On Flexible Bayesian Test Criteria for Nested Point Null Hypotheses of Multiple Regression Coefficients

  • Jae-Hyun Kim (Assistant Professor, Department of Applied Statistics, Seokyeong University, Seoul 136-704, Korea) ;
  • Hea-Jung Kim (Professor, Department of Statistics, Dongguk University, Seoul 100-715, Korea)
  • Published : 1996.12.01


As flexible Bayesian test criteria for nested point null hypotheses of multiple regression coefficients, partial and overall Bayes factors are introduced under a class of intuitively meaningful prior. The criteria lead to a simple method for considering different prior beliefs on the subspaces that constitute a partition of the coefficient parameter space. A couple of tests are suggested based on the criteria. It is shown that they enable us to obtain pairwise comparisons of hypotheses of the partitioned subspaces. Through a Monte Carlo simulation, performance of the tests based on the criteria are compared with the usual Bayesian test (based on Bayes factor)in terms of their respective powers.



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