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Comment: Bayesian Checking of the Second Levels of Hierarchical Models

Andrew E. Gelman

Title:
Comment: Bayesian Checking of the Second Levels of Hierarchical Models
Author(s):
Gelman, Andrew E.
Date:
Type:
Articles
Department:
Statistics
Volume:
22
Permanent URL:
Book/Journal Title:
Statistical Science
Abstract:
Bayarri and Castellanos (BC) have written an interesting paper discussing two forms of posterior model check, one based on cross-validation and one based on replication of new groups in a hierarchical model. We think both these checks are good ideas and can become even more effective when understood in the context of posterior predictive checking. For the purpose of discussion, however, it is most interesting to focus on the areas where we disagree with BC.
Subject(s):
Statistics
Publisher DOI:
10.1214/07-STS235A
Item views:
137
Metadata:
text | xml

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