotic situations (either number of levels of the factor and/or number of replication in each level goes to infinity). Exact analytic calculation of the marginal density under a special choice of the priors enables such a Bayes factor.
Keywords
Cite
@article{arxiv.0906.4329,
title = {A Bayes factor with reasonable model selection consistency for ANOVA model},
author = {Yuzo Maruyama},
journal= {arXiv preprint arXiv:0906.4329},
year = {2012}
}
Comments
a major revision