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Master's Dissertation
DOI
10.11606/D.55.2018.tde-11042018-142242
Document
Author
Full name
Maria Jose Pegorin
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 1995
Supervisor
Committee
Achcar, Jorge Alberto (President)
Andrade, Dalton Francisco de
Milan, Luis Aparecido
Title in Portuguese
ASPECTOS DE PARAMETRIZAÇÕES PARA INFERÊNCIAS BAYESIANAS APROXIMADAS PARA MODELOS DE COMPONENTES DE VARIÂNCIA
Keywords in Portuguese
Não disponível
Abstract in Portuguese
Neste trabalho, desenvolvemos uma análise para modelos de componentes de variância. Assumindo diferentes densidades a priori para os parâmetros do modelo de componentes de variância com 2 ou 3 componentes de variância, exploramos o uso de métodos de aproximação de Laplace para obter as quantidades a posteriori de interesse. Também estudamos a importância de uma boa parametrização para a obtenção de resultados precisos. Além disso, também consideramos distribuições não-normais para os efeitos aleatórios e desenvolvemos um estudo comparativo considerando diferentes conjuntos de dados.
Title in English
Not available
Keywords in English
Not availabe
Abstract in English
In this work, we develop a Bayesian analysis for variance component models. Assuming different prior densities for the parameters of the model with 2 or 3 variance components, we explore the use of Laplace approximation methods to find the posterior summaries of interest. We also study the importance of a good parametrization to get accurate results. We also consider non-normal distribution for the randon effects and we develop a comparative study considering different data sets.
 
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MariaJosePegorin.pdf (98.89 Mbytes)
Publishing Date
2018-04-11
 
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