Ciccarelli, Matteo - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2001
The problem of testing a set of restrictions R(q)=0 in a complex hierarchical model is considered. We propose a different approach from the standard PO ratio test, which can be viewed as the Bayesian analogous to the classical Wald type test. With respect to the PO ratio, it has the advantage of...
