A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data
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Cites work
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
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- Bayes Factors
- Bayes Factors and Approximations for Variance Component Models
- Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion
- Computation of reference Bayesian inference for variance components in longitudinal studies
- Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
- Exact likelihood ratio tests for penalised splines
- Hierarchical Poisson Regression Modeling
- Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
- Marginal Likelihood From the Metropolis–Hastings Output
- Marginal Likelihood from the Gibbs Output
- Nonconjugate Bayesian Analysis of Variance Component Models
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Optimal volume-corrected Laplace-Metropolis method
- Posterior simulation and Bayes factors in panel count data models
- Reference Bayesian Methods for Generalized Linear Mixed Models
- The Selection of Prior Distributions by Formal Rules
- Using simulation methods for bayesian econometric models: inference, development,and communication
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