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Model Assessment Tools for a Model False World
Model selection statistical distance bootstrap model credibility index normality
2010/10/14
A standard goal of model evaluation and selection is to find a model that approximates the truth well while at the same time is as parsimonious as possible. In this paper we emphasize the point of vi...
Bayesian Model Assessment Using Pivotal Quantities
prior-predictive density posterior-predictive density Bayesian model diagnostics Bayesian chi-squared test
2009/9/22
Suppose that S(Y) is a function of data Y and a model parameter,
and suppose that the sampling distribution of S(Y) is invariant when evaluated
at , the true (i.e., data-generating) value of. Then S...