Objective Bayes Factors for Informed Hypotheses Presentation SIDIM 2009

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    Objective Bayes Factors for Informed Hypotheses Presentation SIDIM 2009 - Presentation Transcript

    1. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Objective Bayes Factors for Informed Hypotheses: ”Completing” The Informed Hypothesis and ”Splitting” the Bayes Factors David Torres N´nez12 Luis Ra´l Pericchi Guerra12 Guimei Liu 1 u˜ u Department of Mathematics, University of Puerto Rico at Rio Piedras Campus, P.O. Box 23355, San Juan PR 00931-3355. lrpericchi@uprrp.edu BBC Biostatistics and Bioinformatics Core Cancer Center of the UPR March 2009 David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    2. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Contents 1 Introduction 2 General Formalism or Coherent Approach Bayes Factor and Posterior Model Probabilities Bayes Factors Posterior Model Probabilities 3 Informative Hypotheses 4 Illustration: Dissociative Identity Disorder DID Zellner-Siow Conventional Prior 5 Conclusions 6 Acknowledgements David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    3. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Introduction Informed Hypotheses are particular hypotheses about the vector of means µ in the Classical Normal ANOVA Model: Y = Xµ + , where is the vector of uncorrelated Normal errors with constant variance σ 2 . Informed Hypotheses involve a complex ordering of means like, say: H1a : µa = µb < µc < µd = µe , or, H1b : µa < µb = µc < µd < µe , among other possibilities. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    4. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements In order to compare models, in the canonical Bayesian way (using Bayes Factors), and upon specification of a prior under say, H1a , π(µa , µb , µc , µd , µe , σ|H1a ) we need to calculate the marginal densities: m(y|H1a ) = f (y|µ, σ, H1a )π(µa , µb , µc , µd , µe , σ|H1a )dµdσ. H1a (2.1) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    5. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements There are two difficulties with equation 2.1: 1 The difficulty of assessment of the prior π(.|H1a ) which is potentially highly influential. 2 The difficulty in the computation of integral in 2.1, due to the awkward region of integration which is in the very definition of an informed hypothesis. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    6. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements A direct approach to deal with inequality constraints is in [Berger and Mortera 1999] who study in depth the simplest examples with inequality constraints. However their detailed and incisive direct approach seems bound to be restricted to very simple situations, unsuited to the kind of examples encountered for example in Psychology, particularly for dimensions greater than 2. Another general approach is in (Klugkist 2008), who suggest an Encompassing Approach plus the replacement of equality constraints by constraints that the means are close. Our own approach, that we call ”Completing and Splitting” the informed hypothesis. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    7. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Take for instance H1a with a ”completed” hypothesis ∗ H1a : µa = µb = µc = µd = µe , ∗ with a corresponding ”completion” of H1b denoted by H1b , on which all order constraints are replaced by inequalities. These completions allows to split the problem in 2.1 in two factors: one of an usual ”objective” marginal density, and (objective) Bayes Factors and the other factor as a probability of a region with positive measure. Thus the name of ”Completing and Splitting” approach. In the sequel, it will be shown that: ∗ ∗ m(y|H1a ) = m(y|H1a ) × P r(H1a |y, H1a ), (2.2) which is the pivotal identity of the ”completion and splitting” approach. Equation 2.2 entails a substantive methodological simplification to 2.1 David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    8. Outline Introduction Coherent Approach Bayes Factor and Posterior Model Probabilities Informative Hypotheses Bayes Factors Illustration: Dissociative Identity Disorder Posterior Model Probabilities Conclusions Acknowledgements Suppose that we are comparing q models for the data y, Hi : Y has density fi (y|θi ), i = 1, . . . , q, where the θi = (µi , σ 2 ) are the unknown model parameters. Suppose that we have available prior distributions, πi (θi ), i = 1, . . . , q, for the unknown parameters. Define the marginal or predictive densities of Y, mi (y) = fi (y|θi )πi (θi ) dθi . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    9. Outline Introduction Coherent Approach Bayes Factor and Posterior Model Probabilities Informative Hypotheses Bayes Factors Illustration: Dissociative Identity Disorder Posterior Model Probabilities Conclusions Acknowledgements A central quantity for comparing models: The Bayes factor of Hj to Hi is given by mj (y) fj (y|θj )πj (θj ) dθj BFji = = . mi (y) fi (y|θi )πi (θi ) dθi The Bayes factor is often interpreted as the “evidence provided by the data in favor or against model Hj vs the alternative model Hi ”, but it should be remembered that Bayes Factors depend also on the priors. In fact assuming an objective Bayesian viewpoint, the priors may be thought of “weighting measures” and the Bayes Factor as the “weighted averaged likelihood ratio”, which are in principle more comparable than maximized likelihood ratios, as measures of relative fit. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    10. Outline Introduction Coherent Approach Bayes Factor and Posterior Model Probabilities Informative Hypotheses Bayes Factors Illustration: Dissociative Identity Disorder Posterior Model Probabilities Conclusions Acknowledgements If prior probabilities P (Hi ), i = 1, . . . , q, of the models are available, then one can compute the posterior probabilities of the models from the Bayes factors. Using Bayes Rule, it is easy to see that posterior probability of Hi , given the data y, is  −1 q P (Hi )mi (y) P (Hj ) P M P (Hi | y) = q = BFji  . j=1 P (Hj )mj (y) P (Hi ) j=1 (3.1) A particularly common choice of the prior model probabilities is P (Hj ) = 1/q, so that each model has the same initial probability, but there are other possible choices, see for example [Berger and Pericchi 1996a]. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    11. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements We now proceed to apply the Objective Bayes Factor methods for Informed Hypotheses. Suppose we have say 4 groups, with data yi,j , i = 1, . . . , 4; j = 1, . . . , ni , and the data are assumed to be Yi,j ∼ N (µi , σ 2 ). The Null Hypothesis is: H0 : µ1 = µ2 = µ3 = µ4 , σ > 0 against an informed hypothesis like: H1a : µ3 < µ1 = µ4 = µ < µ2 , σ > 0. This is not a standard comparison, and has generated considerable interest under the name of Informed Hypotheses important among other areas in Psychology. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    12. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Alternatively, re-parametrizing H1a calling θ = µ, θ1 = µ − µ3 and θ2 = µ2 − µ, the alternative hypothesis becomes: H1a : θ1 > 0 and θ2 > 0, and the ”parameters under test” are [θ1 , θ2 ] David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    13. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements We need to compute, calling θa all the mean parameters under H1a : N N H1a f (y|θa , σ)π (θa , σ)dθa dσ BFH1a,0 = . (4.1) f0 (y|θ0 , σ)π N (θ0 , σ)dθ0 dσ Notice that using π N (θa , σ) in (10), makes the comparison without a proper scaling, so we also have to compute a Correction Factor CF0,1a , so that N BFH1a,0 = BFH1a ,0 × CF0,H1a . (4.2) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    14. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements ”Completing and Splitting” Informed Hypotheses. 1 ∗ Completing: First of all, it is useful to denote by H1a the Hypothesis formed by replacing any inequality order constraints by inequalities. For example, regarding the illustration above, where H1a : µ3 < µ1 = µ4 = µ < µ2 then ∗ H1a : µ3 = µ1 = µ4 = µ = µ2 . 2 ”Splitting”: Denote by Θa the parameter space, which ∗ contains H1a . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    15. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Lemma It turns out that, N N ∗ mN (y) 1a ∗ BFH1a,0 = BFH1a ,H0 ×P r(H1a |y, H1a ) = ∗ N (y) ×P r(H1a |y, H1a ) m0 (4.3) where ∗ H1a f (y|θa , σ)π N (θa , σ)dθa dσ P r(H1a |y, H1a ) = , ∗ H1a f (y|θa , σ)π N (θa , σ)dθa dσ mN (y) = 1a f (y|θa , σ)π N (θa , σ)dθa dσ, ∗ H1a mN (y) = 0 f (y|θ0 , σ)π N (θ0 , σ)dθ0 dσ. H0 David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    16. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements The example on inter-identity amnesia in dissociative identity disorder is taken from [Huntjens et al 2006]. Inter-identity amnesia in dissociative identity disorder: a simulated memory impairment? in Psychological Medicine,36, 857-863. The Hypotheses: First of all the Hypothesis of Equal Means: H0 : µ1 = µ2 = µ3 = µ 4 . Its negation is H2 : not H0 . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    17. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Then, H1a : µcontrol > {µtrue−amnesiacs , µDID−patients } > µDID−simulators , that is µ3 < µ4 = µ1 = µ < µ2 , or equivalently H1a : µ3 < µ < µ2 . Finally, H1b : µcontrol > µtrue−amnesiacs > {µDID−patients , µDID−simulators } µ1 = µ3 = µ < µ4 < µ2 , or H1b : µ < µ4 < µ2 . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    18. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Before going into the methods, in Table the Residual Sum of Squares of the Null and ”Completed” hypotheses are presented: Models Residual Sums Squares H0 :RSS0 2196.4681 H2 :Not H0 : RSS2 237.62947 ∗ H1a :RSS1a 260.47545 ∗ H1b :RSS1b 253.83636 Table: Residual Sum of Squares of Completed Hypotheses Note: RSS2: Any of the means different. For the Completed ∗ ∗ hypotheses we see that H1b is doing somewhat better than H1a . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    19. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Transformation of the Design Matrix For the Zellner and Siow Priors As in the Introduction we have the ANOVA model: Y = Xβ + , on which, the first column of X should be a column of ones; ∗ Denote β = [β0 , α1 , α2 ]. The hypothesis H1a : µ3 = µ = µ2 should become: α1 = 0; α2 = 0. In the Conventional Prior set up, a proper conditional prior is given to the parameters under test (the α’s), but an improper uniform prior is given to the common parameter β0 . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    20. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements For this to be justifiable as a Bayes Factor, then the first column of the matrix X ought to be orthogonal to the other columns, i.e. xt · xi = 0, i = 2, 3. We denote by ni the number of observations 1 in the group i. So we have n3 = 25 cases with mean µ3 , n2 = 25 cases with mean µ2 and n = 94 is the total number of cases, since n1 = 19 and n2 = 25. For H1a , in the column of observations we place first the observations of the first and fourth group (assumed equal), secondly the observations of the third group (presumed to be lowest) and finally the observations belonging to the second group (presumed to be highest). David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    21. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Recall that the first and the next two columns of the design matrix ought to be orthogonal. So the design matrix X1a for H1a is set to be:   1 −n3 /n −n2 /n  . . .  . . .   . . .    1  −n3 /n −n2 /n    1  (1 − n3 /n) −n2 /n   X1a =  . . .  . . . .   . . .   1  (1 − n3 /n) −n2 /n    1  −n3 /n (1 − n2 /n)    . . .  . . .  . . .  1 −n3 /n (1 − n2 /n) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    22. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Notice that xt · [x2 , x3 ] = 0. It turns out, as can be checked after 1 simplifications, that: H1a : µ3 < µ < µ2 is equivalent to: α1 < 0, α2 > 0. Numerically (which will be needed for the bivariate Cauchy to be used) it obtains that:   0.011 0 0 [X1a X1a ]−1 =  0 t 0.063 0.023  , 0 0.023 0.063 and [X1a X1a ]−1 is the two by two lower right symmetric ∗t ∗ sub-matrix. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    23. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Now we turn to the prior assessments: First the hypotheses are: ∗ H0 : α1 = α2 = 0; H1a : α1 and α2 = 0, H1a : α1 < 0, α2 > 0. Clearly the design matrix under the Null Hypothesis is just a vector of ones. It is customary here to assume references priors, under H0 ∗ and conditionally proper under H1a : N N π0 (µ, σ) = 1/σ, and π1 (µ, α1 , α2 , σ) = Cauchy[(α1 , α2 )|(0, 0), (X1a X1a /n)−1 σ 2 ] · 1/σ. ∗t ∗ David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    24. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Computing prior probabilities with the Zellner and Siow Prior for Bayes Factors, applied to Informed Hypotheses Zellner and Siow Prior for model selection is, in our case of Informed Hypotheses equal to: det[X ∗t X ∗ /(nσ 2 )] π(α|σ) = c , (5.1) (1 + αt X ∗t X ∗ α/(nσ 2 ))3/2 where c = Γ(3/2)/π 3/2 and αt = (α1 , α2 ). The distribution (26) is a bi-dimensional Cauchy with location zero and scale (quasi variance) matrix equal to (X ∗t X ∗ /(nσ 2 ))−1 . David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    25. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Turning now for the other hypothesis: H1b : µ1 = µ3 = µ < µ4 < µ2 , we place in the vector y of observations, first the amalgamated first and third group, secondly the fourth group (assumed in the middle) and finally the second group (presumed highest). David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    26. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements For H1b we set the following design matrix:   1 −(n2 + n4 )/n −n2 /n  . . .  . . .   . . .    1  −(n2 + n4 )/n −n2 /n    1 (1 − (n2 + n4 )/n) −n2 /n     .. . . . . X1b =  . .   . .   1 (1 − (n2 + n4 )/n) −n2 /n     1 (1 − (n2 + n4 )/n) (1 − n2 /n)     . . .  . . .  . . .  1 (1 − (n2 + n4 )/n) (1 − n2 /n) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    27. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Notice that xt · [x2 , x3 ] = 0. It turns out, as can be checked after 1 simplifications, that: H1b : µ1 = µ3 = µ < µ4 < µ2 is equivalent to: α1 > 0, α2 > 0. Numerically (which will be needed for the bivariate Cauchy to be used) it obtains that:   0.011 0 0 [X1b X1b ]−1 =  0 t 0.063 −0.04  , 0 −0.04 0.08 and [X1b X1b ]−1 is the two by two lower right symmetric ∗t ∗ sub-matrix. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    28. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements From the a posteriori densities and simulating via WINBUGS (modeling a Cauchy density as a scale mixture of a Normal and a Gamma, or using the ”zeroes trick”) we get the results for H1a and H1b in the Tables 5 and 6. H1a ZS prior H1a posterior H1a p 0.19022 1.0 Table: Posterior and Prior Probabilities Implied by the Zellner and Siow ∗ prior for H1a given H1a David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    29. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements H1b ZS prior H1b posterior H1b p 0.15349 1.0 Table: Posterior and Prior Probabilities Implied by the Zellner and Siow ∗ Prior for H1b given H1b David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    30. Outline Introduction Coherent Approach Informative Hypotheses Zellner-Siow Conventional Prior Illustration: Dissociative Identity Disorder Conclusions Acknowledgements For the Bayes Factors in formula(19), there is the following approximate formula in [Zellner and Siow 1980] BF12 = π 1/2 /Γ((k1 + 1)/2)((n − k1 )/2)k1 /2 (R1 /R0 )(n−k1 −1)/2 Z In Table 4 we display the Bayes Factors and Posterior Model Probabilities for Zellenr and Siow’s prior. Models BF Zellner-Siow Overall Posterior Prob. H0 VS H2 2.83249e-040 P M P (H0 |y) =1.716e-039 H0 VS H1a 6.14075e-039 P M P (H1a |y) = 0.279 H0 VS H1b 2.38130e-039 P (H1b |y) = 0.721 Table: Posterior Probabilities given by Zellner and Siow Prior for H0 , H1a , H1b David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    31. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements 1 The Informed Hypothesis Problem becomes feasible when it is split in two problems, first by ”completing” the informed hypothesis and secondly by ”splitting” into two factors: a Ratio of Objective Bayes Factor of appropriate Encompassing Hypotheses that we call ”completions” of the Informed Hypotheses, and a Ratio of Prior to Posterior Probabilities of the Informed Hypothesis. 2 The First Factor can be dealt with the usual methods of Objective Bayes Factors. We have presented several techniques, so that researchers can implement them as they judge more appropriate. 3 The Second Factor can be expressed, with some ingenuity, as an MCMC problem of estimation. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    32. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements The authors were supported by National Science Foundation grants DMS-0604896 and DUE-0630927. The authors are grateful to Dr. M.E. P´rez, and Dr. John Cook for useful discussions and to the e Associate Editors. David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    33. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Abramowitz, M. and Stegun, I.: Handbook of Mathematical Functions. National Bureau of Standards. Applied Mathematics Series, 55, (1970) Berger, J. and Mortera, J.: Default Bayes Factors for One-Sided Hypothesis Testing. Journal of the American Statistical Association, 31, 542–554 (1999) Berger, J. and Pericchi, L.: The Intrinsic Bayes Factor for Model Selection and Prediction. Journal of the American Statistical Association, 91, 109–122 (1996) Berger, J. and Pericchi, L.: The Intrinsic Bayes Factor for Linear Models. In: J. M. Bernardo, et. al. (ed) Bayesian Statistics 5. Oxford University Press, 23–42, London (1996) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    34. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Berger, J. and Pericchi, L.: On the Justification of Default and Intrinsic Bayes Factors In: J. C. Lee, et. al.(ed) Modeling and Prediction. Springer, Berlin Heidelberg New York,276–293 (1997) Berger J., and Pericchi, L.: Objective Bayesian Model Methods for Model Selection: Introduction and Comparison (with discussion). IMS Lecture Notes-Monograph Series, Ed. P. Lahiri. Vol. 38, pp. 135-207.(2001) Berger, J. and Pericchi, L.: Training samples in objective Bayesian model Selection. Annals of Statistics, 32, 841–869,3 (2004) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    35. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Berger, J., Pericchi, L., and Varshavsky, J.: Bayes Factors and Marginal Distributions in Invariant Situations. Sankya A, 60, 135–321 (1998) De Santis, F., and Spezzaferri, F.: Alternative Bayes factors for model selection. Canadian J. Statist., 25, 503–515 (1997) Dudley, R.M. and Haughton, D.: Information Criteria for Multiple Data Sets and Restricted Parameters. Statistica Sinica, 7, 265–284 (1997) Giron, F.J., Moreno E. and Casella G.:Objective Bayesian analysis of multiple changepoints models (with discussion). To appear in Bayesian Statistics 9, Oxford University Press. (2006) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    36. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Huntjens et. al.: Inter-identity amnesia in dissociative identity disorder: a simulated memory impairment? Psychological Medicine, 36, 857–863 (2006) Kato, B.S. and Hoijtink, H.: A Bayesian approach to inequality constrained linear mixed models: estimation and model selection. Statistical Modelling, 6, 231-249.(2006) Klugkist, I., Hoijtink, H.: The Bayes factor for inequality and about equality constrained models. Computational Statistics and Data Analysis, 51, 6367-6379. (2007) Laudy, O., Hoijtink, H.: Bayesian methods for the analysis of inequality constrained contingency tables. Statistical Methods in Medical Research, 16, 123-138.(2007) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
    37. Outline Introduction Coherent Approach Informative Hypotheses Illustration: Dissociative Identity Disorder Conclusions Acknowledgements Lempers, F.B.: Posterior Probabilities of Alternative Linear Models. Rotterdam: University of Rotterdam Press. (1971) O’Hagan, A.: Fractional Bayes Factors for Model Comparisons. Journal of the Royal Statistical Society Ser. B, 57, 115–149 (1995) Pericchi L. R.: Model Selection and Hypothesis Testing based on Objective Probabilities and Bayes Factors. Handbook of Statistics, Vol. 25, pp. 115-149. (2005) Zellner, A., Siow, A.: Posterior odds for selected regression hypothesis. In: Bernardo J.M. et al (Eds.), Bayesian Statistics, vol. 1. Valencia University Press, Valencia, pp. 585-603. (1980) David Torres N´nez Luis Ra´l Pericchi Guerra Guimei Liu , u˜ u Objective Bayes Factors for Informed Hypotheses
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