Question: 2. In Example 4.3 (Hald data), compare the predictive least squares criterion (e.g. Gelfand and Ghosh, 1998) i (yi ynew,i )2 under models (x1,
2. In Example 4.3 (Hald data), compare the predictive least squares criterion (e.g. Gelfand and Ghosh, 1998)
i (yi − ynew,i )2 under models (x1, x2, x3) and (x1, x2, x5) when ynew are sampled under separate estimations of each model. Also obtain a pseudomarginal likelihood for each model from single case omission. How do these approaches compare in terms of model choice?
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