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ERIC Number: ED201644
Record Type: RIE
Publication Date: 1980
Pages: 22
Abstractor: N/A
Reference Count: 0
ISBN: N/A
ISSN: N/A
Bayesian Analysis in Random Coefficient m-group Regression.
Fortney, William G.; Miller, Robert B.
Bayesian analysis of an m-group 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. In the simple model considered, the O'Hagan estimator usually displays smaller mean squared error than the competing estimators. (Author/RL)
Publication Type: Reports - Research
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers: Estimation (Mathematics); Monte Carlo Studies
Note: Address correspondence to Robert B. Miller, Department of Statistics and Graduate School of Business, University of Wisconsin, Madison, WI 53706.