Reference priors for linear models with general covariance structures

DOI10.1016/J.JSPI.2012.01.005MaRDI QIDQ433785zbMATH OpenOpenAlexFDO

Authors Martin T. Wells, Xin Zhao

Publication date 6 July 2012

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

Full work available at URL https://doi.org/10.1016/j.jspi.2012.01.005

zbMATH Keywords

covariance estimationMCMCsmoothinggraphical modelslinear mixed modelsstructural equation modelspenalized splinesgeneral linear models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 218440 (Why is no real title available?)
• Bayesian Inference for a Two-Part Hierarchical Model
• Bayesian approach to estimation of intraclass correlation using reference prior
• Bayesian reference analysis for Gaussian Markov random fields
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• Computing maximum likelihood estimates in recursive linear models with correlated errors
• Efficient estimation of covariance selection models
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Estimation of a covariance matrix using the reference prior
• Estimation of a covariance matrix with zeros
• Flexible covariance estimation in graphical Gaussian models
• Fully Bayesian spline smoothing and intrinsic autoregressive priors
• General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
• Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models
• Introduction to Graphical Modelling
• Model selection for Gaussian concentration graphs
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• Objective Bayesian Analysis of Spatially Correlated Data
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Reference priors for shrinkage and smoothing parameters
• Semiparametric Regression
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• The Selection of Prior Distributions by Formal Rules
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Wishart distributions for decomposable graphs

Cited in

(7)

• REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL
• Reference priors for the general location-scale model
• Reference priors for the growth curve model with general covariance structures
• Reference priors for exponential families
• Reference Priors for Matrix-Variate Dynamic Linear Models
• Reference priors for shrinkage and smoothing parameters
• Reference analysis for the \(p\)-dimensional linear calibration problem

Describes a project that uses

Uses Software

• MIM
• SemiPar

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