ABSTRACT

The third step in Bayesian analysis is to evaluate the model fit to the data and determine

the sensitivity of the posterior distribution to the assumptions. This is typically an interac-

tive and iterative process in which different approaches are taken until there is reasonable

evidence that the conclusions are both statistically reliable and stable under modest changes

in the assumptions. So the emphasis in this chapter is on model adequacy: the suitability of

a single model under consideration. The subsequent chapter is really about model testing:

determining why we should prefer one model specification over another. Both of these are

critical considerations, and it is important to keep them distinct.