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Bayesian analysis in random coefficient m-group regression

Author

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  • Fortney, William G.
  • Miller, Robert B.

Abstract

Bayesian analysis of an m-group regression 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.

Suggested Citation

  • Fortney, William G. & Miller, Robert B., 1987. "Bayesian analysis in random coefficient m-group regression," Statistics & Probability Letters, Elsevier, vol. 5(2), pages 135-142, March.
    • Handle: RePEc:eee:stapro:v:5:y:1987:i:2:p:135-142
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    Cited by:

    1. Lubimov, I.L. (Любимов, И.Л.), 2016. "Inequality and Growth: Theoretical Aspects of Dependence [Неравенство И Экономический Рост: Теоретические Аспекты Зависимости]," Working Papers 2042, Russian Presidential Academy of National Economy and Public Administration.

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