Bayes Estimation of Intraclass Correlation Coefficients Under Unequal Family Sizes

Bayesian inference for the intraclass correlation ρ is considered under unequal family sizes. We obtain the posterior distribution of ρ and then compare the performance of the Bayes estimator (posterior mean of ρ) with that of Srivastava's (1984) estimator through simulation. Simulation study s...

Full description

Saved in:
Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2013-02, Vol.42 (2), p.294-302
Main Authors: Bansal, Naveen K., Bhandary, Madhusudan, Fujiwara, Koji
Format: Article
Language:English
Subjects:
Asymptotic posterior
Bayes estimator
Bayesian analysis
Laplace approximation
Posterior distribution
Primary 62F15
Secondary 62H20
Square error loss function
Studies
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Bayesian inference for the intraclass correlation ρ is considered under unequal family sizes. We obtain the posterior distribution of ρ and then compare the performance of the Bayes estimator (posterior mean of ρ) with that of Srivastava's (1984) estimator through simulation. Simulation study shows that the Bayes estimator performs better than the Srivastava's estimator in terms of lower mean square error. We also obtain large sample posteriors of ρ based on the asymptotic posterior distribution and based on the Laplace approximation.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2011.639970