Abstract
SUMMARY: In wide generality, the posterior distributions of the likehood ratio statistic and the posterior ratio statistic are chi-squared to error of order O(n -1), where n is sample size. The error in the chi-squared approximation can be reduced to order O(n -2) by Bartlett correction. In this paper, explicit formulae are derived for the Bartlett adjustment factors of both statistics, and the derivations are based on the Tierney. Kass & Kadane (1989) asymptotic approximation for marginal posterior probability density functions. The use of numerical differentiation to facilitate calculation of the Bartlett adjustments is also described. Some applications are considered that concern inference about regression models from both complete and right-censored data.
Original language | English |
---|---|
Pages (from-to) | 731-740 |
Number of pages | 10 |
Journal | Biometrika |
Volume | 80 |
Issue number | 4 |
DOIs | |
Publication status | Published - Dec 1993 |
Externally published | Yes |