A Bayes factor with reasonable model selection consistency for ANOVA model

Details A Bayes factor with reasonable model selection consistency for ANOVA model A Bayes factor with reasonable model selection consistency for ANOVA model

2009-06-23

arxiv.org/abs/0906.4329v1

Statistics

Methodology

14 pages, 1 table

Scientific paper

For the balanced ANOVA setup, we propose a new closed form Bayes factor without integral representation, which is however based on fully Bayes method, with reasonable model selection consistency for two asymptotic situations (either number of levels of the factor or number of replication in each level goes to infinity). Exact analytical calculation of the marginal density under a special choice of the priors enables such a Bayes factor.

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