Journal of the Korean Data and Information Science Society
- Volume 17 Issue 2
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- Pages.559-568
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- 2006
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- 1598-9402(pISSN)
Bayesian Analysis for the Ratio of Variance Components
Abstract
In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.