Bayesian estimation of the intraclass correlation coefficients in the mixed linear model

Teresa H. Jelenkowska

Applications of Mathematics (1998)

  • Volume: 43, Issue: 2, page 103-110
  • ISSN: 0862-7940

Abstract

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The method of determining Bayesian estimators for the special ratios of variance components called the intraclass correlation coefficients is presented. The exact posterior distribution for these ratios of variance components is obtained. The approximate posterior mean of this distribution is also derived. All computations are non-iterative and avoid numerical integration.

How to cite

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Jelenkowska, Teresa H.. "Bayesian estimation of the intraclass correlation coefficients in the mixed linear model." Applications of Mathematics 43.2 (1998): 103-110. <http://eudml.org/doc/33000>.

@article{Jelenkowska1998,
abstract = {The method of determining Bayesian estimators for the special ratios of variance components called the intraclass correlation coefficients is presented. The exact posterior distribution for these ratios of variance components is obtained. The approximate posterior mean of this distribution is also derived. All computations are non-iterative and avoid numerical integration.},
author = {Jelenkowska, Teresa H.},
journal = {Applications of Mathematics},
keywords = {Bayesian estimation; standard random linear model; posterior distribution; inverted multidimensional Dirichlet distribution; intraclass correlation coefficients; Bayesian estimation; standard random linear model; posterior distributions; inverted multidimensional Dirichlet distributions; intraclass correlation coefficients},
language = {eng},
number = {2},
pages = {103-110},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Bayesian estimation of the intraclass correlation coefficients in the mixed linear model},
url = {http://eudml.org/doc/33000},
volume = {43},
year = {1998},
}

TY - JOUR
AU - Jelenkowska, Teresa H.
TI - Bayesian estimation of the intraclass correlation coefficients in the mixed linear model
JO - Applications of Mathematics
PY - 1998
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 43
IS - 2
SP - 103
EP - 110
AB - The method of determining Bayesian estimators for the special ratios of variance components called the intraclass correlation coefficients is presented. The exact posterior distribution for these ratios of variance components is obtained. The approximate posterior mean of this distribution is also derived. All computations are non-iterative and avoid numerical integration.
LA - eng
KW - Bayesian estimation; standard random linear model; posterior distribution; inverted multidimensional Dirichlet distribution; intraclass correlation coefficients; Bayesian estimation; standard random linear model; posterior distributions; inverted multidimensional Dirichlet distributions; intraclass correlation coefficients
UR - http://eudml.org/doc/33000
ER -

References

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  10. 10.1080/03610928308828490, Communications in Statistics 12, No 6 (1983), 701–724. (1983) MR0696816DOI10.1080/03610928308828490
  11. A Summary of Recently Developed Methods of Estimation of Variance Components, Technical Report, BU-388, Biometrics Unit., Cornell University, Ithaca, New York, 1991. (1991) 
  12. 10.1093/biomet/52.3-4.623, Biometrika 52 (1965), 623–627. (1965) MR0210233DOI10.1093/biomet/52.3-4.623
  13. 10.1093/biomet/52.1-2.37, Biometrika 52 (1965), 37–53. (1965) MR0208765DOI10.1093/biomet/52.1-2.37

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