A new class of average moment matching priors

N. Ganesh and P. Lahiri

Biometrika, 2008, vol. 95, issue 2, 514-520

Abstract: We derive a new class of priors for the variance component in the Fay--Herriot model, a mixed regression model widely used in small area estimation. This class includes the well-known uniform or superharmonic prior. Through simulation we illustrate the use of our class of priors. Copyright 2008, Oxford University Press.

Date: 2008
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