Interactive Elicitation of Opinion for a Normal Linear Model
本文为多元线性回归模型设计了一种交互式计算机程序,通过启发式方法引出主观共轭分布的超级参数,并确保参数估计满足约束条件,可用于预测沥青混凝土道路的疲劳失效时间。
Abstract This article describes the mathematical theory underlying an interactive computer program for eliciting the hyperparameters of a subjective conjugate distribution for the multiple linear regression model with the usual normal error structure. Although the methods are heuristic, they are shown to produce hyperparameter estimates satisfying the constraints satisfied by the hyperparameters themselves. An application is given to the problem of predicting the time to fatigue failure of an asphalt-concrete road as a function of several design variables concerning the road.