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Bayesian hypothesis testing in latent variable models
Li, Yong; Yu, Jun - In: Journal of econometrics 166 (2012) 2, pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
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A Posterior-Based Wald-Type Statistic for Hypothesis Testing
Li, Yong - 2018
A new Wald-type statistic is proposed for hypothesis testing based on Bayesian posterior distributions. The new statistic can be explained as a posterior version of Wald test and have several nice properties. First, it is well-defined under improper prior distributions. Second, it avoids...
Persistent link: https://www.econbiz.de/10012918346
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A Note About Classical Test Statistics in Incomplete-Data Models
Li, Yong - 2008
incomplete-data models, it is not easy to construct test statistics because the observed log-likelihood function often involves … of three commonly-used classical test statistics based on maximum likelihood estimators are discussed. The main idea is …
Persistent link: https://www.econbiz.de/10014214500
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Hypothesis testing via posterior-test-based Bayes factors
Li, Yong; Wang, Nianling; Yu, Jun; Zhang, Yonghui - 2023
Persistent link: https://www.econbiz.de/10014320454
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Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin; Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 230 (2022) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10013441919