Bayesian Analysis in Random Coefficient m-group Regression [microform] / William G. Fortney and Robert B. Miller.

Bayesian analysis of an m-group model is considered. A convenient stage III prior is proposed, and cases when the posterior distributions take on a simple form are exhibited. The behavior of various point estimators of the linear parameters of the model are explored in a Monte Carlo study. In the si...

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Bibliographic Details
Online Access: Request ERIC Document
Main Author: Fortney, William G.
Other Authors: Miller, Robert B.
Format: Microfilm Book
Language:English
Published: [S.l.] : Distributed by ERIC Clearinghouse, 1980.
Subjects:

MARC

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520 |a Bayesian analysis of an m-group model is considered. A convenient stage III prior is proposed, and cases when the posterior distributions take on a simple form are exhibited. The behavior of various point estimators of the linear parameters of the model are explored in a Monte Carlo study. In the simple model considered, the O'Hagan estimator usually displays smaller mean squared error than the competing estimators. (Author/RL) 
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