Computation of reference Bayesian inference for variance components in longitudinal studies
type: Item
instance of: scholarly article
title: Computation of reference Bayesian inference for variance components in longitudinal studies
zbMATH Open document ID: 1222.62044
author: Miao-Yu Tsai
author: Chuhsing Kate Hsiao
published in: Computational Statistics
publication date: 2011-02-22T00:00:00Z
review text: A generalized linear model is considered with Gaussian random effects. Baysian estimation is discussed of the effects covariance matrix \(D\). The authors describe approximate Jeffreys' priors for \(D\) and compare Bayesian, restricted maximum likelihood and penalized quasi likelihood estimates from the frequentist point of view. Results of simulations and applications to biomedical real life data are presented. Some computational issues of Markov chain Monte Carlo (MCMC) procedures for sampling from the posterior are discussed.
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 5855603
zbMATH Keywords: generalized linear model
zbMATH Keywords: random effects
zbMATH Keywords: restricted maximum likelihood
zbMATH Keywords: penalized quasi likelihood
zbMATH Keywords: Jeffreys' prior
zbMATH Keywords: Markov chain Monte Carlo
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: s00180-007-0100-x
OpenAlex ID: W2045783214
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DOI: 10.1007/S00180-007-0100-X
description: scientific article; zbMATH DE number 5855603