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Note on Properties of Noninformative Priors in the One-Way Random Effect Model
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 Title & Authors
Note on Properties of Noninformative Priors in the One-Way Random Effect Model
Kang, Sang Gil; Kim, Dal Ho; Cho, Jang Sik;
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 Abstract
For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.
 Keywords
Matching prior;reference prior;expected length;variance component;
 Language
English
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