Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models

DOI10.1016/J.JMVA.2014.12.013zbMATH Open1307.62069OpenAlexW2044077647MaRDI QIDQ2256756FDOQ2256756

Authors: Haydar Demirhan, Zeynep Kalaylioglu 

Publication date: 20 February 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.12.013

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zbMATH Keywords

sensitivity analysishierarchical modelsvariance componentsdirectional derivativerandom effectmulti-level modelsrandom coefficienthyperparameterhyperpriormultivariate log gamma

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• On the half-Cauchy prior for a global scale parameter
• The Skew-normal Distribution and Related Multivariate Families*
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• The multivariate skew-normal distribution
• Title not available (Why is that?)
• A comparison of Bayesian and likelihood-based methods for fitting multilevel models
• A default conjugate prior for variance components in generalized linear mixed models (Comment on article by Browne and Draper)
• Reference Bayesian Methods for Generalized Linear Mixed Models
• On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis

Cited In (8)

• A Bayesian approach to model individual differences and to partition individuals: case studies in growth and learning curves
• Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models
• Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
• Exact bayesian inference for normal hierarchical models
• Identification of the variance components in the general two-variance linear model
• Conservative prior distributions for variance parameters in hierarchical models
• A prior for the variance in hierarchical models
• Hierarchical models of variance sources

Uses Software

• sn

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