Journal of Statistical Theory and Applications

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Volume 19, Issue 4, December 2020, Pages 540 - 546

Bayes Factors for Comparison of Two-Way ANOVA Models

Authors
R. Vijayaragunathan1, *, ORCID, M. R. Srinivasan2
1Assistant Professor, Department of Statistics, Indira Gandhi College of Arts and Science, Puducherry, India
2Professor and Head, Department of Statistics, University of Madras, Chennai, India
*Corresponding author. Email: rvijayaragunathan@gmail.com
Corresponding Author
R. Vijayaragunathan
Received 19 October 2020, Accepted 28 December 2020, Available Online 5 January 2021.
DOI
10.2991/jsta.d.201230.001How to use a DOI?
Keywords
ANOVA model; Bayes factor; Zellner's g prior; Jeffrey-Zellner-Siow prior; Hyper-g prior; Simulation data
Abstract

In the traditional two-way analysis of variance (ANOVA) model, it is possible to identify the significance of both the main effects and their interaction based on the P values. However, it is not possible to determine how much data supports the model when these effects are incorporated into the model. To overcome this practical difficulty, we applied Bayes factors for hierarchical models to check the intensity of the effects (both main and interaction). The objective is to identify the impact of the main and interaction effects based on a comparison of Bayes factors of the hierarchical ANOVA models. The application of Bayes factors enables to observe which model strengthens more while including or eliminating the effects in the model. Consequently, this paper proposes three priors such as Zellner's g, Jefferys-Zellner-Siow, and Hyper-g priors, to compute the Bayes factor. Finally, we extended this procedure to the simulation data for the generalization of the Bayesian results.

Copyright
© 2021 The Authors. Published by Atlantis Press B.V.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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<Previous Article In Issue
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Journal
Journal of Statistical Theory and Applications
Volume-Issue
19 - 4
Pages
540 - 546
Publication Date
2021/01/05
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.d.201230.001How to use a DOI?
Copyright
© 2021 The Authors. Published by Atlantis Press B.V.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - JOUR
AU  - R. Vijayaragunathan
AU  - M. R. Srinivasan
PY  - 2021
DA  - 2021/01/05
TI  - Bayes Factors for Comparison of Two-Way ANOVA Models
JO  - Journal of Statistical Theory and Applications
SP  - 540
EP  - 546
VL  - 19
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.201230.001
DO  - 10.2991/jsta.d.201230.001
ID  - Vijayaragunathan2021
ER  -