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Restricted most powerful Bayesian tests for linear models

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  • Scott D. Goddard
  • Valen E. Johnson

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  • Scott D. Goddard & Valen E. Johnson, 2016. "Restricted most powerful Bayesian tests for linear models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1162-1177, December.
    • Handle: RePEc:bla:scjsta:v:43:y:2016:i:4:p:1162-1177
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    File URL: http://hdl.handle.net/10.1111/sjos.12235
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    References listed on IDEAS

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    1. Martin Feldkircher & Stefan Zeugner, 2009. "Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging," IMF Working Papers 2009/202, International Monetary Fund.
    2. Liang, Feng & Paulo, Rui & Molina, German & Clyde, Merlise A. & Berger, Jim O., 2008. "Mixtures of g Priors for Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 410-423, March.
    3. Valen E. Johnson & David Rossell, 2010. "On the use of non‐local prior densities in Bayesian hypothesis tests," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 143-170, March.
    4. Ruud Wetzels & Raoul P. P. P. Grasman & Eric-Jan Wagenmakers, 2012. "A Default Bayesian Hypothesis Test for ANOVA Designs," The American Statistician, Taylor & Francis Journals, vol. 66(2), pages 104-111, May.
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    Cited by:

    1. Rui Wang & Xingzhong Xu, 2021. "A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix," Statistical Papers, Springer, vol. 62(4), pages 1821-1852, August.
    2. Riko Kelter, 2021. "Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality," Computational Statistics, Springer, vol. 36(2), pages 1263-1288, June.

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