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BAYESIAN ANALYSIS OF THE ADDITIVE MIXED MODEL FOR RANDOMIZED BLOCK DESIGNS
Authors:Jenting  Wang John S.J.  Hsu
Affiliation:State University of New York;and University of California
Abstract:
This paper deals with the Bayesian analysis of the additive mixed model experiments. Consider b randomly chosen subjects who respond once to each of t treatments. The subjects are treated as random effects and the treatment effects are fixed. Suppose that some prior information is available, thus motivating a Bayesian analysis. The Bayesian computation, however, can be difficult in this situation, especially when a large number of treatments is involved. Three computational methods are suggested to perform the analysis. The exact posterior density of any parameter of interest can be simulated based on random realizations taken from a restricted multivariate t distribution. The density can also be simulated using Markov chain Monte Carlo methods. The simulated density is accurate when a large number of random realizations is taken. However, it may take substantial amount of computer time when many treatments are involved. An alternative Laplacian approximation is discussed. The Laplacian method produces smooth and very accurate approximates to posterior densities, and takes only seconds of computer time. An example of a pipeline cracks experiment is used to illustrate the Bayesian approaches and the computational methods.
Keywords:Laplacian approximation    Monte Carlo simulation
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