Posterior predictive checks: Principles and discussion

Johannes Berkhof; Iven Van Mechelen; Herbert Hoijtink

doi:https://doi.org/10.1007/s001800000038

Posterior predictive checks: Principles and discussion

Johannes Berkhof, Iven Van Mechelen, Herbert Hoijtink

Research output: Contribution to journal › Article › Academic › peer-review

34 Citations (Scopus)

Abstract

In this paper, we give a description of posterior predictive checking (introduced by Rubin, 1984) for detecting departures between the data and the posited model and illustrate how the posterior predictive check can be used in practice. We further discuss interpretability, frequency properties, and prior sensitivity of the posterior predictive p-value.

Original language	English
Pages (from-to)	337-354
Number of pages	18
Journal	Computational Statistics
Volume	15
Issue number	3
DOIs	https://doi.org/10.1007/s001800000038
Publication status	Published - 2000

Keywords

Discrepancy measure
Frequency properties
Posterior predictive check
Posterior predictive p-value
Prior sensitivity

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https://doi.org/10.1007/s001800000038

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abstract = "In this paper, we give a description of posterior predictive checking (introduced by Rubin, 1984) for detecting departures between the data and the posited model and illustrate how the posterior predictive check can be used in practice. We further discuss interpretability, frequency properties, and prior sensitivity of the posterior predictive p-value.",

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author = "Johannes Berkhof and {Van Mechelen}, Iven and Herbert Hoijtink",

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AU - Hoijtink, Herbert

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AB - In this paper, we give a description of posterior predictive checking (introduced by Rubin, 1984) for detecting departures between the data and the posited model and illustrate how the posterior predictive check can be used in practice. We further discuss interpretability, frequency properties, and prior sensitivity of the posterior predictive p-value.

KW - Discrepancy measure

KW - Frequency properties

KW - Posterior predictive check

KW - Posterior predictive p-value

KW - Prior sensitivity

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VL - 15

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EP - 354

JO - Computational Statistics

JF - Computational Statistics

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Posterior predictive checks: Principles and discussion

Abstract

Keywords

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