Bayesian analysis for random coefficient regression models using noninformative priors

JOURNAL OF MULTIVARIATE ANALYSIS

卷:55

Article

Yang, RY

关键词: Bayesian posterior;    Fisher information matrix;    Gibbs sampler;    Jeffreys prior;    reference prior;    repeated measures;   

DOI  :  10.1006/jmva.1995.1080

来源: Elsevier

【 摘 要 】

We apply Bayesian approach, through noninformative priors, to analyze a Random Coefficient Regression (RCR) model. The Fisher information matrix, the Jeffreys prior and reference priors are derived for this model. Then, we prove that the corresponding posteriors are proper when the number of full rank design matrices are greater than or equal to twice the number of regression coefficient parameters plus 1 and that the posterior means for all parameters exist if one more additional full rank design matrix is available. A hybrid Markov chain sampling scheme is developed for computing the Bayesian estimators for parameters of interest. A small-scale simulation study is conducted for comparing the performance of different noninformative priors. A real data example is also provided and the data are analyzed by a non-Bayesian method as well as Bayesian methods with noninformative priors. (C) 1995 Academic Press, Inc.

【 授权许可】

Free