Posterior odds ratios for selected regression hypotheses

Autores: Arnold Zellner, Aloysius Siow
Localización: Trabajos de estadística e investigación operativa, ISSN 0041-0241, Vol. 31, Nº. 1, 1980, págs. 585-603
Idioma: inglés
DOI: 10.1007/bf02888369
Títulos paralelos:
- Cocientes de disparidad a posteriori para hipótesis de regresión seleccionadas
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Resumen
- Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theory F statistics. Some implications of these finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odd ratios are provided and discussed