Sensitivity Analysis of Bayes Factor for Categorical Data with Emphasis on Sparse Multinomial Data

U. Sangeetha ； M. Subbiah ； M. R. Srinivasan ； B. Nandram

《Journal of Data Science》 12卷2期 (2014/04) Pp. 339-357

https://doi.org/10.6339/JDS.201404_12(2).0008

並列摘要

This article considers hypothesis testing using Bayes factor in the context of categorical data models represented in twodimensional contingency tables. The study includes multinomial model for a general I × J table data. Other data characteristics such as low as well as polarized cell counts and size of the tables are also considered. The objective is to investigate the sensitivity of Bayes factor taking these features into account so as to understand the performance of non-informative priors itself. Consistency has been studied based on different types of data and using Dirichlet prior with eight different choices for multinomial model followed by a bootstrap simulation. Study has emphasized the reasonable choice of values for the parameters that normally represents the underlying physical phenomena, though partially vague in nature.

並列關鍵字

Bayesian methods ； Categorical data ； Sparseness ； Statistical computing