Bayes Factor Consistency for One-way Random Effects Model
Methodology
2013-02-27 v1
Abstract
In this paper, 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.
Cite
@article{arxiv.1302.6320,
title = {Bayes Factor Consistency for One-way Random Effects Model},
author = {Min Wang and Xiaoqian Sun},
journal= {arXiv preprint arXiv:1302.6320},
year = {2013}
}
Comments
25 pages, 2 figures, 6 tables. To appear in 'Communications in Statistics - Theory and Methods'