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On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions

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  • Rubio, F.J.

Abstract

The use of improper priors in the context of Bayesian hierarchical linear mixed models has been studied under the assumption of normality of the random effects. We study the propriety of the posterior under more flexible distributional assumptions and general improper prior structures.

Suggested Citation

  • Rubio, F.J., 2015. "On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 154-161.
    • Handle: RePEc:eee:stapro:v:96:y:2015:i:c:p:154-161
    DOI: 10.1016/j.spl.2014.09.023
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    References listed on IDEAS

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    1. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
    2. Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 1997. "On the use of panel data in stochastic frontier models with improper priors," Journal of Econometrics, Elsevier, vol. 79(1), pages 169-193, July.
    3. Daowen Zhang & Marie Davidian, 2001. "Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data," Biometrics, The International Biometric Society, vol. 57(3), pages 795-802, September.
    4. Lin, Xiaoyan & Sun, Dongchu, 2010. "A note on the existence of the posteriors for one-way random effect probit models," Statistics & Probability Letters, Elsevier, vol. 80(1), pages 57-62, January.
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