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September 2006 A default conjugate prior for variance components in generalized linear mixed models (comment on article by Browne and Draper)
Robert E. Kass, Ranjini Natarajan
Bayesian Anal. 1(3): 535-542 (September 2006). DOI: 10.1214/06-BA117B

Abstract

For a scalar random-effect variance, Browne and Draper (2005) have found that the uniform prior works well. It would be valuable to know more about the vector case, in which a second-stage prior on the random effects variance matrix ${\bf D}$ is needed. We suggest consideration of an inverse Wishart prior for ${\bf D}$ where the scale matrix is determined from the first-stage variance.

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Robert E. Kass. Ranjini Natarajan. "A default conjugate prior for variance components in generalized linear mixed models (comment on article by Browne and Draper)." Bayesian Anal. 1 (3) 535 - 542, September 2006. https://doi.org/10.1214/06-BA117B

Information

Published: September 2006
First available in Project Euclid: 22 June 2012

zbMATH: 1331.62148
MathSciNet: MR2221285
Digital Object Identifier: 10.1214/06-BA117B

Rights: Copyright © 2006 International Society for Bayesian Analysis

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