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Posterior odds ratios for selected regression hypotheses.

Arnold ZellnerAloysius Siow — 1980

Trabajos de Estadística e Investigación Operativa

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...

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