Posterior propriety in nonparametric mixed effects model |
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Authors: | An-cha Xu Yin-cai Tang |
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Institution: | 1. College of Mathematics and Information Science, Wenzhou University, Wenzhou, 325035, China 2. School of Finance and Statistics, East China Normal University, Shanghai, 200241, China
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Abstract: | It is well known that spline smoothing estimator relates to the Bayesian estimate under partially informative normal prior. In this paper, we derive the conditions for the propriety of the posterior in the nonparametric mixed effects model under this class of partially informative normal prior for fixed effect with inverse gamma priors on the variance components and hierarchical priors for covariance matrix of random effect, then we explore the Gibbs sampling procedure. |
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Keywords: | nonparametric mixed effect model Bayesian spline smoothing Gibbs sampling |
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