On the propriety of a modified Jeffreys's prior for variance components in binary random effects models

Ranjini Natarajan

Statistics & Probability Letters, 2001, vol. 51, issue 4, 409-414

Abstract: This paper proves that a modified Jeffreys's prior on the variance components in binary random effects models is integrable under mild conditions on the link function. These conditions are shown to be satisfied for two commonly used link functions, the logit and probit functions.

Keywords: Jeffreys's; prior; Fisher; information; Propriety (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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