Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection

Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way unreplicated layout has shown that hidden groupings among the levels of one categorical predictor frequently interact with the ungrouped factor. We extend the notion of a "latent grouping factor'' to linear models in general. The proposed work allows researchers to determine whether an apparent grouping of the levels of a categorical predictor reveals a plausible hidden structure given the observed data. Specifically, we offer Bayesian model selection-based approaches to reveal latent group-based heteroscedasticity, regression effects, and/or interactions. Failure to account for such structures can produce misleading conclusions. Since the presence of latent group structures is frequently unknown a priori to the researcher, we use fractional Bayes factor methods and mixture g-priors to overcome lack of prior information. We provide an R package, slgf, that implements our methodology in practice, and demonstrate its usage in practice.

Name thesis:degree_name

Doctor of Philosophy

Level thesis:degree_level

doctoral

Discipline thesis:degree_discipline

Statistics

Department dc:contributor.department

Statistics

Grantor dc:publisher

Virginia Tech

Year dc:date.issued

2019

Author dc:creator

• Metzger, Thomas Anthony

Chair dc:contributor.committeechair

• Franck, Christopher T.

Committee members dc:contributor.committeemember

• House, Leanna L.
• Gramacy, Robert B.
• Ferreira, Marco A. R.

• model selection
• heteroscedasticity
• linear models
• Bayesian

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Dc Identifier Other

vt_gsexam:21847

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/93226