A Bayes factor with reasonable model selection consistency for ANOVA model
نویسنده
چکیده
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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