Bayesian hypothesis testing for selected regression coefficients Academic Article uri icon

abstract

  • 2016 Taylor & Francis Group, LLC. We develop new Bayesian regression tests for prespecified regression coefficients. Simple, closed forms of the Bayes factors are derived that depend only on the regression t-statistic and F-statistic and the usual associated t and F distributions. The priors that allow those forms are simple and also meaningful, requiring minimal but practically important subjective inputs.

published proceedings

  • COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

author list (cited authors)

  • Lu, Y., Westfall, P. H., Han, G., & Bui, M. M.

citation count

  • 1

complete list of authors

  • Lu, Yonggang||Westfall, Peter H||Han, Gang||Bui, Marilyn M

publication date

  • December 2016