Many prior distributions are suggested for variance parameters in the hierarchical model. The “Non-informative” interval of the conjugate inverse-gamma prior might cause problems. I consider three priors – conjugate inverse-gamma, log-normal and truncated normal for the variance parameters and do the numerical analysis on Gelman’s 8-schools data. Then with the posterior draws, I compare the Bayesian credible intervals of parameters using the three priors. I use predictive distributions to do predictions and then discuss the differences of the three priors suggested. / text
| Identifer | oai:union.ndltd.org:UTEXAS/oai:repositories.lib.utexas.edu:2152/ETD-UT-2010-05-1516 |
| Date | 01 December 2010 |
| Creators | Chen, Zhu, 1985- |
| Source Sets | University of Texas |
| Language | English |
| Detected Language | English |
| Type | thesis |
| Format | application/pdf |
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