Reference priors for linear models with general covariance structures |
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Authors: | Xin Zhao Martin T. Wells |
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Affiliation: | 1. Merck Research Laboratories, North Wales, PA 19454, USA;2. Cornell University, Department of Statistical Science, 1190 Comstock Hall, Ithaca, NY 14853, USA |
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Abstract: | We develop a new class of reference priors for linear models with general covariance structures. A general Markov chain Monte Carlo algorithm is also proposed for implementing the computation. We present several examples to demonstrate the results: Bayesian penalized spline smoothing, a Bayesian approach to bivariate smoothing for a spatial model, and prior specification for structural equation models. |
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Keywords: | Covariance estimation General linear models Graphical models Linear mixed models MCMC Penalized splines Reference prior Smoothing Structural equation models |
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