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Abstract Details
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Activity Number:
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622
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Type:
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Contributed
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Date/Time:
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Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #306640 |
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Title:
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Consistency of Bayes Factors for 2-Way ANOVA Models
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Author(s):
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Xiaoyi Min*+ and Dongchu Sun
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Companies:
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University of Missouri and University of Missouri
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Address:
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105 W Broadway, Columbia, MO, 65203, United States
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Keywords:
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Bayes factor ;
ANOVA ;
consistency
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Abstract:
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The Bayes factors for normal linear models with grouped covariates are considered under a class of Zellner's (1986) g-priors. Under this prior, the Bayes factors for two-way ANOVA models are derived, and the exact convergence rates of the Bayes factors are calculated using the Gamma-type Laplace approximation. Consequently, the consistency of the Bayes factors is proved when the number of replicates under each treatment goes to infinity or when the number of treatments goes to infinity.
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