Bayesian analysis for random coefficient regression models using noninformative priors

DOI10.1006/jmva.1995.1080zbMath0843.62031OpenAlexW2135165016MaRDI QIDQ1907824

Ruoyong Yang, Ming-Hui Chen

Publication date: 21 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1080

zbMATH Keywords

simulationrepeated measuresboundsGibbs samplerFisher information matrixposterior momentsJeffreys priornoninformative priorsreference priorsposterior expectationsrandom coefficient regression modelhybrid Markov chain sampling scheme

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Linear inference, regression (62J99)

Related Items (11)

Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances ⋮ Random autoregressive models: A structured overview ⋮ Random coefficient regressions: parametric goodness-of-fit tests. ⋮ Posterior propriety for hierarchical models with log-likelihoods that have norm bounds ⋮ On the propriety of a modified Jeffreys's prior for variance components in binary random effects models. ⋮ Nonconjugate Bayesian Analysis of Variance Component Models ⋮ Bayesian analysis of a linear mixed model with AR(p) errors via MCMC ⋮ Predictive comparison of joint longitudinal-survival modeling: a case study illustrating competing approaches ⋮ On a class of objective priors from scoring rules (with discussion) ⋮ Bayesian estimation of the intraclass correlation coefficients in multivariate mixed linear model ⋮ On propriety of posterior distributions of variance components in small area estimation

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