IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v43y1999i1p5-12.html
   My bibliography  Save this article

A likelihood based robust Bayesian summary

Author

Listed:
  • Sivaganesan, Siva

Abstract

In a global Bayesian robustness study, one finds the range of a posterior quantity of interest over a class of plausible priors. However, not all the values in the range would be equally supported by the data. In evaluating robustness, it would be of interest to assess the amount of "data support" for each value in the range. The values that have relatively little data support may be ruled out effectively reducing the range. Here, we propose a likelihood based robustness summary, which includes a measure of data support along with the range, that may be useful in better assessing the robustness. In most cases, this summary can be obtained without any additional computation.

Suggested Citation

  • Sivaganesan, Siva, 1999. "A likelihood based robust Bayesian summary," Statistics & Probability Letters, Elsevier, vol. 43(1), pages 5-12, May.
  • Handle: RePEc:eee:stapro:v:43:y:1999:i:1:p:5-12
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00206-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Passarin Katia, 2004. "Local robustness measures for posterior summaries," Economics and Quantitative Methods qf0405, Department of Economics, University of Insubria.
    2. Russell B. Millar, 2004. "Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries," Biometrics, The International Biometric Society, vol. 60(2), pages 536-542, June.

    More about this item

    Keywords

    Bayesian robustness Likelihood;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:43:y:1999:i:1:p:5-12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.