4. Bayesian Model Comparison and Model Checking

  1. Xin-Yuan Song and
  2. Sik-Yum Lee

Published Online: 18 JUL 2012

DOI: 10.1002/9781118358887.ch4

Basic and Advanced Bayesian Structural Equation Modeling: With Applications in the Medical and Behavioral Sciences

Basic and Advanced Bayesian Structural Equation Modeling: With Applications in the Medical and Behavioral Sciences

How to Cite

Song, X.-Y. and Lee, S.-Y. (2012) Bayesian Model Comparison and Model Checking, in Basic and Advanced Bayesian Structural Equation Modeling: With Applications in the Medical and Behavioral Sciences, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9781118358887.ch4

Author Information

  1. Department of Statistics, The Chinese University of Hong Kong

Publication History

  1. Published Online: 18 JUL 2012
  2. Published Print: 24 AUG 2012

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470669525

Online ISBN: 9781118358887

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Keywords:

  • Bayesian model comparison and model checking;
  • Bayesian statistics, for hypothesis testing/model comparison;
  • statistical methods, goodness of fit assessment;
  • Bayes factor, BIC, AIC, DIC, and model comparison;
  • WinBUGS and DIC for complex SEMs/data structures;
  • Bayes factor interpretation;
  • simulation study and path sampling;
  • R2WinBUGS, in computing the Bayes factor;
  • model comparison statistic;
  • Goodness of fit and model checking methods

Summary

This chapter contains sections titled:

  • Introduction

  • Bayes factor

  • Other model comparison statistics

  • Illustration

  • Goodness of fit and model checking methods

  • Appendix 4.1: WinBUGS code

  • Appendix 4.2: R code in Bayes factor example

  • Appendix 4.3: Posterior predictive p-value for model assessment

  • References