Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Outlier Detection in Random Effects Model Using Fractional Bayes Factor

  • Chung, Younshik (Associate Professor, Department of Statistics, Pusan National University)
  • Published : 2000.04.01
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Abstract

In this paper we propose a method of computing Bayes factor to detect an outlier in a random effects model. When no information is available and hence improper noninformative priors should be used Bayes factor includes the unspecified constants and has complicated computational burden. To solve this problem we use the fractional Bayes factor (FBF) of O-Hagan(1995) and the generalized Savage0-Dickey density ratio of Verdinelli and Wasserman (1995) The proposed method is applied to outlier deterction problem We perform a simulation of the proposed approach with a simulated data set including an outlier and also analyze a real data set.

Keywords

References

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