A prior for the variance in hierarchical models
From MaRDI portal
Publication:4944645
DOI10.2307/3316112zbMATH Open0942.62026OpenAlexW2019315626MaRDI QIDQ4944645FDOQ4944645
Authors: Michael J. Daniels 
Publication date: 24 August 2000
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1b6f5c2637f8f91a000fdef37acb1a4b498943de
Recommendations
- Conservative prior distributions for variance parameters in hierarchical models
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models
- Inferences for hierarchical models with partial prior information
- An objective prior for hyperparameters in normal hierarchical models
- Constructing informative model priors using hierarchical methods
- Hierarchical shrinkage priors for regression models
- Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Hierarchical Poisson Regression Modeling
- A Bayesian Approach to Ranking and Selection of Related Means With Alternatives to Analysis-of-Variance Methodology
Cited In (48)
- Inverse stable prior for exponential models
- Hierarchical shrinkage priors for regression models
- Frequency coverage properties of a uniform shrinkage prior distribution
- On objective priors for testing hypotheses about some Poisson models
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- Large classes of proper priors for linear models
- Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances
- A default conjugate prior for variance components in generalized linear mixed models (Comment on article by Browne and Draper)
- Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models
- Fully Bayesian inference under ignorable missingness in the presence of auxiliary covariates
- Bayesian nonparametrics for missing data in longitudinal clinical trials
- Discussion of: ``Specifying prior distributions in reliability applications
- Estimation in Bayesian Disease Mapping
- Comparison of three-level cluster randomized trials using quantile dispersion graphs
- Constructing informative model priors using hierarchical methods
- A class of flat prior distributions for the Poisson‐gamma hierarchical model
- Bayesian inference in semiparametric mixed models for longitudinal data
- A nondegenerate penalized likelihood estimator for variance parameters in multilevel models
- Nonparametric Bayesian analysis of a proportion for a small area under nonignorable nonresponse
- Decomposing posterior variance
- Objective priors for hypothesis testing in one‐way random effects models
- Frequentist performances of Bayesian prediction intervals for random‐effects meta‐analysis
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
- Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls
- Default Bayesian model determination methods for generalised linear mixed models
- On hierarchical prior specifications and penalized likelihood
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
- Data transforming augmentation for heteroscedastic models
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- Intuitive joint priors for variance parameters
- An objective prior for hyperparameters in normal hierarchical models
- Bayesian approaches for missing not at random outcome data: the role of identifying restrictions
- Nonconjugate Bayesian Analysis of Variance Component Models
- A note on the existence of the posteriors for one-way random effect probit models
- A class of shrinkage priors for the dependence structure in longitudinal data
- Estimation of treatment effects in matched-pair cluster randomized trials by calibrating covariate imbalance between clusters
- Shrinkage Estimators for Covariance Matrices
- Double shrinkage estimators for large sparse covariance matrices
- Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- The relationship between the power prior and hierarchical models
- Incorporating Bayesian ideas into health-care evaluation
- Conservative prior distributions for variance parameters in hierarchical models
- Power priors for replication studies
- Bayesian analysis of ANOVA and mixed models on the log-transformed response variable
- Dirichlet process mixture models using matrix-generalized half-\(t\) distribution
- Measuring the complexity of generalized linear hierarchical models
- Approximating hierarchical normal priors using a vague component
This page was built for publication: A prior for the variance in hierarchical models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4944645)
