Bayesian analysis for a change in the intercept of simple linear regression

DOI10.1080/03610929308831201zbMath0785.62070OpenAlexW2086119707MaRDI QIDQ4275135

China-Yuan Wang, Chung-Bow Lee

Publication date: 13 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831201

zbMATH Keywords

tablesnumerical resultsMonte Carloshiftchange-point detectionslopesimple linear regressioninterceptmean square errorsuniform priorBayesian estimatesJeffreys noninformative priormean absolute errorsmarginal posterior distributionsmean biases

Mathematics Subject Classification ID

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

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Cites Work

• The likelihood ratio test for a change-point in simple linear regression
• Some Bayesian Inferences for a Changing Linear Model
• A Bayesian significance test of the stationarity of regression parameters
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• Bayesian inferences related to shifting sequences and two-phase regression
• A Bivariate Test for the Detection of a Systematic Change in Mean
• Hierarchical Bayesian Analysis of Changepoint Problems
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes