Restricted most powerful Bayesian tests for linear models

DOI10.1111/sjos.12235zbMath1373.62353OpenAlexW2492268244MaRDI QIDQ2835317

Valen E. Johnson, Scott D. Goddard

Publication date: 2 December 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12235

zbMATH Keywords

ANOVAlinear modelsBayesian testing\(t\)-test\(g\) priorUMPBT

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Bayesian t-tests for correlations and partial correlations ⋮ Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality ⋮ On the existence of uniformly most powerful Bayesian tests with application to non-central chi-squared tests ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix ⋮ A Powerful Bayesian Test for Equality of Means in High Dimensions

Uses Software

• R

Cites Work

• Default Bayes factors for ANOVA designs
• Uniformly most powerful Bayesian tests
• Testing precise hypotheses. With comments and a rejoinder by the authors
• Analysis of variance -- why it is more important than ever. (With discussions and rejoinder)
• The risk inflation criterion for multiple regression
• Mixtures of g Priors for Bayesian Variable Selection
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
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