메뉴 건너뛰기




Volumn 94, Issue 448, 1999, Pages 1242-1253

Bayes Factors and Approximations for Variance Component Models

Author keywords

Boundary problem; Importance sampling; Laplace's method; Reference prior; Rejection method; Schwarz criterion

Indexed keywords


EID: 0442293879     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1999.10473877     Document Type: Article
Times cited : (65)

References (46)
  • 3
    • 0001330334 scopus 로고
    • On Asymptotic Normality of Limiting Density Functions With Bayesian Implications
    • Ser B
    • Chen, C. (1985), "On Asymptotic Normality of Limiting Density Functions With Bayesian Implications," Journal of the Royal Statistical Society, Ser B, 47, 540-546.
    • (1985) Journal of the Royal Statistical Society , vol.47 , pp. 540-546
    • Chen, C.1
  • 4
    • 0031527297 scopus 로고    scopus 로고
    • On Monte Carlo Methods for Estimating Ratios of Normalizing Constants
    • Chen, M. H., and Shao, Q. M. (1997), "On Monte Carlo Methods for Estimating Ratios of Normalizing Constants," The Annals of Statistics, 25, 1563-1594.
    • (1997) The Annals of Statistics , vol.25 , pp. 1563-1594
    • Chen, M.H.1    Shao, Q.M.2
  • 5
    • 0000926206 scopus 로고
    • On the Distribution of the Likelihood Ratio
    • Chernoff, H. (1954), "On the Distribution of the Likelihood Ratio," Annals of Mathematical Statistics, 25, 573-578.
    • (1954) Annals of Mathematical Statistics , vol.25 , pp. 573-578
    • Chernoff, H.1
  • 6
    • 0029966476 scopus 로고    scopus 로고
    • Exact Tests for Variance Components
    • Christensen, R. (1996), "Exact Tests for Variance Components," Biometrics, 52, 309-314.
    • (1996) Biometrics , vol.52 , pp. 309-314
    • Christensen, R.1
  • 9
    • 84950942481 scopus 로고
    • Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space
    • Erkanli, A. (1994), "Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space," Journal of the American Statistical Association, 89, 250-258.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 250-258
    • Erkanli, A.1
  • 10
    • 0001284741 scopus 로고
    • Rejoinder to "Methods for Approximating Integrals in Statistics With Special Emphasis on Bayesian Integration Problems,"
    • Evans, M., and Swartz, T. (1995), Rejoinder to "Methods for Approximating Integrals in Statistics With Special Emphasis on Bayesian Integration Problems," Statistical Science, 11, 54-64.
    • (1995) Statistical Science , vol.11 , pp. 54-64
    • Evans, M.1    Swartz, T.2
  • 11
    • 0000222760 scopus 로고
    • Statistical Inference Using Maximum Likelihood Estimatin and the Generalized Likelihood Ratio When the True Parameter is on the Boundary of the Parameter Space
    • Feng, Z., and McCulIoch, C. E. (1992), "Statistical Inference Using Maximum Likelihood Estimatin and the Generalized Likelihood Ratio When the True Parameter is on the Boundary of the Parameter Space," Statistics & Probability Letters, 13, 325-332.
    • (1992) Statistics & Probability Letters , vol.13 , pp. 325-332
    • Feng, Z.1    McCulioch, C.E.2
  • 12
    • 0002388372 scopus 로고    scopus 로고
    • Strategies for Improving MCMC
    • W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, New York: Chapman and Hall
    • Gilks, W. R., and Roberts, G. O. (1996), "Strategies for Improving MCMC," in Markov Chain Monte Carlo in Practice, eds. W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, New York: Chapman and Hall.
    • (1996) Markov Chain Monte Carlo in Practice
    • Gilks, W.R.1    Roberts, G.O.2
  • 13
    • 84890913931 scopus 로고
    • Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
    • Harville, D. A. (1977), "Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems," Journal of the American Statistical Association, 72, 320-340.
    • (1977) Journal of the American Statistical Association , vol.72 , pp. 320-340
    • Harville, D.A.1
  • 14
    • 0000267213 scopus 로고
    • Inference About Variance Components in the One-Way Model
    • Hill, B. M. (1965), "Inference About Variance Components in the One-Way Model," Journal of the American Statistical Association, 60, 806-825.
    • (1965) Journal of the American Statistical Association , vol.60 , pp. 806-825
    • Hill, B.M.1
  • 15
    • 0031536512 scopus 로고    scopus 로고
    • Approximate Bayes Factors when a Mode Occurs on the Boundary
    • Hsiao, C. K. (1997), "Approximate Bayes Factors when a Mode Occurs on the Boundary," Journal of the American Statistical Association, 92, 656-663.
    • (1997) Journal of the American Statistical Association , vol.92 , pp. 656-663
    • Hsiao, C.K.1
  • 16
    • 0003414592 scopus 로고
    • (3rd ed). U.K.: Oxford University Press
    • Jeffreys, H. (1961), Theory of Probability. (3rd ed). U.K.: Oxford University Press.
    • (1961) Theory of Probability
    • Jeffreys, H.1
  • 18
    • 0003100767 scopus 로고
    • The Validity of Posterior Expansions Based on Laplace's Method
    • S. Geisser, J. Hodges, S. Press, and A. Zellner), Amsterdam, North-Holland
    • Kass, R. E., Tierney, L., and Kadane, J. B. (1990), "The Validity of Posterior Expansions Based on Laplace's Method," in Essays in Honor of George Barnard, eds. S. Geisser, J. Hodges, S. Press, and A. Zellner, Amsterdam, North-Holland, pp. 473-488.
    • (1990) Essays in Honor of George Barnard , pp. 473-488
    • Kass, R.E.1    Tierney, L.2    Kadane, J.B.3
  • 19
    • 0000992191 scopus 로고
    • Approximate Bayes Factors and Orthogonal Parameters, With Application to Testing Equality of Two Binomial Proportions
    • Ser. B
    • Kass, R. E., and Vaidyanathan, S. K. (1992), "Approximate Bayes Factors and Orthogonal Parameters, With Application to Testing Equality of Two Binomial Proportions," Journal of the Royal Statistical Society. Ser. B, 54, 129-144.
    • (1992) Journal of the Royal Statistical Society , vol.54 , pp. 129-144
    • Kass, R.E.1    Vaidyanathan, S.K.2
  • 20
    • 27944462549 scopus 로고
    • A Reference Bayesian Test for Nested Hypotheses and Its Relationship to the Schwarz Criterion
    • Kass, R. E.f and Wasserman, L. (1995), "A Reference Bayesian Test for Nested Hypotheses and Its Relationship to the Schwarz Criterion," Journal of the American Statistical Association, 90, 928-934.
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 928-934
    • Kass, R.E.1    Wasserman, L.2
  • 21
    • 0023595192 scopus 로고
    • Exact Tests for the Main Effects Variance Components in an Unbalanced Random Two-Way Model
    • Khuri, A. I., and Littell, R. C. (1987), "Exact Tests for the Main Effects Variance Components in an Unbalanced Random Two-Way Model," Bio-metrics, 43, 545-560.
    • (1987) Bio-Metrics , vol.43 , pp. 545-560
    • Khuri, A.I.1    Littell, R.C.2
  • 23
    • 0000072057 scopus 로고    scopus 로고
    • Variance Component Testing in Generalised Linear Models with Random Effects
    • Lin, X. (1997), "Variance Component Testing in Generalised Linear Models with Random Effects," Biometrika, 84, 309-326.
    • (1997) Biometrika , vol.84 , pp. 309-326
    • Lin, X.1
  • 24
    • 21444451325 scopus 로고    scopus 로고
    • Simulating Ratios of Normalizing Constants via a Simple Identity: A Theoretical Exploration
    • Meng, X. L., and Wong, W. H. (1996), "Simulating Ratios of Normalizing Constants via a Simple Identity: A Theoretical Exploration," Statistica Sinica, 6, 831-860.
    • (1996) Statistica Sinica , vol.6 , pp. 831-860
    • Meng, X.L.1    Wong, W.H.2
  • 25
    • 0001065876 scopus 로고
    • Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance
    • Miller, J. J. (1977), "Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance," The Annals of Statistics, 5, 746-762.
    • (1977) The Annals of Statistics , vol.5 , pp. 746-762
    • Miller, J.J.1
  • 26
    • 0000238336 scopus 로고
    • A Simplex Method for Function Min-imization
    • Nclder, J. A. and Mead, R (1965), "A Simplex Method for Function Min-imization," Computer J., 7, 308-313.
    • (1965) Computer J. , vol.7 , pp. 308-313
    • Nclder, J.A.1    Mead, R.2
  • 27
    • 0001857092 scopus 로고
    • Fractional Bayes Factors for Model Comparison
    • Ser. B
    • O'Hagan, A. (1995), "Fractional Bayes Factors for Model Comparison," Journal of the Royal Statistical Society, Ser. B, 57, 99-138.
    • (1995) Journal of the Royal Statistical Society , vol.57 , pp. 99-138
    • O'hagan, A.1
  • 28
    • 0027175124 scopus 로고
    • Exact Tests for Variance Components in Unbalanced Mixed Linear Models
    • Ofversten, J. (1993), "Exact Tests for Variance Components in Unbalanced Mixed Linear Models," Biometrics, 49, 45-57.
    • (1993) Biometrics , vol.49 , pp. 45-57
    • Ofversten, J.1
  • 30
    • 0002648792 scopus 로고    scopus 로고
    • The Schwarz Criteria and Related Methods for Normal Linear Models
    • Pauler, D. K. (1998), 'The Schwarz Criteria and Related Methods for Normal Linear Models," Biometrika, 85, 13-27.
    • (1998) Biometrika , vol.85 , pp. 13-27
    • Pauler, D.K.1
  • 34
    • 85011194189 scopus 로고
    • Estimating the Dimension of a Model
    • Schwarz, G. (1978), "Estimating the Dimension of a Model," The Annals of Statistics, 6, 461-464.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 36
    • 84907319426 scopus 로고
    • Asymptotic Properties of Maximum Likelihood Estimators and the Likelihood Ratio Tests Under Nonstandard Conditions
    • Self, S. G., and Liang, K. Y. (1987), "Asymptotic Properties of Maximum Likelihood Estimators and the Likelihood Ratio Tests Under Nonstandard Conditions," Journal of the American Statistical Association, 82, 605-610.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 605-610
    • Self, S.G.1    Liang, K.Y.2
  • 38
    • 0028641810 scopus 로고
    • Variance Components Testing in the Longitudinal Mixed Effects Model
    • Stram, D. O., and Lee, J. W. (1994), "Variance Components Testing in the Longitudinal Mixed Effects Model," Biometrics, 50, 1171-1177.
    • (1994) Biometrics , vol.50 , pp. 1171-1177
    • Stram, D.O.1    Lee, J.W.2
  • 41
    • 21844487977 scopus 로고
    • Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
    • Verdinelli, I., and Wasserman, L. (1995), "Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio," Journal of the American Statistical Association, 90, 614-618.
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 614-618
    • Verdinelli, I.1    Wasserman, L.2
  • 42
    • 0031521486 scopus 로고    scopus 로고
    • Simulation-Based Bayesian Inferences of the Variance Components in Mixed Linear Models
    • Vounatsou, P., and Smith, A. (1996), "Simulation-Based Bayesian Inferences of the Variance Components in Mixed Linear Models," Journal of Statistical Planning and Inference, 59, 139-161.
    • (1996) Journal of Statistical Planning and Inference , vol.59 , pp. 139-161
    • Vounatsou, P.1    Smith, A.2
  • 44
    • 0000983647 scopus 로고
    • Efficient Computation of Random Variatcs via the Ratio-of-Uniforms Method
    • Wakefield, J. C., Gelfand, A. E. and Smith, A. F. M. (1991), "Efficient Computation of Random Variatcs via the Ratio-of-Uniforms Method," Statistics and Computing, 1, 129-133.
    • (1991) Statistics and Computing , vol.1 , pp. 129-133
    • Wakefield, J.C.1    Gelfand, A.E.2    Smith, A.3
  • 46
    • 0000823669 scopus 로고
    • Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors
    • Yang, R., and Chen, M.-H. (1995), "Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors," Journal of Multivariate Analysis, 55, 283-311.
    • (1995) Journal of Multivariate Analysis , vol.55 , pp. 283-311
    • Yang, R.1    Chen, M.-H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.