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Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model
Örebro University, Örebro University School of Business. National Institute of Standards and Technology, Gaithersburg MD, USA; Unit of Statistics, School of Business, Örebro University, Örebro, Sweden.ORCID iD: 0000-0003-1359-3311
Department of Mathematics, Stockholm University, Stockholm, Sweden.
2024 (English)In: Computational Statistics & Data Analysis, ISSN 0167-9473, E-ISSN 1872-7352, Vol. 197, article id 107990Article in journal (Refereed) Published
Abstract [en]

Bayesian inference procedures for the parameters of the multivariate random effects model are derived under the assumption of an elliptically contoured distribution when the Berger and Bernardo reference and the Jeffreys priors are assigned to the model parameters. A new numerical algorithm for drawing samples from the posterior distribution is developed, which is based on the hybrid Gibbs sampler. The new approach is compared to the two Metropolis -Hastings algorithms previously derived in the literature via an extensive simulation study. The findings are applied to a Bayesian multivariate meta -analysis, conducted using the results of ten studies on the effectiveness of a treatment for hypertension. The analysis investigates the treatment effects on systolic and diastolic blood pressure. The second empirical illustration deals with measurement data from the CCAUV.V-K1 key comparison, aiming to compare measurement results of sinusoidal linear accelerometers at four frequencies.

Place, publisher, year, edition, pages
Elsevier, 2024. Vol. 197, article id 107990
Keywords [en]
Gibbs sampler, Multivariate random-effects model, Noninformative prior, Elliptically contoured distribution, Multivariate meta-analysis, Multivariate inter-laboratory studies
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:oru:diva-114332DOI: 10.1016/j.csda.2024.107990ISI: 001244177600001Scopus ID: 2-s2.0-85193726484OAI: oai:DiVA.org:oru-114332DiVA, id: diva2:1885479
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Örebro UniversityAvailable from: 2024-07-23 Created: 2024-07-23 Last updated: 2024-09-16Bibliographically approved

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Bodnar, Olha

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