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A Predictive Approach to the Analysis of Designed Experiments

 

作者: JosephG. Ibrahim,   PurushottamW. Laud,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1994)
卷期: Volume 89, issue 425  

页码: 309-319

 

ISSN:0162-1459

 

年代: 1994

 

DOI:10.1080/01621459.1994.10476472

 

出版商: Taylor & Francis Group

 

关键词: Analysis of variance;Bayesian analysis;Kullback-Leibler divergence;Predictive criterion;Split-plot design;Variable selection

 

数据来源: Taylor

 

摘要:

Viewing the analysis of designed experiments as a model selection problem, we introduce the use of a predictive Bayesian criterion in this context based on the predictive density of a replicate experiment (PDRE). A calibration of the criterion is provided to assist in the model choice. The relationships of the proposed criterion to other prevalent criteria, such as AIC, BIC, and Mallows'sCp, are given. An information theoretic criterion based on the PDRE's of two competing models is also introduced and compared with the usualFstatistic for two nested models. Examples are given to illustrate the proposed methodology.

 

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