Noninformative Priors for the Common Intraclass Correlation Coefficient

- Journal title : Communications for Statistical Applications and Methods
- Volume 18, Issue 2, 2011, pp.189-199
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2011.18.2.189

Title & Authors

Noninformative Priors for the Common Intraclass Correlation Coefficient

Kim, Dal-Ho;

Kim, Dal-Ho;

Abstract

In this paper, we develop the noninformative priors for the common intraclass correlation coefficient when independent samples drawn from multivariate normal populations. We derive the first and second order matching priors. We reveal that the second order matching prior dose not match alternative coverage probabilities up to the second order and is not a HPD matching prior. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense.

Keywords

Frequentist coverage;intraclass correlation coefficient;matching priors;multivariate normal;reference priors;

Language

English

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