On propriety of posterior distributions of variance components in small area estimation

DOI10.1016/S0378-3758(02)00331-2zbMath1032.62022MaRDI QIDQ1869111

Gauri Sankar Datta, David Daniel Smith

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Jeffreys' priorFay-Herriot modelReference priorsNested error regression modelRandom regression coefficients modelResidual likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances ⋮ Selection of Prior for the Variance Component and Approximations for Posterior Moments in the Fay-Herriot Model

Uses Software

• SAS
• MIXED
• BUGS

Cites Work

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• Bayesian prediction in linear models: Applications to small area estimation
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Small area estimation: an appraisal. With comments and a rejoinder by the authors
• Bayesian analysis for random coefficient regression models using noninformative priors
• Sampling-Based Approaches to Calculating Marginal Densities
• Best Linear Recursive Estimation for Mixed Linear Models
• Estimation in Covariance Components Models
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Nonconjugate Bayesian Analysis of Variance Component Models
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Bayesian inference for variance components using only error contrasts
• Recovery of inter-block information when block sizes are unequal
• The Estimation of the Mean Squared Error of Small-Area Estimators

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