Posterior Predictive p-Values

Meng, X. (1994). Posterior Predictive p-Values. The Annals of Statistics, 22(3), 1142-1160.

Type

Journal article

Intellectual base

Primary research

Year

1994

Volume

22

Issue

3

Pages

1142-1160

DOI

10.1214/aos/1176325622

DOI registrant

Institute of Mathematical Statistics

Link

https://doi.org/10.1214/aos/1176325622

Cited by

1 citation across 1 artifact.

Mechanisms

• Posterior or Simulation Predictive Check
  • Its subtlest failure is double use of the data: checking the model on the very data used to fit it makes the reference distribution too accommodating, so the predictive p-value is conservative and a bad model can slip through by being graded on its own homework.

Verification

Does it exist? Confirmed. This work's DOI resolves to a registered record, which fixes its identity. That is all it fixes.

Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.

Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.

See how references were verified.

Registry ID ref:611df79efebc · see in the full table