Asymptotic posterior distributions for balanced nested multi-way models with a large number of main effect levels

Chun-Lung Su

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 19, 9425-9440

Abstract: We derive the explicit form for the asymptotic posterior distribution of the balanced nested multi-way variance components model with the assumption that the number of the main factor levels tends to infinity while the number of any specific effect factor levels remains fixed. Under the multi-way model, we also study two different parameterizations, called the standard and the centering, and the relationship between certain quadratic forms of random effects and the variance component parameters. The asymptotic results are illustrated by a three-way model and by a simulation study under a two-way case.

Date: 2017
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DOI: 10.1080/03610926.2016.1212076

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