Bayesian parsimonious covariance estimation for hierarchical linear mixed models
We considered a non-centered parameterization of the standard random-effects model, which is based on the Cholesky decomposition of the variance-covariance matrix. The regression type structure of the non-centered parameterization allows to choose a simple, conditionally conjugate normal prior on th...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
Institut für Statistik und Mathematik, WU Vienna University of Economics and Business
2004
|
| Subjects: | |
| Online Access: | http://epub.wu.ac.at/774/1/document.pdf |