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Bayes Factor Consistency for One-way Random Effects Model

2013/02/26 by Min Wang, Xiaoqian Sun, Wang, Min +1
Mathematics · #62F03 #62F15 #62J10 #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference #Statistical Methods in Clinical Trials #msc:62F03 #msc:62F15 #msc:62J10 #stat.ME

paper · pdf · doi:10.48550/arxiv.1302.6320

25 pages, 2 figures, 6 tables. To appear in 'Communications in Statistics - Theory and Methods'

arxiv created 2013/02/26 · openalex publication_date 2013/02/26 · arxiv updated 2013/02/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we consider Bayesian hypothesis testing for the balanced one-way random effects model. A special choice of the prior formulation for the ratio of variance components is shown to yield an explicit closed-form Bayes factor without integral representation. Furthermore, we study the consistency issue of the resulting Bayes factor under three asymptotic scenarios: either the number of units goes to infinity, the number of observations per unit goes to infinity, or both go to infinity. Finally, the behavior of the proposed approach is illustrated by simulation studies.

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