Goodness‐of‐Fit Diagnostics for Bayesian Hierarchical Models
Goodness‐of‐Fit Diagnostics for Bayesian Hierarchical Models
Summary This article proposes methodology for assessing goodness of fit in Bayesian hierarchical models. The methodology is based on comparing values of pivotal discrepancy measures (PDMs), computed using parameter values drawn from the posterior distribution, to known reference distributions. Because the resulting diagnostics can be calculated from standard output of …