BIC Extensions for Order-Constrained Model Selection

Autor/inn/en	Mulder, J.; Raftery, A. E.
Titel	BIC Extensions for Order-Constrained Model Selection
Quelle	In: Sociological Methods & Research, 51 (2022) 2, S.471-498 (28 Seiten) PDF als Volltext Verfügbarkeit
Zusatzinformation	ORCID (Mulder, J.)
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	0049-1241
DOI	10.1177/0049124119882459
Schlagwörter	Models; Social Science Research; Programming Languages; Bayesian Statistics; Comparative Analysis; Maximum Likelihood Statistics; Foreign Countries; Age Groups; Socioeconomic Status; Error of Measurement; Social Values; Probability; Europe + Suchen Sie Ihr Suchwort? Analogiemodell; Social scientific research; Sozialwissenschaftliche Forschung; Ausland; Age grop; Altersgruppe; Socio-economic status; Sozioökonomischer Status; Messfehler; Sozialer Wert; Wahrscheinlichkeitsrechnung; Wahrscheinlichkeitstheorie; Europa
Abstract	The Schwarz or Bayesian information criterion (BIC) is one of the most widely used tools for model comparison in social science research. The BIC, however, is not suitable for evaluating models with order constraints on the parameters of interest. This article explores two extensions of the BIC for evaluating order-constrained models, one where a truncated unit information prior is used under the order-constrained model and the other where a truncated local unit information prior is used. The first prior is centered on the maximum likelihood estimate, and the latter prior is centered on a null value. Several analyses show that the order-constrained BIC based on the local unit information prior works better as an Occam's razor for evaluating order-constrained models and results in lower error probabilities. The methodology based on the local unit information prior is implemented in the R package "BICpack" which allows researchers to easily apply the method for order-constrained model selection. The usefulness of the methodology is illustrated using data from the European Values Study. (As Provided).
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Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2024/1/01