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Developing noninformative priors for the familial data

Authors
Heo, JungeunKim, Yeong-Hwa
Issue Date
Mar-2007
Publisher
KOREAN STATISTICAL SOC
Keywords
familial data; Gibbs sampler; interclass correlation coefficient; intraclass correlation coefficient; Jeffreys' prior; matching priors; reference priors
Citation
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.36, no.1, pp 77 - 91
Pages
15
Journal Title
JOURNAL OF THE KOREAN STATISTICAL SOCIETY
Volume
36
Number
1
Start Page
77
End Page
91
URI
https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/24129
ISSN
1226-3192
1876-4231
Abstract
This paper considers development of noninformative priors for the familial data when the families have equal number of offspring. Several noninformative priors including the widely used Jeffreys' prior as well as the different reference priors are derived. Also, a simultaneously-marginally-probability-matching prior is considered and probability matching priors are derived when the parameter of interest is inter- or intra-class correlation coefficient. The simulation study implemented by Gibbs sampler shows that two-group reference prior is slightly edge over the others in terms of coverage probability.
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Kim, Yeong-Hwa
경영경제대학 (응용통계학과)
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