On the Use of Incomplete Prior Information in Regression Analysis
作者:
H. Theil,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 302
页码: 401-414
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10500854
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article deals with the use of prior beliefs in the estimation of regression coefficients; in particular, it considers the problems that arise when the residual variance of the regression equation is unknown and it offers a large-sample solution. Additional contributions deal with testing the hypothesis that prior and sample information are compatible with each other; and with a scalar measure for the shares of these two kinds of information in the posterior precision.
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