NDLI: Some remarks on Bayesian inference for one-way ANOVA models

Content Provider	Springer Nature Link
Author	Solari, Fabrizio Liseo, Brunero Sun, Dongchu
Copyright Year	2007
Abstract	We consider the standard one-way ANOVA model; it is well-known that classical statistical procedures are based on a scalar non-centrality parameter. In this paper we explore both marginal likelihood and integrated likelihood functions for this parameter and we show that they exactly lead to the same answer. On the other hand, we prove that a fully Bayesian testing procedure may provide different conclusions, depending on what is considered to be the real quantity of interest in the model or, said differently, which are the competing hypotheses. We illustrate these issues via a real data example.
Starting Page	483
Ending Page	498
Page Count	16
File Format	PDF
ISSN	00203157
Journal	Annals of the Institute of Statistical Mathematics
Volume Number	60
Issue Number	3
e-ISSN	15729052
Language	English
Publisher	Springer-Verlag
Publisher Date	2007-05-11
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Integrated likelihood Marginal likelihood Model choice Objective Bayes factor Reference prior Statistics for Business/Economics/Mathematical Finance/Insurance Statistics
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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Some remarks on Bayesian inference for one-way ANOVA models