Kass, steffey consider Conditionally Independent Hierarchical Models. At first, observation vectors y are independently distributed with densities p(y, 10,) At second stage, the unit-specific parameter vectors 0, are iid with density p(O, I, j.) a well-known defect is that it neglects the uncertainty due to the estimation of parameter J.
Kass, steffey consider Conditionally Independent Hierarchical Models. At first, observation vectors y are independently distributed with densities p(y, 10,) At second stage, the unit-specific parameter vectors 0, are iid with density p(O, I, j.) a well-known defect is that it neglects the uncertainty due to the estimation of parameter J.
Kass, steffey consider Conditionally Independent Hierarchical Models. At first, observation vectors y are independently distributed with densities p(y, 10,) At second stage, the unit-specific parameter vectors 0, are iid with density p(O, I, j.) a well-known defect is that it neglects the uncertainty due to the estimation of parameter J.