不明简单线性回归模型的贝叶斯推断方法

IF 1.8 4区 数学 Q1 STATISTICS & PROBABILITY American Statistician Pub Date : 2024-03-26 DOI:10.1080/00031305.2024.2333864
Robert Calvert Jump
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引用次数: 0

摘要

在本文中,我提出了一种简单线性回归模型的贝叶斯推断方法,该模型的标准外生性假设并不成立。通过为该模型指定一个贝塔先验值,我们可以得到一个简单的线性回归模型。
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Tractable Bayesian inference for an unidentified simple linear regression model
In this paper, I propose a tractable approach to Bayesian inference in a simple linear regression model for which the standard exogeneity assumption does not hold. By specifying a beta prior for th...
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来源期刊
American Statistician
American Statistician 数学-统计学与概率论
CiteScore
3.50
自引率
5.60%
发文量
64
审稿时长
>12 weeks
期刊介绍: Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.
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