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

DOI10.1016/J.JMVA.2014.12.013MaRDI QIDQ2256756zbMATHOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 1446704 (Why is no real title available?)
• 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)
• On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis
• On the half-Cauchy prior for a global scale parameter
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Reference Bayesian Methods for Generalized Linear Mixed Models
• The Skew-normal Distribution and Related Multivariate Families*
• The multivariate skew-normal distribution

Cited in

(9)

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

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