线性模型的贝叶斯因子与选择准则

Bayes Factors and Choice Criteria for Linear Models

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1980
被引 342
ABS 4

中文导读

定义了全局和局部贝叶斯因子,并探讨它们作为线性模型选择准则的作用,发现全局贝叶斯因子与Schwarz准则相关,局部贝叶斯因子与Akaike信息准则相关。

Abstract

Summary Global and local Bayes factors are defined and their respective roles examined as choice criteria among alternative linear models. The global Bayes factor is seen to function, in appropriate contexts, as a fully automatic Occam's razor and to be closely related to the Schwarz model choice criterion. The local Bayes factor is shown to have a close relationship with the Akaike Information Criterion.

贝叶斯统计模型选择线性模型计量经济学