2021
DOI: 10.3390/sym13050856
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Bayesian Reference Analysis for the Generalized Normal Linear Regression Model

Abstract: This article proposes the use of the Bayesian reference analysis to estimate the parameters of the generalized normal linear regression model. It is shown that the reference prior led to a proper posterior distribution, while the Jeffreys prior returned an improper one. The inferential purposes were obtained via Markov Chain Monte Carlo (MCMC). Furthermore, diagnostic techniques based on the Kullback–Leibler divergence were used. The proposed method was illustrated using artificial data and real data on the he… Show more

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Cited by 3 publications
(2 citation statements)
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“…We calculate the K-L divergence estimates for each observation i and j to determine whether y ij under regression model R is influential, that is, identifying data points that significantly affect the parameter estimates. Following the approach of Tomazella et al (2021), we consider y ij an outlier if 0.5…”
Section: Conflict Of Interestmentioning
confidence: 99%
“…We calculate the K-L divergence estimates for each observation i and j to determine whether y ij under regression model R is influential, that is, identifying data points that significantly affect the parameter estimates. Following the approach of Tomazella et al (2021), we consider y ij an outlier if 0.5…”
Section: Conflict Of Interestmentioning
confidence: 99%
“…The second article, "Bayesian Reference Analysis for the Generalized Normal Linear Regression Model", by Tomazella et al [2] suggests using the Bayesian reference analysis to estimate the generalized normal linear regression model's parameters. The reference prior produced the correct posterior distribution, whereas the Jeffreys prior produced the incorrect one, as the study demonstrates.…”
mentioning
confidence: 99%