Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Bayes Factors for Goodness of Fit Testing

Publication Date

October, 2003

Publication Type

Tech Report

Author(s)

Fulvio Spezzaferri, Isabella Verdinelli, and Massimo Zeppieri

Abstract

We propose the use of the generalized fractional Bayes factor for testing fit in multinomial models. This is a non-asymptotic method that can be used to quantify the evidence for or against a sub-model. We give expressions for the generalized fractional Bayes factor and we study its properties. In particular, we show that the generalized fractional Bayes factor has better properties than the fractional Bayes factor.