IDEAS home Printed from https://ideas.repec.org/a/taf/emetrv/v18y1999i1p89-96.html
   My bibliography  Save this article

Some comments on model development and posterior existence

Author

Listed:
  • C. Fernandez
  • M. F. J. Steel

Abstract

We wish to congratulate John Geweke on producing such an interesting and complete paper. We are delighted to see that serious attempts to make Bayesian methods more generally understood and available are being undertaken. In addition, a number of quite challenging issues is addressed here. Whereas we agree with most of what is stated in the paper, it is our (perceived) duty to single out those things that we feel are more contentious. However, we hope that this can lead to a stimulating discussion of general interest and hopefully to our better understanding of these issues.

Suggested Citation

  • C. Fernandez & M. F. J. Steel, 1999. "Some comments on model development and posterior existence," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 89-96.
    • Handle: RePEc:taf:emetrv:v:18:y:1999:i:1:p:89-96
    DOI: 10.1080/07474939908800430
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/07474939908800430
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/07474939908800430?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. J. S. Hodges, 1998. "Some algebra and geometry for hierarchical models, applied to diagnostics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(3), pages 497-536.
    Full references (including those not matched with items on IDEAS)

    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. Chengcheng Hao & Dietrich Rosen & Tatjana Rosen, 2014. "Local Influence Analysis in AB–BA Crossover Designs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1153-1166, December.
    2. Shi, Lei & Chen, Gemai, 2012. "Deletion, replacement and mean-shift for diagnostics in linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 202-208, January.
    3. Andrew Gelman & Iain Pardoe, 2004. "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series EERI_RP_2004_04, Economics and Econometrics Research Institute (EERI), Brussels.
    4. Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H., 2015. "Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 104-117.
    5. Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai, 2016. "Case deletion diagnostics for GMM estimation," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 176-191.
    6. Liying Luo & James S. Hodges, 2016. "Block Constraints in Age–Period–Cohort Models with Unequal-width Intervals," Sociological Methods & Research, , vol. 45(4), pages 700-726, November.
    7. E. Andres Houseman & Louise Ryan & Brent Coull, 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1019, Berkeley Electronic Press.
    8. B. Arendacká & S. Puntanen, 2015. "Further remarks on the connection between fixed linear model and mixed linear model," Statistical Papers, Springer, vol. 56(4), pages 1235-1247, November.
    9. Shi, Lei & Ojeda, Mario Miguel, 2004. "Local influence in multilevel regression for growth curves," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 282-304, November.
    10. repec:jss:jstsof:25:i10 is not listed on IDEAS
    11. He, Yi & Hodges, James S., 2008. "Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2560-2577, January.
    12. James Bennett & Jon Wakefield, 2001. "Errors-in-Variables in Joint Population Pharmacokinetic/Pharmacodynamic Modeling," Biometrics, The International Biometric Society, vol. 57(3), pages 803-812, September.
    13. Duarte Nubia E. & Giolo Suely R. & Pereira Alexandre C. & de Andrade Mariza & Soler Júlia P., 2014. "Using the theory of added-variable plot for linear mixed models to decompose genetic effects in family data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 13(3), pages 1-20, June.
    14. Dipak Dey & Alan Gelfand & Tim Swartz & Pantelis Vlachos, 1998. "A simulation-intensive approach for checking hierarchical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 325-346, December.
    15. Lisa Henn & James S. Hodges, 2014. "Multiple Local Maxima in Restricted Likelihoods and Posterior Distributions for Mixed Linear Models," International Statistical Review, International Statistical Institute, vol. 82(1), pages 90-105, April.
    16. Ahmed Bani-Mustafa & K. M. Matawie & C. F. Finch & Amjad Al-Nasser & Enrico Ciavolino, 2019. "Recursive residuals for linear mixed models," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(3), pages 1263-1274, May.
    17. Andrew Gelman & Iven Van Mechelen & Geert Verbeke & Daniel F. Heitjan & Michel Meulders, 2005. "Multiple Imputation for Model Checking: Completed-Data Plots with Missing and Latent Data," Biometrics, The International Biometric Society, vol. 61(1), pages 74-85, March.
    18. Shi, Lei & Chen, Gemai, 2008. "Case deletion diagnostics in multilevel models," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1860-1877, October.
    19. Wei, Wen Hsiang & Fung, Wing Kam, 1999. "The mean-shift outlier model in general weighted regression and its applications," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 429-441, June.
    20. Antonietta Mira & Daniel J. Sargent, 2003. "A new strategy for speeding Markov chain Monte Carlo algorithms," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(1), pages 49-60, February.
    21. Ying Yuan & Valen E. Johnson, 2012. "Goodness-of-Fit Diagnostics for Bayesian Hierarchical Models," Biometrics, The International Biometric Society, vol. 68(1), pages 156-164, March.

    More about this item

    Statistics

    Access and download statistics

    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:taf:emetrv:v:18:y:1999:i:1:p:89-96. 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: the person in charge (email available below). General contact details of provider: http://www.tandfonline.com/LECR20 .

    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.