Bayesian analysis of random-effect models in the analysis of variance
方差分析中随机效应模型的贝叶斯分析
Bayesian methods are utilized to analyse a one-way random effect model yij = μ+ai+eij in which the errors eij are assumed to follow a first-order autoregressive series eij = ρei(j-1)+εij. For given value of ρ, the model can be reduced to that considered in our earlier paper (1965). It is shown that inferences about the variances σα2 = var(ai), and σ2 = var (εij) can be very sensitive to changes in the value of ρ assumed. In particular, in a set of data generated from a…