Sets of Posterior Means with Bounded Variance Priors

DOI10.2307/1912610MaRDI QIDQ3954655zbMATH OpenOpenAlexFDO

Authors Edward E. Leamer

Publication date 1982

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912610

zbMATH Keywords

bound for posterior mean vectorbounded variance priorsnormal linear regression modelsets of posterior means

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cited in

(18)

• Reduced form estimation and prediction from uncertain structural models. A generic approach
• Bounding posterior means by model criticism
• Highest predictive density estimator in regression models
• Robust Bayesian analysis using divergence measures
• Robust Bayesian methods in simple ANOVA models. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
• Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs
• Robust Bayesian analysis: sensitivity to the prior
• Bayesian variants of some classical semiparametric regression techniques
• Optimal robust Bayes estimation
• Robust Bayesian analysis of the linear regression model
• Robust Bayesian analysis of a multivariate dynamic model
• Bounding parameters in a linear regression model with a mismeasured regressor using additional information
• S-values: conventional context-minimal measures of the sturdiness of regression coefficients
• ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
• Global robust Bayesian analysis in large models
• Counterfactual sensitivity and robustness

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