Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On Second Order Probability Matching Criterion in the One-Way Random Effect Model

  • Published : 2001.04.01
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Abstract

In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

Keywords

References

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