Template-Type: ReDIF-Paper 1.0
Author-Name:  Hedibert Freitas Lopes
Author-Name-First: Hedibert Freitas
Author-Name-Last: Lopes
Title: A Tutorial on the Computation of Bayes Factors
Abstract:  In this review paper we revisit several of the existing schemes that approximate predictive densities and, consequently, Bayes factors. We also presente the reversible jump MCMC scheme, which can be thought of as an MCMC scheme over the space of models. These approaches are applied to select the number of common factors in the basic normal linear factor model, which is a high profile example within the psychometrics community.
Length:  22 pages
Creation-Date:  2014
Order-URL: https://repositorio.insper.edu.br/handle/11224/5960
File-URL: https://repositorio.insper.edu.br/handle/11224/5960
File-Format: text/html
File-Function: Full text
Number: 200
Handle: RePEc:aap:wpaper:200