指数回归模型中推断的无信息先验

Noninformative Priors for Inferences in Exponential Regression Models

Biometrika · 1991
被引 1
ABS 4

中文导读

研究了指数回归模型中回归参数的推断难题,提出参考先验方法能给出满意的推断结果,并通过具体例子展示了估计和可信区间。

Abstract

In the exponential regression model, inference concerning the regression parameter is notoriously difficult, even when using the Bayesian noninformative prior approach. The reference prior approach (Bernardo, 1979; Berger & Bernardo, 1989) is considered, and argued to yield very satisfactory inferences. Estimation and credible sets are considered in a specific example.

贝叶斯统计回归分析计量经济学先验分布