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posterior predictive check.

Noun
Academic
MEANING

A model diagnostic comparing observed data with replicated data simulated from the model’s posterior predictive distribution.

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Words that belong together

  • posterior predictive check
  • graphical posterior predictive check
  • posterior predictive checks for model fit

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A posterior predictive check revealed that the fitted model rarely reproduced the observed right tail.

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posterior predictive check

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Usage notes

A poor match can reveal aspects the model fails to capture; a good match does not prove that the model is uniquely correct.

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