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Computational Statistics

, Volume 15, Issue 3, pp 337–354 | Cite as

Posterior predictive checks: Principles and discussion

  • Johannes Berkhof
  • Iven van Mechelen
  • Herbert Hoijtink
Article

Summary

In this paper, we give a description of posterior predictive checking (introduced by Rubin, 1984) for detecting departures between the data and the posited model and illustrate how the posterior predictive check can be used in practice. We further discuss interpretability, frequency properties, and prior sensitivity of the posterior predictive p-value.

Keywords

Posterior Predictive Check Discrepancy Measure Posterior Predictive p-value Frequency Properties Prior Sensitivity 

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Copyright information

© Physica-Verlag 2000

Authors and Affiliations

  • Johannes Berkhof
    • 1
  • Iven van Mechelen
    • 1
  • Herbert Hoijtink
    • 2
  1. 1.Department of PsychologyUniversity of LeuvenLeuvenBelgium
  2. 2.Department of Methodology and StatisticsUtrecht UniversityUtrechtThe Netherlands

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