A new class of average moment matching priors

We derive a new class of priors for the variance component in the Fay--Herriot model, a mixed regression model widely used in small area estimation. This class includes the well-known uniform or superharmonic prior. Through simulation we illustrate the use of our class of priors. Copyright 2008, Oxford University Press.

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Year of publication:	2008
Authors:	Ganesh, N. ; Lahiri, P.
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 95.2008, 2, p. 514-520
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005743460