Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Reference Priors in a Two-Way Mixed-Effects Analysis of Variance Model

  • Published : 2002.10.31
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Abstract

We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

Keywords

References

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