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Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test

Author

Listed:
  • Mouchart, M.
  • Scheihing, E.

Abstract

We first analyse the general problem of admissible conditioning and next consider the evaluation of the loss of information when a non-admissible conditioning is used as an approximation of the exact posterior distribution. Considering the case of Fisher test, we evaluate from a Bayesian point of view how much information is lost when the sampling process for a 2x2 contingency table is analysed conditionally on the two margins.

Suggested Citation

  • Mouchart, M. & Scheihing, E., 1998. "Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test," Papers 9807, Catholique de Louvain - Institut de statistique.
    • Handle: RePEc:fth:louvis:9807
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    Cited by:

    1. Mouchart, Michel & Scheihing, Eliana, 2004. "Bayesian evaluation of non-admissible conditioning," Journal of Econometrics, Elsevier, vol. 123(2), pages 283-306, December.

    More about this item

    Keywords

    TESTS ; MODELS ; INFORMATION;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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