A caveat on the Savage–Dickey density ratio: The case of computing Bayes factors for regression parameters
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DOI: 10.1111/bmsp.12150
Abstract: The Savage-Dickey density ratio is a simple method for computing the Bayes factor for an equality constraint on one or more parameters of a statistical model. In regression analysis, this includes the important scenario of… read more here.
Keywords: ratio; dickey density; savage dickey; density ratio ... See more keywords