Prior distributions for variance parameters in ...

Bayesian Analysis (2006)1, Number 3, pp. 515 533 Prior distributions for variance parameters inhierarchical modelsAndrew GelmanDepartment of Statistics and Department of Political ScienceColumbia noninformative Prior distributions have been suggested forscale parameters in hierarchical models. We construct a newfolded-noncentral-tfamily of conditionally conjugate priors for hierarchicalstandard deviation pa-rameters, and then consider noninformative and weakly informative priors in thisfamily. We use an example to illustrate serious problems with the inverse-gammafamily of noninformative Prior distributions . We suggest instead to use a uni-form Prior on the hierarchical standard deviation, using the half-tfamily when thenumber of groups is small and in other settings where a weaklyinformative prioris desired.

and inferential prior distributions for σα are uniform on (0,A). Then the miscalibration is trivially zero. Now keep the true prior distribution at U(0,A) and let the inferential prior distribution go to U(0,∞). This will necessarily increase ˆθ for any data y (since

Loading..

Tags:

  Inferential

Information

Related search queries