BAYESIAN ANALYSIS OF A GENERALIZED REGRESSION MODEL OF POTTHOFF AND ROY.

Abstract

A Bayesian approach was adopted to derive some inference procedures for the parameters theta and the covariance matrix in the generalized regression model under normality assumption, Y = A theta B + U. The likelihood ratio test procedure for some linear hypothesis H sub 0: C D = psi sub 0 is also derived and compared with the Bayesian procedures. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1970
Accession Number
AD0708404

Entities

People

  • W. Y. Tan

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Bayesian Networks
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Models
  • Normality
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference