The modes of posterior distributions for mixed linear models

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2007-01-01
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Carriquiry, Alicia
Kliemann, Wolfgang
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Carriquiry, Alicia
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Statistics
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Abstract

Mixed linear models, also known as two-level hierarchical models, are commonly used in many applications. In this paper, we consider the marginal distribution that arises within a Bayesian framework, when the components of variance are integrated out of the joint posterior distribution. We provide analytical tools for describing the surface of the distribution of interest. The main theorem and its proof show how to determine the number of local maxima, and their approximate location and relative size. This information can be used by practitioners to assess the performance of Laplace-type integral approximations, to compute possibly disconnected highest posterior density regions, and to custom-design numerical algorithms.

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This article is from Proyecciones 26 (2007): 281, doi:10.4067/S0716-09172007000300006. Posted with permission.

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Mon Jan 01 00:00:00 UTC 2007
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