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Computation of reference Bayesian inference for variance components in longitudinal studies

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Listed author(s):
  • Miao-Yu Tsai
  • Chuhsing Hsiao

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s00180-007-0100-x
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    Article provided by Springer in its journal Computational Statistics.

    Volume (Year): 23 (2008)
    Issue (Month): 4 (October)
    Pages: 587-604

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    Handle: RePEc:spr:compst:v:23:y:2008:i:4:p:587-604
    DOI: 10.1007/s00180-007-0100-x
    Contact details of provider: Web page: http://www.springer.com

    Order Information: Web: http://www.springer.com/statistics/journal/180/PS2

    Keywords: Bayesian; GLMM; Jeffreys’ prior; PQL; Reference prior; Uniform shrinkage prior; Variance component;

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    1. 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.
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    Cited by:

    1. 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.

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