A note on the existence of the posteriors for one-way random effect probit models

Xiaoyan Lin and Dongchu Sun

Statistics & Probability Letters, 2010, vol. 80, issue 1, 57-62

Abstract: The existence of the posterior distribution for one-way random effect probit models has been investigated when the uniform prior is applied to the overall mean and a class of noninformative priors are applied to the variance parameter. The sufficient conditions to ensure the propriety of the posterior are given for the cases with replicates at some factor levels. It is shown that the posterior distribution is never proper if there is only one observation at each factor level. For this case, however, a class of proper priors for the variance parameter can provide the necessary and sufficient conditions for the propriety of the posterior.

Date: 2010
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