Fruhwirth-Schnatter, Sylvia; Tuchler, Regina; Otter, Thomas - In: Journal of Business & Economic Statistics 22 (2004) 1, pp. 2-15
We consider Bayesian estimation of a finite mixture of models with random effects, which is also known as the heterogeneity model. First, we discuss the properties of various Markov chain Monte Carlo samplers that are obtained from full conditional Gibbs sampling by grouping and collapsing....