Measuring the effect of observations on Bayes factors

Autor: L. I. Pettit, K. D. S. Young
Rok vydání: 1990
Předmět:
Zdroj: Biometrika. 77:455-466
ISSN: 1464-3510
0006-3444
Popis: SUMMARY In this paper we consider a measure of the effect of single observations on a logarithmic Bayes factor defined via the difference in the logarithms of the Bayes factors conditional first on all the data and then omitting an observation. The measure is related to the conditional predictive ordinate. The form of the measure and examples of its use are presented for a variety of situations, normal samples, linear models, log linear models and the checking of distributional assumptions.
Databáze: OpenAIRE