analog. The Bayesian version is derived by first focusing on the likelihood function for the sample values of the identifying …Use of heteroskedasticity-robust standard errors has become common in frequentist regressions. I offer here a Bayesian … the sandwich for either heteroskedastic or homoskedastic error variances. If desired, the Bayesian estimator can be made …

parsimonious model. The mixing probability is derived using Bayesian methods, but we show that the method works well in both … Bayesian and frequentist setups. In particular, we show that our mixture procedure weights standard results heavily when given …