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On modeling the correlation as an additional parameter in random effects model
Department of Mathematics, Busitema University, Tororo, Uganda; Department of Mathematics, Makerere University, Kampala, Uganda.
Örebro University, Örebro University School of Business.ORCID iD: 0000-0003-1359-3311
2020 (English)In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 103, p. 121-136Article in journal (Refereed) Published
Abstract [en]

In this paper, we develop objective Bayesian inference, i. e., Bayesian procedures based on non-informative priors, for the parameters in a generalized marginal random effects model where the correlation between random effects is introduced as an additional model parameter. This approach provides a generalization of the classical random effects model based on the assumption of normality and on the assumption that the random effects are independent. Assuming a generalized marginal random effects model, we derive the closed-form expression of the Fisher information matrix and the analytical expressions of both the Jeffreys prior and the Berger & Bernardo reference prior. Furthermore, the posterior distributions are obtained and it is shown that the conditional posteriors for the location parameter of the model under the Jeffreys prior and under the Berger & Bernardo reference prior are elliptically contoured distributed.

Place, publisher, year, edition, pages
Taras Shevchenko National University of Kyiv / American Mathematical Society , 2020. Vol. 103, p. 121-136
Keywords [en]
Non-informative prior, generalized random effects model, meta-analysis, correlation coefficient, elliptically contoured distribution
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-93288DOI: 10.1090/tpms/1137ISI: 000664462100006Scopus ID: 2-s2.0-85109342387OAI: oai:DiVA.org:oru-93288DiVA, id: diva2:1582025
Available from: 2021-07-28 Created: 2021-07-28 Last updated: 2021-07-28Bibliographically approved

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Bodnar, Olha

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