Bayesian analysis in random coefficient m-group regression
Bayesian analysis of an m-group regression model is considered. A convenient stage III prior is proposed, and cases when the posterior distributions take on a simple form are exhibited. The behavior of various point estimators of the linear parameters of the model are explored in a Monte Carlo study.
Year of publication: |
1987
|
---|---|
Authors: | Fortney, William G. ; Miller, Robert B. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 5.1987, 2, p. 135-142
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Publisher: |
Elsevier |
Keywords: | Bayesian random coefficients m-group regression multivariate matricvariate t joint modal estimator marginal modal estimator O'Hagan estimator Monte Carlo study |
Saved in:
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