CHOICE OF NONINFORMATIVE PRIORS FOR THE VARIANCE-COMPONENTS OF AN UNBALANCED ONE-WAY RANDOM MODEL

被引：0

作者：

BELZILE, E

ANGERS, JF

机构：

[1] UNIV MONTREAL,DEPT MATH & STAT,MONTREAL,PQ H3C 3J7,CANADA

[2] UNIV MONTREAL,CTR RECH MATH,MONTREAL,PQ H3C 3J7,CANADA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1995年 / 24卷 / 05期

关键词：

NONINFORMATIVE PRIOR; UNBALANCED RANDOM MODEL; VARIANCE COMPONENTS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Several noninformative priors for the variance components of an unbalanced one-way model are proposed. A simulation study is performed to compare the posterior means of the variance components based on the different priors. These estimators are also compared to the restricted maximum likelihood estimator (REML). Under the. squared error loss, this simulation study indicates that the invariant priors lead to the optimal estimators of the variance components.

引用

页码：1325 / 1341

页数：17

共 16 条

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