Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
Date
2015
Authors
Chan, Chi Chun (Joshua)
Grant, Angelia
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Volume Title
Publisher
Elsevier
Abstract
The modified harmonic mean is widely used for estimating the marginal likelihood. We investigate the empirical performance of two versions of this estimator: one based on the observed-data likelihood and the other on the complete-data likelihood. Through
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Source
Economics Letters
Type
Journal article