Posterior predictive checks: Principles and discussion

Johannes Berkhof; Iven Van Mechelen; Herbert Hoijtink

doi:10.1007/s001800000038

Posterior predictive checks: Principles and discussion

Johannes Berkhof^*, Iven Van Mechelen, Herbert Hoijtink

^*Corresponding author for this work

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

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

Access to Document

10.1007/s001800000038

Cite this

@article{5e46173c0cfd4a8996fa1ca660a017ad,

title = "Posterior predictive checks: Principles and discussion",

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.",

keywords = "Discrepancy measure, Frequency properties, Posterior predictive check, Posterior predictive p-value, Prior sensitivity",

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

year = "2000",

doi = "10.1007/s001800000038",

language = "English",

volume = "15",

pages = "337--354",

journal = "Computational Statistics",

issn = "0943-4062",

publisher = "Springer Verlag",

number = "3",

}

TY - JOUR

T1 - Posterior predictive checks

T2 - Principles and discussion

AU - Berkhof, Johannes

AU - Van Mechelen, Iven

AU - Hoijtink, Herbert

PY - 2000

Y1 - 2000

N2 - 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.

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

UR - http://www.scopus.com/inward/record.url?scp=0034374054&partnerID=8YFLogxK

U2 - 10.1007/s001800000038

DO - 10.1007/s001800000038

M3 - Article

AN - SCOPUS:0034374054

SN - 0943-4062

VL - 15

SP - 337

EP - 354

JO - Computational Statistics

JF - Computational Statistics

IS - 3

ER -

Posterior predictive checks: Principles and discussion

Abstract

Access to Document

Other files and links

Cite this