P Values for Composite Null Models

Published

Journal Article

The problem of investigating compatibility of an assumed model with the data is investigated in the situation when the assumed model has unknown parameters. The most frequently used measures of compatibility are p values, based on statistics T for which large values are deemed to indicate incompatibility of the data and the model. When the null model has unknown parameters, p values are not uniquely defined. The proposals for computing a p value in such a situation include the plug-in and similar p values on the frequentist side, and the predictive and posterior predictive p values on the Bayesian side. We propose two alternatives, the conditional predictive p value and the partial posterior predictive p value, and indicate their advantages from both Bayesian and frequentist perspectives. © 2000 Taylor & Francis Group, LLC.

Full Text

Duke Authors

Cited Authors

  • Bayarri, MJ; Berger, JO

Published Date

  • December 1, 2000

Published In

Volume / Issue

  • 95 / 452

Start / End Page

  • 1127 - 1142

Electronic International Standard Serial Number (EISSN)

  • 1537-274X

International Standard Serial Number (ISSN)

  • 0162-1459

Digital Object Identifier (DOI)

  • 10.1080/01621459.2000.10474309

Citation Source

  • Scopus