Fan, Tsai-Hung; Wang, Yi-Fu; Zhang, Yi-Chen - In: Journal of Applied Statistics 41 (2014) 8, pp. 1814-1829
In this article, we apply the Bayesian approach to the linear mixed effect models with autoregressive(p) random errors under mixture priors obtained with the Markov chain Monte Carlo (MCMC) method. The mixture structure of a point mass and continuous distribution can help to select the variables...