IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v23y2008i4p587-604.html
   My bibliography  Save this article

Computation of reference Bayesian inference for variance components in longitudinal studies

Author

Listed:
  • Miao-Yu Tsai
  • Chuhsing Hsiao

Abstract

No abstract is available for this item.

Suggested Citation

  • Miao-Yu Tsai & Chuhsing Hsiao, 2008. "Computation of reference Bayesian inference for variance components in longitudinal studies," Computational Statistics, Springer, vol. 23(4), pages 587-604, October.
    • Handle: RePEc:spr:compst:v:23:y:2008:i:4:p:587-604
    DOI: 10.1007/s00180-007-0100-x
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-007-0100-x
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00180-007-0100-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Russell D. Wolfinger & Robert E. Kass, 2000. "Nonconjugate Bayesian Analysis of Variance Component Models," Biometrics, The International Biometric Society, vol. 56(3), pages 768-774, September.
    2. Ciprian M. Crainiceanu & David Ruppert, 2004. "Likelihood ratio tests in linear mixed models with one variance component," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 165-185, February.
    3. Michael J. Daniels & Robert E. Kass, 2001. "Shrinkage Estimators for Covariance Matrices," Biometrics, The International Biometric Society, vol. 57(4), pages 1173-1184, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. C. Pardo & R. Alonso, 2012. "A generalized Q--Q plot for longitudinal data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(11), pages 2349-2362, July.
    2. Miao-Yu Tsai, 2010. "Extended Bayesian model averaging for heritability in twin studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(6), pages 1043-1058.
    3. Clemens Elster & Gerd Wübbeler, 2017. "Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances," Computational Statistics, Springer, vol. 32(1), pages 51-69, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hannart, Alexis & Naveau, Philippe, 2014. "Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 149-162.
    2. Ana-Maria Staicu & Yingxing Li & Ciprian M. Crainiceanu & David Ruppert, 2014. "Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 932-949, December.
    3. Zanin, Luca & Marra, Giampiero, 2012. "Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach," Economic Modelling, Elsevier, vol. 29(4), pages 1328-1337.
    4. D. Gunzler & W. Tang & N. Lu & P. Wu & X. Tu, 2014. "A Class of Distribution-Free Models for Longitudinal Mediation Analysis," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 543-568, October.
    5. Vaughn Gambeta & Roy Kwon, 2020. "Risk Return Trade-Off in Relaxed Risk Parity Portfolio Optimization," JRFM, MDPI, vol. 13(10), pages 1-28, October.
    6. Yeojin Chung & Sophia Rabe-Hesketh & Vincent Dorie & Andrew Gelman & Jingchen Liu, 2013. "A Nondegenerate Penalized Likelihood Estimator for Variance Parameters in Multilevel Models," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 685-709, October.
    7. Konno, Yoshihiko, 2009. "Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2237-2253, November.
    8. Benjamin R. Saville & Amy H. Herring, 2009. "Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors," Biometrics, The International Biometric Society, vol. 65(2), pages 369-376, June.
    9. Joseph G. Ibrahim & Hongtu Zhu & Ramon I. Garcia & Ruixin Guo, 2011. "Fixed and Random Effects Selection in Mixed Effects Models," Biometrics, The International Biometric Society, vol. 67(2), pages 495-503, June.
    10. Sonja Greven & Ciprian Crainiceanu, 2013. "On likelihood ratio testing for penalized splines," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 387-402, October.
    11. Tatsuya Kubokawa & Muni S. Srivastava, 2013. "Optimal Ridge-type Estimators of Covariance Matrix in High Dimension," CIRJE F-Series CIRJE-F-906, CIRJE, Faculty of Economics, University of Tokyo.
    12. Long Qu & Tobias Guennel & Scott L. Marshall, 2013. "Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies," Biometrics, The International Biometric Society, vol. 69(4), pages 883-892, December.
    13. Oliver E. Lee & Thomas M. Braun, 2012. "Permutation Tests for Random Effects in Linear Mixed Models," Biometrics, The International Biometric Society, vol. 68(2), pages 486-493, June.
    14. Benjamin Säfken & Thomas Kneib, 2020. "Conditional covariance penalties for mixed models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 990-1010, September.
    15. Zhenzhen Zhang & Thomas M. Braun & Karen E. Peterson & Howard Hu & Martha M. Téllez-Rojo & Brisa N. Sánchez, 2018. "Extending Tests of Random Effects to Assess for Measurement Invariance in Factor Models," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 10(3), pages 634-650, December.
    16. Sanjoy Sinha & Abdus Sattar, 2015. "Inference in semi-parametric spline mixed models for longitudinal data," METRON, Springer;Sapienza Università di Roma, vol. 73(3), pages 377-395, December.
    17. Champion, Colin J., 2003. "Empirical Bayesian estimation of normal variances and covariances," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 60-79, October.
    18. Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015. "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, vol. 31(4), pages 753-777, August.
    19. repec:wyi:journl:002195 is not listed on IDEAS
    20. Lam, Clifford, 2020. "High-dimensional covariance matrix estimation," LSE Research Online Documents on Economics 101667, London School of Economics and Political Science, LSE Library.
    21. Brett Naul & Bala Rajaratnam & Dario Vincenzi, 2016. "The role of the isotonizing algorithm in Stein’s covariance matrix estimator," Computational Statistics, Springer, vol. 31(4), pages 1453-1476, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:23:y:2008:i:4:p:587-604. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.