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The effects of three different priors for variance parameters in the normal-mean hierarchical model

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

Identiferoai:union.ndltd.org:UTEXAS/oai:repositories.lib.utexas.edu:2152/ETD-UT-2010-05-1516
Date01 December 2010
CreatorsChen, Zhu, 1985-
Source SetsUniversity of Texas
LanguageEnglish
Detected LanguageEnglish
Typethesis
Formatapplication/pdf

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