Abstract
For a scalar random-effect variance, Browne and Draper (2005) have found that the\nuniform prior works well. It would be valuable to know more about the vector case, in\nwhich a second-stage prior on the random effects variance matrix ${\\bf D}$ is needed. We\nsuggest consideration of an inverse Wishart prior for ${\\bf D}$ where the scale matrix\nis determined from the first-stage variance.
Keywords
Wishart distributionMathematicsVariance (accounting)Applied mathematicsInverseStatisticsEconometricsMultivariate statisticsEconomics
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- Year
- 2006
- Type
- article
- Volume
- 1
- Issue
- 3
- Citations
- 73
- Access
- Closed
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Cite This
Robert E. Kass,
Ranjini Natarajan
(2006).
A default conjugate prior for variance components in generalized linear mixed models (comment on article by Browne and Draper).
Bayesian Analysis
, 1
(3)
.
https://doi.org/10.1214/06-ba117b
Identifiers
- DOI
- 10.1214/06-ba117b