Bayesian analysis in random coefficient m-group regression

William G. Fortney and Robert B. Miller

Statistics & Probability Letters, 1987, vol. 5, issue 2, 135-142

Abstract: Bayesian analysis of an m-group regression model is considered. A convenient stage III prior is proposed, and cases when the posterior distributions take on a simple form are exhibited. The behavior of various point estimators of the linear parameters of the model are explored in a Monte Carlo study.

Keywords: Bayesian; random; coefficients; m-group; regression; multivariate; matricvariate; t; joint; modal; estimator; marginal; modal; estimator; O'Hagan; estimator; Monte; Carlo; study (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (1)

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