Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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PARTIAL INTRINSIC BAYES FACTOR

  • Joo Y. (Division of Biostatistics, University of Florida) ;
  • Casella G. (Department of Statistics, University of Florida)
  • Published : 2006.09.01
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Abstract

We have developed a new model selection criteria, the partial intrinsic Bayes factor, which is designed for cases when we select a model among a small number of candidate models. For example, we can choose only a few candidate models after exploring scatter plots. By simulation study, we have showed that PIBF performs better than AIC, BIC and GCV.

Keywords

References

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