Probability matching priors for predicting unobservable random effects with application to ANOVA models

In Hong Chang, Byung Hwee Kim and Rahul Mukerjee

Statistics & Probability Letters, 2003, vol. 62, issue 3, 223-228

Abstract: We characterize priors that ensure approximate frequentist validity of posterior quantiles of unobservable random effects. Application to analysis of variance (ANOVA) models is explored.

Keywords: Approximate; frequentist; validity; Posterior; quantile (search for similar items in EconPapers)
Date: 2003
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