Inequalities between expected marginal log-likelihoods, with implications for likelihood-based model complexity and comparison measures

DOI10.2307/3316084zbMath1042.62027OpenAlexW2024159897MaRDI QIDQ4470640

Alan E. Gelfand, Matilde Trevisani

Publication date: 15 June 2004

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

Full work available at URL: https://doi.org/10.2307/3316084

zbMATH Keywords

predictive distributionsgeneralized linear mixed modelshierarchical modelsdeviance information criterion

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Foundations and philosophical topics in statistics (62A01)

Related Items (5)

Bayesian cumulative logit random effects models with ARMA random effects covariance matrix ⋮ Bayesian model comparison via parallel model output ⋮ Bayes factors: Prior sensitivity and model generalizability ⋮ Bayesian model comparison and model averaging for small-area estimation ⋮ Bayesian comparison of latent variable models: conditional versus marginal likelihoods

Cites Work

• Estimating the dimension of a model
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Model choice: a minimum posterior predictive loss approach
• A Predictive Approach to Model Selection
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