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On the Null Distribution of Bayes Factors in Linear Regression

We show that under the null, the 2 log(Bayes factor) is asymptotically distributed as a weighted sum of chi-squared random variables with a shifted mean. This claim holds for Bayesian multi-linear regression with a family of conjugate priors, namely, the normal-inverse-gamma prior, the g-prior, and...

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Bibliografske podrobnosti
izdano v:J Am Stat Assoc
Main Authors: Zhou, Quan, Guan, Yongtao
Format: Artigo
Jezik:Inglês
Izdano: 2018
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC6205752/
https://ncbi.nlm.nih.gov/pubmed/30386004
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2017.1328361
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