This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 586
Type: Contributed
Date/Time: Wednesday, August 4, 2010 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #306695
Title: A Bayes Factor with Reasonable Model Selection Consistency for ANOVA Model
Author(s): Yuzo Maruyama*+
Companies: The University of Tokyo
Address: , Tokyo, , Japan
Keywords: Bayesian model selection ; model selection consistency ; fully Bayes method ; Bayes factor
Abstract:

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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