Arbeitspapier
A Comparison of Marginal Likelihood Computation Methods
In a Bayesian analysis, different models can be compared on the basis of theexpected or marginal likelihood they attain. Many methods have been devised to compute themarginal likelihood, but simplicity is not the strongest point of most methods. At the sametime, the precision of methods is often questionable.In this paper several methods are presented in a common framework. The explanation of thedifferences is followed by an application, in which the precision of the methods is testedon a simple regression model where a comparison with analytical results is possible.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 02-084/4
- Klassifikation
-
Wirtschaft
Bayesian Analysis: General
Model Evaluation, Validation, and Selection
Computational Techniques; Simulation Modeling
- Thema
-
Marginal likelihood
Bayesian analysis.
Marginalanalyse
Bayes-Statistik
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bos, Charles S.
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2002
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Bos, Charles S.
- Tinbergen Institute
Entstanden
- 2002
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