Posterior odds ratios for selected regression hypotheses.

@article{Zellner1980,
abstract = {Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theory F statistics. Some implications of these finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odd ratios are provided and discussed.},
author = {Zellner, Arnold, Siow, Aloysius},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Análisis bayesiano; Test de hipótesis; Análisis de regresión; testing regression hypotheses; Bayesian posterior odds ratios; normal linear multiple regression model; tabulations},
language = {eng},
number = {1},
pages = {585-603},
title = {Posterior odds ratios for selected regression hypotheses.},
url = {http://eudml.org/doc/40850},
volume = {31},
year = {1980},
}

TY - JOUR
AU - Zellner, Arnold
AU - Siow, Aloysius
TI - Posterior odds ratios for selected regression hypotheses.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1980
VL - 31
IS - 1
SP - 585
EP - 603
AB - Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theory F statistics. Some implications of these finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odd ratios are provided and discussed.
LA - eng
KW - Análisis bayesiano; Test de hipótesis; Análisis de regresión; testing regression hypotheses; Bayesian posterior odds ratios; normal linear multiple regression model; tabulations
UR - http://eudml.org/doc/40850
ER -