Posterior Propriety of an Objective Prior in a 4-Level Normal Hierarchical Model
2020
The use of hierarchical Bayesian models in statistical practice is extensive, yet it is dangerous to implement the Gibbs sampler without checking that the posterior is proper. Formal approaches to objective Bayesian analysis, such as the Jeffreys-rule approach or reference prior approach, are only implementable in simple hierarchical settings. In this paper, we consider a 4-level multivariate normal hierarchical model. We demonstrate the posterior using our recommended prior which is proper in the 4-level normal hierarchical models. A primary advantage of the recommended prior over other proposed objective priors is that it can be used at any level of a hierarchical model.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
23
References
0
Citations
NaN
KQI