On propriety of posterior distributions of variance components in small area estimation

DOI10.1016/S0378-3758(02)00331-2MaRDI QIDQ1869111zbMATH OpenFDO

Authors Gauri Sankar Datta, David Daniel Smith

Publication date 9 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(02)00331-2

zbMATH Keywords

Fay-Herriot modelJeffreys' priorNested error regression modelRandom regression coefficients modelReference priorsResidual likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Robust generalized linear mixed models for small area estimation
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• Selection of prior for the variance component and approximations for posterior moments in the Fay-Herriot model

Cites work

• Bayesian analysis for random coefficient regression models using noninformative priors
• Bayesian inference for variance components using only error contrasts
• Bayesian prediction in linear models: Applications to small area estimation
• Best Linear Recursive Estimation for Mixed Linear Models
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Estimation in Covariance Components Models
• scientific article; zbMATH DE number 524357 (Why is no real title available?)
• scientific article; zbMATH DE number 1471724 (Why is no real title available?)
• scientific article; zbMATH DE number 218440 (Why is no real title available?)
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Nonconjugate Bayesian Analysis of Variance Component Models
• Recovery of inter-block information when block sizes are unequal
• Sampling-Based Approaches to Calculating Marginal Densities
• Small area estimation: an appraisal. With comments and a rejoinder by the authors
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(5)

• Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances
• Selection of prior for the variance component and approximations for posterior moments in the Fay-Herriot model
• Nonconjugate Bayesian Analysis of Variance Component Models
• Robust generalized linear mixed models for small area estimation
• Propriety of posterior in Bayesian space varying parameter models with normal data

Describes a project that uses

Uses Software

• SAS
• MIXED
• BUGS

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