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Model Choice in Nonnested Families

  • Basilio de Bragança Pereira
  • Carlos Alberto de Bragança Pereira

Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)

Table of contents

  1. Front Matter
    Pages i-x
  2. Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira
    Pages 1-10
  3. Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira
    Pages 11-50
  4. Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira
    Pages 51-72
  5. Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira
    Pages 73-86
  6. Back Matter
    Pages 87-96

About this book

Introduction

This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.

Keywords

separate statistical models nonnested statistical models model choice statistical model discrimination Cox test and alternatives efficiency of false models Bayes factors Bayesian test

Authors and affiliations

  • Basilio de Bragança Pereira
    • 1
  • Carlos Alberto de Bragança Pereira
    • 2
  1. 1.COPPEFederal University of Rio de JaneiroRio de JaneiroBrazil
  2. 2.Department of StatisticsUniversity of São PauloSão PauloBrazil

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-53736-7
  • Copyright Information The Author(s) 2016
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-662-53735-0
  • Online ISBN 978-3-662-53736-7
  • Series Print ISSN 2191-544X
  • Series Online ISSN 2191-5458
  • Buy this book on publisher's site
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