首页    期刊浏览 2024年12月01日 星期日
登录注册

文章基本信息

  • 标题:Objective Bayesian Analysis of a Measurement Error Small Area Model
  • 本地全文:下载
  • 作者:Serena Arima ; Gauri S. Datta ; Brunero Liseo
  • 期刊名称:Bayesian Analysis
  • 印刷版ISSN:1931-6690
  • 电子版ISSN:1936-0975
  • 出版年度:2012
  • 卷号:07
  • 期号:02
  • DOI:10.1214/12-BA712
  • 出版社:International Society for Bayesian Analysis
  • 摘要:

    We consider small area estimation under a nested error linear regres-
    sion model with measurement errors in the covariates. We propose an objective
    Bayesian analysis of the model to estimate the ¯nite population means of the small
    areas. In particular, we derive Je®reys' prior for model parameters. We also show
    that Je®reys' prior, which is improper, leads, under very general conditions, to a
    proper posterior distribution. We have also performed a simulation study where
    we have compared the Bayes estimates of the ¯nite population means under the
    Je®reys' prior with other Bayesian estimates obtained via the use of the standard
    °at prior and with non-Bayesian estimates, i.e., the corresponding empirical Bayes
    estimates and the direct estimates.

  • 关键词:Bayesian inference; Je®reys' prior; small area mod
国家哲学社会科学文献中心版权所有