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Biometrika Advance Access originally published online on April 23, 2008
Biometrika 2008 95(2):514-520; doi:10.1093/biomet/asn008
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© 2008 Biometrika Trust

Miscellanea

A new class of average moment matching priors

N. Ganesh

Department of Mathematics, University of Maryland, College Park, Maryland 20742, U.S.A. ganesh{at}math.umd.edu

P. Lahiri

Joint Program in Survey Methodology, University of Maryland, College Park, Maryland 20742, U.S.A. plahiri{at}survey.umd.edu

Received for publication 1 August 2006. Revision received 1 November 2007.

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.

Key Words: Hierarchical Bayes • Matched priors • Mixed linear model



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This Article
Right arrow Abstract Freely available
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Right arrow Articles by Ganesh, N.
Right arrow Articles by Lahiri, P.
Right arrow Search for Related Content
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Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?