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A Bayesian analysis of the generalized least-squares procedure for functional relationships
Author:
Josemar Rodrigues a
| Affiliation: | a Icmsc-Usp, S[d]o Carlos |
DOI:
10.1080/02331888308802421
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
In this paper we present an exact Bayesian justification of the least-squares estimates for the functional relationships situation (Sprent, 1966) using the Reilly/Palatino-Leal Jeffreys' prior. It is shown that the profile posterior and the marginal posterior do not give conflicting information about the parameter of interest if an orthogonal parametrization (Cox and Reid, 1987) is adopted for the nuisance parameter.
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| Keywords: Orthogonality; profile posterior; marginal posterior; generalized least-squares |
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