Probability matching priors for predicting unobservable random effects with application to ANOVA models

We characterize priors that ensure approximate frequentist validity of posterior quantiles of unobservable random effects. Application to analysis of variance (ANOVA) models is explored.

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Year of publication:	2003
Authors:	Chang, In Hong ; Kim, Byung Hwee ; Mukerjee, Rahul
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 3, p. 223-228
Publisher:	Elsevier
Subject:	Approximate frequentist validity Posterior quantile

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223003