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Reference Priors in a Variance Components Problem

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Bayesian Analysis in Statistics and Econometrics

Part of the book series: Lecture Notes in Statistics ((LNS,volume 75))

Abstract

The ordered group reference prior algorithm of Berger and Bernardo (1989b) is applied to the balanced variance components problem. Besides the intrinsic interest of developing good noninformative priors for the variance components problem, a number of theoretically interesting issues arise in application of the proposed procedure. The algorithm is described (for completeness) in an important special case, with a detailed heuristic motivation.

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References

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Author information

Authors and Affiliations

  1. Purdue University, USA

    James O. Berger

  2. Generalidad Valenciana and Universidad de Valencia, Spain

    José M. Bernardo

Authors
  1. James O. Berger
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  2. José M. Bernardo
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Editor information

Editors and Affiliations

  1. Department of Statistics, The Ohio State University, Columbus, OH, 43210-1247, USA

    Prem K. Goel

  2. Economic Analysis Unit, Indian Statistical Institute, Bangalore, 8 Mile Mysole Road, R.V. College — P.O., Bangalore, 560059, India

    N. Sreenivas Iyengar

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© 1992 Springer-Verlag New York, Inc.

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Berger, J.O., Bernardo, J.M. (1992). Reference Priors in a Variance Components Problem. In: Goel, P.K., Iyengar, N.S. (eds) Bayesian Analysis in Statistics and Econometrics. Lecture Notes in Statistics, vol 75. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2944-5_10

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  • DOI: https://doi.org/10.1007/978-1-4612-2944-5_10

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-97863-5

  • Online ISBN: 978-1-4612-2944-5

  • eBook Packages: Springer Book Archive

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