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Model Comparison

Part of the Use R! book series (USE R)

In this chapter we illustrate the use of R to compare models from a Bayesian perspective.We introduce the notion of a Bayes factor in the setting where one is comparing two hypotheses about a parameter. In the setting where one is testing hypotheses about a population mean, we illustrate the computation of Bayes factors in both the one-sided and two-sided settings. We then generalize to the setting where one is comparing two Bayesian models, each consisting of a choice of prior and sampling density. In this case, the Bayes factor is the ratio of the marginal densities for the two models. We illustrate Bayes factor computations in two examples. In the analysis of hitting data for a baseball player, one wishes to compare a “consistent” model with a “streaky” model where the probability of a success may change over a season. In the second application, we illustrate the computation of Bayes factors against independence in a two-way contingency table.

Keywords

Posterior Density General Social Survey Marginal Density Prior Density Independence Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2007

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