A new class of average moment matching priors

We derive a new class of priors for the variance component in the Fay-Herriot model, a mixed regression model widely used in small area estimation. This class includes the well-known uniform or superharmonic prior. Through simulation we illustrate the use of our class of priors.

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Bibliographische Detailangaben
Veröffentlicht in:	Biometrika 2008-06, Vol.95 (2), p.514-520
Hauptverfasser:	Ganesh, N., Lahiri, P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications Bayes estimators Biology, psychology, social sciences Confidence interval Estimation methods Estimators Exact sciences and technology Frequentism General topics Hierarchical Bayes Inference Linear inference, regression Matched priors Mathematics Maximum likelihood estimation Miscellanea Mixed linear model Probability and statistics Regression analysis Sciences and techniques of general use Statistical discrepancies Statistics Studies Unbiased estimators Validity Weighted averages
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Beschreibung
Zusammenfassung:	We derive a new class of priors for the variance component in the Fay-Herriot model, a mixed regression model widely used in small area estimation. This class includes the well-known uniform or superharmonic prior. Through simulation we illustrate the use of our class of priors.
ISSN:	0006-3444 1464-3510
DOI:	10.1093/biomet/asn008