Posterior bimodality in the balanced one‐way random‐effects model

Jiannong Liu and James S. Hodges

Journal of the Royal Statistical Society Series B, 2003, vol. 65, issue 1, 247-255

Abstract: Summary. Although some researchers have examined posterior multimodality for specific richly parameterized models, multimodality is not well characterized for any such model. The paper characterizes bimodality of the joint and marginal posteriors for a conjugate analysis of the balanced one‐way random‐effects model with a flat prior on the mean. This apparently simple model has surprisingly complex and even bizarre mode behaviour. Bimodality usually arises when the data indicate a much larger between‐groups variance than does the prior. We examine an example in detail, present a graphical display for describing bimodality and use real data sets from a statistical practice to shed light on the practical relevance of bimodality for these models.

Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00384

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:65:y:2003:i:1:p:247-255

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().