This article extends Bayarri and Berger's (1999) proposal for model evaluation using "partial posterior" p values to the evaluation of second-stage model assumptions in hierarchical models. Applications focus on normal-normal hierarchical models, although the final example involves an application to a beta-binomial model in which the distribution of the test statistic is assumed to be approximately normal. The notion of using partial posterior p values is potentially appealing because it avoids what the authors refer to as "double use" of the data, that is, use of the data for both fitting model parameters and evaluating model fit.
展开▼
