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A Bayesian analysis of the generalized least-squares procedure for functional relationships

 

作者: Josemar Rodrigues,  

 

期刊: Statistics  （Taylor Available online 1993）
卷期: Volume 24, issue 4  

页码: 347-351

 

ISSN:0233-1888

 

年代: 1993

 

DOI:10.1080/02331888308802421

 

出版商: Gordon and Breach Science Publishers S.A.

 

关键词: Orthogonality;profile posterior;marginal posterior;generalized least-squares

 

数据来源: Taylor

 

摘要:

In this paper we present an exact Bayesian justification of the least-squares estimates for the functional relationships situation (Sprent, 1966) using the Reilly/Palatino-Leal Jeffreys' prior. It is shown that the profile posterior and the marginal posterior do not give conflicting information about the parameter of interest if an orthogonal parametrization (Cox and Reid, 1987) is adopted for the nuisance parameter.

 

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