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Properties and Implementation of Jeffreys's Prior in Binomial Regression Models

We study several theoretical properties of Jeffreys's prior for binomial regression models. We show that Jeffreys's prior is symmetric and unimodal for a class of binomial regression models. We characterize the tail behavior of Jeffreys's prior by comparing it with the multivariate t...

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Detalhes bibliográficos
Main Authors: Chen, Ming-Hui, Ibrahim, Joseph G., Kim, Sungduk
Formato: Artigo
Idioma:Inglês
Publicado em: 2008
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2680313/
https://ncbi.nlm.nih.gov/pubmed/19436775
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/016214508000000779
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