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http://dx.doi.org/10.5351/KJAS.2002.15.2.405

Bayesian Analysis for the Error Variance in a Two-Way Mixed-Effects ANOVA Model Using Noninformative Priors  

장인홍 (건국대학교 상경대학 응용통계학과)
김병휘 (한양대학교 자연과학대학 수학과)
Publication Information
The Korean Journal of Applied Statistics / v.15, no.2, 2002 , pp. 405-414 More about this Journal
Abstract
We consider the problem of estimating the error variance of in a two-way mixed-effects ANOVA model using noninformative priors. First, we derive Jeffreys' prior, a reference prior, and matching priors. We then provide marginal posterior distributions under those noninformative priors. Finally, we provide graphs of marginal posterior densities of the error variance and credible intervals for the error variance in two real data set and compare these credible intervals.
Keywords
Error variance; Jeffreys′ prior; Reference prior; Probability matching prior; Two-way mixed-effects ANOVA model;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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