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CPS653 Chang-Yun L.

                  is retained for inference (this process is known as thinning) to decrease the
                  autocorrelation between the iterations. Total 2000 samples for each parameter
                  are saved and the distribution of the latent variables is calculated. In Table 2,
                  we list the top five models which have highest joint posterior probabilities of
                  the latent variables. It shows that the model with highest posterior probability
                  has the same model terms with the true model and the other four models are
                  all submodels of the true model. Figure 1 is a plot for the marginal posterior
                  probability  of  each  effect  being  active.  It  shows  that  the  probabilities  for
                  effects  ,  ,   ,  , and   being  active  are  significantly  higher  than  the
                                 13
                          1
                             3
                                     11
                                             33
                  others.  In  Table  2,  we  also  list  the  models  selected  by  the  two  regression
                  methods, MSR and FSR, with significance level α = .05. Results show that the
                  MSR method correctly selects the active effects but the FSR method fails to
                  identify  the  interaction  of   and  .  The  FSR  method  also  falsely  selects
                                                      3
                                              1
                    and    into the model. With the FSR method, we obtain ̂  =  0, which
                          2 7
                                                                                
                   5
                  implies that the  FSR  method cannot detect the split-plot structure for this
                  example. In addition, the model selected by the FSR  method disobeys the
                  effect heredity principle.

                  5.  Concluding remarks
                         In this paper, we propose the SSVS method to analyze data for SPDS
                      and BDS designs. This method overcomes the problem of σˆγ = 0 with the
                      REML method and the problem of being unable to estimate effects with
                      the GLS method when the degrees of freedom are not

                         Table 2: Models selected by the SSVS, MSR, and FSR methods for the SPDS design.
                             Method                   Model                 Probability
                               SSVS            ,  ,   ,  ,         .097
                                                               2
                                                            2
                                                   3
                                                               3
                                                           1
                                                      1 3
                                               1
                                                      2
                                                         2
                                               ,  ,  ,                 .086
                                                   3
                                                         3
                                                      1
                                               1
                                               ,                           .041
                                                   2
                                               3
                                                   3
                                                      2
                                               ,  ,                      .039
                                                      1
                                                   3
                                               1
                                                            2
                                               ,  ,   ,              .038
                                                           3
                                               1
                                                      1 3
                                                   3
                               MSR             ,  ,   ,  ,          -
                                                            2
                                                               2
                                                               3
                                                           1
                                                      1 3
                                                   3
                                               1
                                                               2
                                                                  2
                                FSR            ,  ,  ,   ,  ,     -
                                                                  3
                                               1
                                                   3
                                                      5
                                                               1
                                                         2 7
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