Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
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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
Collections | ANU Research Publications |
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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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