Variance diagnostics for classical and Bayesian linear regression

zbMath0857.62072MaRDI QIDQ1815667

Wolfgang Polasek

Publication date: 6 March 1997

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

posterior meanmultivariate regressionjoint influenceBayesian sensitivity analysisBayesian linear modeldirection free diagnosticseigenvalue diagnosticsheteroskedasticity diagnosticsSIGN diagnosticsSTEM diagnostics

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Diagnostics, and linear inference and regression (62J20)

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