ENGLISH

Model Choice in Nonnested Families

By Basilio de Bragança Pereira , Carlos Alberto de Bragança Pereira (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2016
ISBN
978-3-662-53735-0, 978-3-662-53736-7
DOI
10.1007/978-3-662-53736-7
Language
english
Format
PDF
Filesize
2 MB (2065263 bytes)
Series
SpringerBriefs in Statistics
Edition
1
Pages
X, 96\105
Time added
2017-02-20 14:58:51
Health Sciences;Econometrics;Biostatistics;StatistMedicineStatistical Theory and Methods;Statistics for Busi

Description

This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.

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