The Use Of Prior Information In Linear Regression Analysis
Title:
The Use Of Prior Information In Linear Regression Analysis
Author:
Anderson, R. L. Battiste, E. L.
Appeared in:
Communications in statistics
Paging:
Volume 4 (1975) nr. 6 pages 497-517
Year:
1975
Contents:
For the usual linear model [image omitted] where the e's are NID(0, 1), we have considered the use of prior information for β of the form [image omitted] where the e0i are independent of the e's and are NID (mi, σ2). However, the experimenter assumes the e0i are NID [image omitted] . The variances of the usual least squares estimators of the η's are compared to the mean square errors of the corresponding estimators using both fixed (σ2 =0) and random priors (σ2 =1, 4, 10) for r = 1, 2, 3 and selected values of m1, [image omitted] and the correlation between the X's.
Journal description