Mixtures of g-Priors for Analysis of Variance Models with a Diverging Number of Parameters

[摘要] We consider Bayesian approaches for the hypothesis testing problem in the analysis-of-variance (ANOVA) models. With the aid of the singular value decomposition of the centered designed matrix, we reparameterize the ANOVA models with linear constraints for

[学科分类] 统计和概率

[关键词] ANOVA models;Bayes factor;consistency;growing number of parameters;Zellner’s g-prior