APPLICATIONS OF MATHEMATICS, Vol. 43, No. 2, pp. 103-110, 1998

Bayesian estimation of the intraclass correlation coefficients in the mixed linear model

Teresa H. Jelenkowska

Teresa H. Jelenkowska, Department of Applied Mathematics, University of Agriculture, Akademicka 13, 20-934 Lublin, Poland, e-mail: jelen@ursus.ar.lublin.pl

Abstract: The method of determining Bayesian estimators for the special ratios of variance components called the intraclass correlation coefficients is presented. The exact posterior distribution for these ratios of variance components is obtained. The approximate posterior mean of this distribution is also derived. All computations are non-iterative and avoid numerical integration.

Keywords: Bayesian estimation, standard random linear model, posterior distribution, inverted multidimensional Dirichlet distribution, intraclass correlation coefficients

Classification (MSC 1991): 62A15, 62H12


Full text available as PDF (smallest), as compressed PostScript (.ps.gz) or as raw PostScript (.ps).

Access to the full text of journal articles on this site is restricted to the subscribers of Myris Trade. To activate your access, please contact Myris Trade at myris@myris.cz.
Subscribers of Springer (formerly Kluwer) need to access the articles on their site, which is http://www.springeronline.com/10492.


[Previous Article] [Next Article] [Contents of This Number] [Contents of Applications of Mathematics]