Trabajos de Estadistica Y de Investigacion Operativa

, Volume 31, Issue 1, pp 585–603

Posterior odds ratios for selected regression hypotheses

Authors

  • A. Zellner
    • University of Chicago
  • A. Siow
    • University of Chicago
Hypothesis Testing Invited Papers

DOI: 10.1007/BF02888369

Cite this article as:
Zellner, A. & Siow, A. Trabajos de Estadistica Y de Investigacion Operativa (1980) 31: 585. doi:10.1007/BF02888369

Summary

Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theoryF statistics. Some implications of this finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odds ratios are provided and discussed.

Keywords

Bayesian Odds RatiosHypothesis TestingRegression HypothesesRegression Model

Copyright information

© Springer 1980