Publication Type

Book Chapter

Version

acceptedVersion

Publication Date

8-2019

Abstract

This chapter overviews several MCMC-based test statistics for hypothesis testing andspecification testing and MCMC-based model selection criteria developed in recentyears. The statistics for hypothesis testing can be viewed as the MCMC version ofthe “trinity” of test statistics based in maximum likelihood (ML), namely, the likelihoodratio (LR) test, the Lagrange multiplier (LM) test, and the Wald test. The model selection criteria correspond to two predictive distributions. One of them can be viewed asthe MCMC version of widely used information criterion, AIC. The asymptotic distributions of the test statistics and model selection criteria are discussed. The test statisticsand model selection criteria are applied to several popular models using real data,one of which involves latent variables. The implementation is illustrated in R withthe MCMC output obtained by R2WinBUGS.

Keywords

AIC, DIC, Information matrix, LR test, LM test, Markov chain Monte Carlo, Latent variable, Wald test

Discipline

Econometrics

Research Areas

Econometrics

Publication

Handbook of Statistics Vol 41

Volume

41

Editor

Hrishikesh D. Vinod; C.R. Rao

First Page

81

Last Page

115

ISBN

9780444643117

Identifier

10.1016/bs.host.2018.12.003

Publisher

Elsevier

Copyright Owner and License

2019 Elsevier B.V.

Additional URL

https://doi.org/10.1016/bs.host.2018.12.003

Included in

Econometrics Commons

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