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.
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© 2009 Springer-Verlag New York
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Albert, J. (2009). Model Comparison. In: Bayesian Computation with R. Springer, New York, NY. https://doi.org/10.1007/978-0-387-92298-0_8
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DOI: https://doi.org/10.1007/978-0-387-92298-0_8
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Publisher Name: Springer, New York, NY
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Online ISBN: 978-0-387-92298-0
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