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Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean

Chan, Chi Chun (Joshua); Grant, Angelia

Description

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

CollectionsANU Research Publications
Date published: 2015
Type: Journal article
URI: http://hdl.handle.net/1885/37079
Source: Economics Letters
DOI: 10.1016/j.econlet.2015.03.036

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