IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v84y2014icp176-182.html
   My bibliography  Save this article

Bayesian comparison of models with inequality and equality constraints

Author

Listed:
  • Oh, Man-Suk

Abstract

A Bayesian model selection procedure for comparing models subject to inequality and/or equality constraints is proposed. An encompassing prior approach is used, and a general form of the Bayes factor of a constrained model against the encompassing model is derived. A simple estimation method is proposed which can estimate the Bayes factors for all candidate models simultaneously by using one set of samples from the encompassing model. A simulation study and a real data analysis demonstrate performance of the method.

Suggested Citation

  • Oh, Man-Suk, 2014. "Bayesian comparison of models with inequality and equality constraints," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 176-182.
    • Handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:176-182
    DOI: 10.1016/j.spl.2013.10.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715213003398
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2013.10.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Shyamal D. Peddada & David B. Dunson & Xiaofeng Tan, 2005. "Estimation of order-restricted means from correlated data," Biometrika, Biometrika Trust, vol. 92(3), pages 703-715, September.
    2. Klugkist, Irene & Hoijtink, Herbert, 2007. "The Bayes factor for inequality and about equality constrained models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6367-6379, August.
    3. R. M. Kuiper & H. Hoijtink & M. J. Silvapulle, 2011. "An Akaike-type information criterion for model selection under inequality constraints," Biometrika, Biometrika Trust, vol. 98(2), pages 495-501.
    4. Irene Klugkist & Bernet Kato & Herbert Hoijtink, 2005. "Bayesian model selection using encompassing priors," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 59(1), pages 57-69, February.
    5. Oh, Man-Suk, 1999. "Estimation of posterior density functions from a posterior sample," Computational Statistics & Data Analysis, Elsevier, vol. 29(4), pages 411-427, February.
    6. Wetzels, Ruud & Grasman, Raoul P.P.P. & Wagenmakers, Eric-Jan, 2010. "An encompassing prior generalization of the Savage-Dickey density ratio," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2094-2102, September.
    7. Elías Moreno, 2005. "Objective Bayesian methods for one-sided testing," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 181-198, June.
    8. Hirotugu Akaike, 1987. "Factor analysis and AIC," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 317-332, September.
    9. Floryt Van Wesel & Herbert Hoijtink & Irene Klugkist, 2011. "Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(4), pages 666-690, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guido Consonni & Roberta Paroli, 2017. "Objective Bayesian Comparison of Constrained Analysis of Variance Models," Psychometrika, Springer;The Psychometric Society, vol. 82(3), pages 589-609, September.
    2. Bartolucci, Francesco & Scaccia, Luisa & Farcomeni, Alessio, 2012. "Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4067-4080.
    3. Klugkist, Irene & Hoijtink, Herbert, 2007. "The Bayes factor for inequality and about equality constrained models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6367-6379, August.
    4. Nguyen, Minh Nhat & Liu, Ruipeng & Li, Youwei, 2025. "Performance of energy ETFs and climate risks," Energy Economics, Elsevier, vol. 141(C).
    5. Oh, Man-Suk, 2014. "Bayesian test on equality of score parameters in the order restricted RC association model," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 147-157.
    6. Andr'es Ram'irez-Hassan & Alejandro L'opez-Vera, 2021. "Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity," Papers 2109.07646, arXiv.org.
    7. Wetzels, Ruud & Grasman, Raoul P.P.P. & Wagenmakers, Eric-Jan, 2010. "An encompassing prior generalization of the Savage-Dickey density ratio," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2094-2102, September.
    8. Roberta Paroli & Guido Consonni, 2020. "Objective Bayesian comparison of order-constrained models in contingency tables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 139-165, March.
    9. Benjamin G Schultz & Catherine J Stevens & Peter E Keller & Barbara Tillmann, 2013. "A Sequence Identification Measurement Model to Investigate the Implicit Learning of Metrical Temporal Patterns," PLOS ONE, Public Library of Science, vol. 8(9), pages 1-1, September.
    10. Daniela Andreini & Diego Rinallo & Giuseppe Pedeliento & Mara Bergamaschi, 2017. "Brands and Religion in the Secularized Marketplace and Workplace: Insights from the Case of an Italian Hospital Renamed After a Roman Catholic Pope," Journal of Business Ethics, Springer, vol. 141(3), pages 529-550, March.
    11. Ross Maller & Maryam Ghodsi, 2025. "A General Formulation for the Large-Sample Behaviour of a Class of Hypothesis Test Statistics," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 87(1), pages 1-40, February.
    12. Nicos Nicolaou & Scott Shane, 2019. "Common genetic effects on risk-taking preferences and choices," Journal of Risk and Uncertainty, Springer, vol. 59(3), pages 261-279, December.
    13. Bonaiuto, M. & Mosca, O. & Milani, A. & Ariccio, S. & Dessi, F. & Fornara, F., 2024. "Beliefs about technological and contextual features drive biofuels’ social acceptance," Renewable and Sustainable Energy Reviews, Elsevier, vol. 189(PA).
    14. Ribeiro da Silva, Diana & Lindberg, Nina & Garofalo, Carlo, 2025. "Exploring mental health profiles of male youth detained in forensic settings: Implications for research and clinical practice," Journal of Criminal Justice, Elsevier, vol. 97(C).
    15. repec:cdl:uctcwp:qt40q8h6sf is not listed on IDEAS
    16. Schreier, Alayna & Stenersen, Madeline R. & Strambler, Michael J. & Marshall, Tim & Bracey, Jeana & Kaufman, Joy S., 2023. "Needs of caregivers of youth enrolled in a statewide system of care: A latent class analysis," Children and Youth Services Review, Elsevier, vol. 147(C).
    17. Schomaker Michael & Heumann Christian, 2011. "Model Averaging in Factor Analysis: An Analysis of Olympic Decathlon Data," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 7(1), pages 1-15, January.
    18. Naiara Escalante Mateos & Eider Goñi Palacios & Arantza Fernández-Zabala & Iratxe Antonio-Agirre, 2020. "Internal Structure, Reliability and Invariance across Gender Using the Multidimensional School Climate Scale PACE-33," IJERPH, MDPI, vol. 17(13), pages 1-24, July.
    19. Anita Radman Peša & Mejra Festić, 2012. "Testing the "EU Announcement Effect" on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(4), pages 450-469.
    20. Magalhães, David José Ahouagi Vaz de & Rivera-Gonzalez, Carlos, 2021. "Car users’ attitudes towards an enhanced bus system to mitigate urban congestion in a developing country," Transport Policy, Elsevier, vol. 110(C), pages 452-464.
    21. Rajib Roy & Fatima Akhtar & Niladri Das, 2017. "Entrepreneurial intention among science & technology students in India: extending the theory of planned behavior," International Entrepreneurship and Management Journal, Springer, vol. 13(4), pages 1013-1041, December.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    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:84:y:2014:i:c:p:176-182. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.