9. Estimation of Common Regression Coefficients

  1. George E.P. Box1 and
  2. George C. Tiao2

Published Online: 25 JAN 2011

DOI: 10.1002/9781118033197.ch9

Bayesian Inference in Statistical Analysis

Bayesian Inference in Statistical Analysis

How to Cite

Box, G. E.P. and Tiao, G. C. (1992) Estimation of Common Regression Coefficients, in Bayesian Inference in Statistical Analysis, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118033197.ch9

Author Information

  1. 1

    University of Wisconsin

  2. 2

    University of Chicago

Publication History

  1. Published Online: 25 JAN 2011
  2. Published Print: 6 APR 1992

ISBN Information

Print ISBN: 9780471574286

Online ISBN: 9781118033197

SEARCH

Keywords:

  • fiducial distributions;
  • common parameters;
  • general linear model;
  • posterior distributions;
  • asymptotic expansion

Summary

This chapter contains sections titled:

  • Introduction : Practical Importance of Combining Information from Different Sources

  • The Case of m Independent Responses

  • Some Properties of the Distribution of the Common Parameters for Two Independent Responses

  • Inferences about Common Parameters for the General Linear Model with a Common Derivative Matrix

  • General Linear Model with Common Parameters

  • A Summary of Various Posterior Distributions for Common Parameters θ