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- W1678027172 abstract "In this paper, we develop the Bayesian model selection procedure using the reference prior for comparing two nested model such as the independent and intraclass models using the distance or divergence between the two as the basis of comparison. A suitable criterion for this is the power divergence measure as introduced by Cressie and Read(1984). Such a measure includes the Kullback -Liebler divergence measures and the Hellinger divergence measure as special cases. For this problem, the power divergence measure turns out to be a function solely of , the intraclass correlation coefficient. Also, this function is convex, and the minimum is attained at . We use reference prior for . Due to the duality between hypothesis tests and set estimation, the hypothesis testing problem can also be solved by solving a corresponding set estimation problem. The present paper develops Bayesian method based on the Kullback-Liebler and Hellinger divergence measures, rejecting when the specified divergence measure exceeds some number d. This number d is so chosen that the resulting credible interval for the divergence measure has specified coverage probability . The length of such an interval is compared with the equal two-tailed credible interval and the HPD credible interval for with the same coverage probability which can also be inverted into acceptance regions of . Example is considered where the HPD interval based on the one-at- a-time reference prior turns out to be the shortest credible interval having the same coverage probability." @default.
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- W1678027172 date "2004-01-01" @default.
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- W1678027172 title "Bayesian Model Selection in the Unbalanced Random Effect Model" @default.
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