The Resource Bayes factor consistency in linear models when p grows with n, by Ruixin Guo, (electronic resource)

Bayes factor consistency in linear models when p grows with n, by Ruixin Guo, (electronic resource)

Label
Bayes factor consistency in linear models when p grows with n
Title
Bayes factor consistency in linear models when p grows with n
Statement of responsibility
by Ruixin Guo
Title variation
Bayes factor consistency in linear models when [rho] grows with [nu]
Creator
Contributor
Thesis advisor
Subject
Genre
Language
eng
Summary
This dissertation examines consistency of Bayes factors in the model comparison problem for linear models. Common approaches to Bayesian analysis of linear models use Zellner's g-prior, a partially conjugate normal prior on the model parameters indexed by a single parameter g. More generally, a hyper-prior can be placed on g, providing a mixture of g-priors. When comparing nested models, flat priors are often placed on the common parameters with the g-prior used for the other parameters, forcing the prior on g to be proper for a determinate Bayes factor. Even for the non-nested case, an "encompassing" approach comparing all models to a base model is often used, where the base model has a flat prior and the prior on g must be proper. In this dissertation, we consider the Jeffreys prior on g, an improper prior that is also the reference prior. We show consistency of the Bayes factor associated with the reference prior for g and a broad range of proper priors for the fixed model dimension case. We also discuss consistency and inconsistency for the Bayes factor associated with the reference prior for the growing dimension case. We obtain consistency and inconsistency depending on the limiting behavior of [rho/nu]. Laplace approximations are derived for bayes factors under different situations
Cataloging source
MUU
http://library.link/vocab/creatorDate
1983-
http://library.link/vocab/creatorName
Guo, Ruixin
Degree
Ph. D.
Dissertation year
2009.
Granting institution
University of Missouri--Columbia
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
  • theses
http://library.link/vocab/relatedWorkOrContributorDate
1946-
http://library.link/vocab/relatedWorkOrContributorName
Speckman, Paul L.
http://library.link/vocab/subjectName
  • Linear models (Statistics)
  • Bayesian statistical decision theory
  • Laplace transformation
Target audience
specialized
Label
Bayes factor consistency in linear models when p grows with n, by Ruixin Guo, (electronic resource)
Instantiates
Publication
Note
  • Title from PDF of title page (University of Missouri--Columbia, viewed on September 17, 2010)
  • The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file
  • Dissertation advisor: Dr. Paul Speckman
  • Vita
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
696011916
Extent
1 online resource (viii, 107 pages)
Form of item
online
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
MU: Access is limited to the University of Missouri-Columbia only.
Other physical details
illustrations (some color)
Specific material designation
remote
System control number
(OCoLC)696011916
Label
Bayes factor consistency in linear models when p grows with n, by Ruixin Guo, (electronic resource)
Publication
Note
  • Title from PDF of title page (University of Missouri--Columbia, viewed on September 17, 2010)
  • The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file
  • Dissertation advisor: Dr. Paul Speckman
  • Vita
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
696011916
Extent
1 online resource (viii, 107 pages)
Form of item
online
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
MU: Access is limited to the University of Missouri-Columbia only.
Other physical details
illustrations (some color)
Specific material designation
remote
System control number
(OCoLC)696011916

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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