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Bayesian Hypothesis Testing for Intraclass Correlation Coefficient

  • Lee, Seung-A (Department of Statistics, Kyungpook National University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • Published : 2006.12.31

Abstract

In this paper, we consider a Bayesian model selection for the intraclass correlation coefficient in familiar data. In particular, we compare two nested models such as the independence and intraclass models using the reference prior. A criterion for testing is the Bayesian Reference Criterion by Bernardo (1999) and the Intrinsic Bayes Factor by Berger and Pericchi (1996). We provide numerical examples using simulation data sets for illustration.

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