Variance diagnostics for classical and Bayesian linear regression

MaRDI QIDQ1815667zbMATH OpenFDO

Authors Wolfgang Polasek

Publication date 6 March 1997

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

multivariate regressionBayesian linear modelposterior meanjoint influenceBayesian sensitivity analysisdirection free diagnosticseigenvalue diagnosticsheteroskedasticity diagnosticsSIGN diagnosticsSTEM diagnostics

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate analysis (62H99) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12)

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(2)

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