Bayesian analysis of a linear mixed model with AR(p) errors via MCMC

DOI10.1080/02664760500079688zbMath1121.62310OpenAlexW2038626737MaRDI QIDQ3592028

M. A. Alkhamisi, Ghazi Shukur

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760500079688

zbMATH Keywords

Bayesian statisticsMetropolis-Hastings algorithmGibbs samplingautocorrelationlinear mixed modelautoregressive processrepeated measurement designs

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Ridge Estimation in Linear Models with Autocorrelated Errors

Uses Software

• boa

Cites Work

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• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias