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A Default Conjugate Prior for Variance Components in Generalized Linear Mixed Models(Comment on Article by Browne and Draper)
Choice of prior hierarchical models noninformative priors random effects
2009/9/21
For a scalar random-eect variance, Browne and Draper (2005) have found that the uniform prior works well. It would be valuable to know more about the vector case, in which a second-stage prior on the ...
Misinformation in the conjugate prior for the linear model with implications for free-knot spline modelling
Bayes factor BIC model selection nonparametric regression unit information prior
2009/9/21
Intheconjugate priorforthenormallinear model, theprior variancefor
the coecients is a multiple of the error variance parameter. However, if the prior
mean for the coecients is poorly chosen, the pos...