Bayesian analysis of a linear mixed model with AR(p) errors via MCMC

DOI10.1080/02664760500079688MaRDI QIDQ3592028zbMATH OpenOpenAlexFDO

Authors M. A. Alkhamisi, Ghazi Shukur

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500079688

zbMATH Keywords

autocorrelationautoregressive processBayesian statisticsGibbs samplinglinear mixed modelMetropolis-Hastings algorithmrepeated measurement designs

Mathematics Subject Classification ID

Statistics (62-XX)

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• scientific article; zbMATH DE number 849935

Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Bayes inference in regression models with ARMA\((p,q)\) errors
• Bayesian analysis for random coefficient regression models using noninformative priors
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 951459 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• Informative Drop-Out in Longitudinal Data Analysis
• Monte Carlo sampling methods using Markov chains and their applications
• On the inverses of some patterned matrices arising in the theory of stationary time series
• On the parametrization of autoregressive models by partial autocorrelations
• Two-Way Analysis of Variance with Correlated Errors

Cited in

(5)

• Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(p,q) dependence
• Ridge Estimation in Linear Models with Autocorrelated Errors
• Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors
• Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution
• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors

Describes a project that uses

Uses Software

• boa

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