The Schwarz criterion and related methods for normal linear models
正态线性模型的 Schwarz 准则及相关方法
In this paper we derive Schwarz's information criterion and two modifications for choosing fixed effects in normal linear mixed models. The first modification allows an arbitrary, possibly informative, prior for the parameter of interest. Replacing this prior with the normal, unit-information, prior of Kass & Wasserman (1995) and the generalised Cauchy prior of Jeffreys (1961) yields the usual Schwarz criterion and a second modification, respectively. Under the null…