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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Miscellanea |
A new class of average moment matching priors
Department of Mathematics, University of Maryland, College Park, Maryland 20742, U.S.A. ganesh{at}math.umd.edu
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.
| Abstract |
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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