Inference for multivariate normal hierarchical models

By Philip J. Everson, Carl N. Morris. 2000

120 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/283ce1bf0cb67d410a6a710210e7eec715c01972

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In Statistics and Probability

Citations in the corpus

Conservative prior distributions for variance parameters in hierarchical models (2006, unknown): “This is quite different from the generalization to a prior on the variance matrix for iid random effect vectors (Daniels 1999; Everson and Morris 2000).”
Weather-Related Mortality (2009, methodology): “2-Level Normal Independent Sampling Estimation with noninformative priors (Jeffreys prior).(27,28)”
Heat Effects on Mortality in 15 European Cities (2008, methodology): “Inference was based on an algorithm proposed by Everson and Morris, implemented in the TLNise library of R software or on MCMC methods with WinBUGS 14.(27)”
Health Effects of Air Pollution: A Statistical Review (2003, methodology): “Multivariate pooling can be easily performed by using Bayesian two-stage multivariate normal models (Lindley & Smith, 1972) and implemented by the software TLNISE (Everson & Morris, 2000) which allow specification of non-informative priors on the heterogeneity covariance matrix.”
Posterior propriety and admissibility of hyperpriors in normal hierarchical models (2005, background): “As discussed in [18] (although they utilized the constant prior for V), one can construct a rejection sampler for V by simply generatingB = (I + V∗) from the inverse Wishart(m + k,∑mi=1(xi − x̄)(xi − x̄) ) density, accepting the candidate V∗ = B − I if it is positive definite and returning to genera”
Heat Waves in the United States: Mortality Risk during Heat Waves and Effect Modification by Heat Wave Characteristics in 43 U.S. Communities (2010, background): “First, timing in season measured the day in the season when the heat wave started (with 1 May = 0, 2 May = 1, etc.).”