A General Bayesian Linear Model

A. F. M. Smith

Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1973 · 220 citations · 7 references

Concepts

Abstract

Summary Lindley and Smith (1972), using a hierarchical form of prior structure, derived Bayesian alternatives to least squares estimates for the linear model. This paper examines the Bayesian model in more detail and notes some general properties of the resulting estimators. Comparison is made with a least squares approach to models of the second kind, and an example is given.

References

7