Empirical Bayes Estimators in a Multiple Linear Regression Model
多元线性回归模型中的经验贝叶斯估计量
Empirical Bayes estimators for the parameters in the general linear regression model are presented. These estimators by-pass exact knowledge of the prior distribution of the parameters by means of supplementary information from similar independent experiments. Indexing quantities are obtainned which summarize the information containe in a typical experimental situation, an Monte Carlo simulation is employed to determine the degree of mean square improvement of empirical…