The use of empirical Bayes estimators in a linear regression model
线性回归模型中经验贝叶斯估计量的使用
New estimators for the parameters in the linear regression model are presented, using not only the usual random sample of observations, but also past experience in the form of previous estimates of parameters in similar but independent situations. The regression parameters are considered to be random variables. Bayes estimators are given for a squared error loss function. Even though the prior density of the parameter is unknown, the Bayes estimator can be written in terms…