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On the propriety of a modified Jeffreys's prior for variance components in binary random effects models

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  • Natarajan, Ranjini

Abstract

This paper proves that a modified Jeffreys's prior on the variance components in binary random effects models is integrable under mild conditions on the link function. These conditions are shown to be satisfied for two commonly used link functions, the logit and probit functions.

Suggested Citation

  • Natarajan, Ranjini, 2001. "On the propriety of a modified Jeffreys's prior for variance components in binary random effects models," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 409-414, February.
    • Handle: RePEc:eee:stapro:v:51:y:2001:i:4:p:409-414
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    References listed on IDEAS

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    1. Yang, R. Y., 1995. "Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 283-311, November.
    2. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
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    Cited by:

    1. Sean M. O'Brien & David B. Dunson, 2004. "Bayesian Multivariate Logistic Regression," Biometrics, The International Biometric Society, vol. 60(3), pages 739-746, September.

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