Deviance Information Criteria for Missing Data Models

The deviance information criterion (DIC) introduced by Spiegelhalteret al. (2002) is directly inspired by linear and generalised linear models,but it is not so naturally dened for missing data models. In this paper,we reassess the criterion for such models, testing the behaviour of variousextensions in the cases of mixture and random eect models.

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Year of publication:	2003
Authors:	Celeux, Gilles ; Forbes, Florence ; Robert, Christian P, ; Titterington, Michael
Institutions:	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2003-30
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005350721