Bayesian analysis for a change in the intercept of simple linear regression

DOI10.1080/03610929308831201MaRDI QIDQ4275135zbMATH OpenOpenAlexFDO

Authors China-Yuan Wang, Chung-Bow Lee

Publication date 13 January 1994

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929308831201

zbMATH Keywords

Bayesian estimateschange-point detectioninterceptJeffreys noninformative priormarginal posterior distributionsmean absolute errorsmean biasesmean square errorsMonte Carlonumerical resultsshiftsimple linear regressionslopetablesuniform prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

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Cites work

• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• A Bayesian significance test of the stationarity of regression parameters
• A Bivariate Test for the Detection of a Systematic Change in Mean
• Bayesian inferences related to shifting sequences and two-phase regression
• Hierarchical Bayesian Analysis of Changepoint Problems
• Some Bayesian Inferences for a Changing Linear Model
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• The likelihood ratio test for a change-point in simple linear regression

Cited in

(5)

• Multigraph time-delay estiamtion using change-point technique
• Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
• Bayesian analysis for change-point linear regression models
• Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models
• Bayesian inference of a linear segmented regression model

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