Model choice in nonnested families [electronic resource] /
Pereira, Basilio de Bragança.author.
Pereira, Carlos Alberto de Bragança.author.
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.
Includes bibliographical references at the end of each chapters and index.
Preliminaries -- Frequentist Methods -- Bayesian Methods -- Support and Simulation Methods -- Maximum Likelihood Estimation -- Index.
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.
Statistics .
Econometrics.
Biostatistics.
Statistical Theory and Methods.
Statistics for Business, Management, Economics, Finance, Insurance.
Statistics for Life Sciences, Medicine, Health Sciences.
Econometrics.
Biostatistics.
Statistics and Computing/Statistics Programs.