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http://dx.doi.org/10.5351/CKSS.2005.12.2.395

A Study on Noninformative Priors of Intraclass Correlation Coefficients in Familial Data  

Jin, Bong-Soo (Department of Mathematics, Hanyang University)
Kim, Byung-Hwee (Department of Mathematics, Hanyang University)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.2, 2005 , pp. 395-411 More about this Journal
Abstract
In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.
Keywords
Jeffrey's prior; reference prior; probability matching priors; intraclass correlation coefficients; reparametrization; posterior distribution;
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