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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