DOI: 10.31274/rtd-180813-12593
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Some Bayesian and non-Bayesian procedures for the analysis of comparative experiments and for small-area estimation: computational aspects, frequentist properties, and relationships

Abstract: 3.1.2 Posterior distributions: f{iu | y) and f*{io \ y) 59 3.1.3 Characterizations of f*{iu | 2/) 3.2 Computational Aspects iv 3.2.1 Computing /*(tu | y), P*{S | y), and up 63 3.

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Cited by 7 publications
(12 citation statements)
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“…But in parametric inference this problem is handled by a two-stage approach to obtain BLUPs (Best Linear Unbiased Predictors). See Hulting and Harville (1991) and Samuels et a/. (1991) for discussions about the BLUPs.…”
Section: Asymptotic Relative Efficiencymentioning
confidence: 99%
“…But in parametric inference this problem is handled by a two-stage approach to obtain BLUPs (Best Linear Unbiased Predictors). See Hulting and Harville (1991) and Samuels et a/. (1991) for discussions about the BLUPs.…”
Section: Asymptotic Relative Efficiencymentioning
confidence: 99%
“…The marginal posterior "density" of the variance ratio a;/a: can be obtained in closed form (up to a normalizing constant), and the joint conditional posterior distribution of p and S given a : / o : is multivariate-t (e.g., Hulting and Harville 1991). Thus, the problem of computing various characteristics of the posterior distribution of the fixed and random effects (e.g., posterior means and variances of the effects or linear combinations of the effects) can be reduced to a problem of one-dimensional numerical integration, thereby providing an alternative to the use of the multivariate normal or multivariate-t approximation discussed in Section 4.…”
Section: Posterior Distributions In Linear Modelsmentioning
confidence: 99%
“…There has been much recent interest in a Bayesian approach to inferences about linear combinations of the fixed and random effects in mixed-effects models (e.g., Gianola, Im, and Macedo, 1990;Gelfand, Hills, Racine-Poon, and Smith, 1990;Hulting and Harville, 1991;Harville and Carriquiry, 1992;Carriquiry and Kliemann, 1992). When taking a Bayesian approach, it is convenient to reparameterize model (1.1) in terms of the precision components z, = l/a; and z, = l/a; or in terms of z, and the ratio p = zs/ze = a:/ai.…”
Section: Introductionmentioning
confidence: 99%
“…(For reviews, see Hulting and Harville [1991] and Ghosh and Rao [1994].) Empirical Bayes procedures do not account for the uncertainty in the estimated parameters, and therefore estimates of uncertainty tend to be biased low.…”
Section: Introductionmentioning
confidence: 99%