Accession Number : AD0708404

Title :   BAYESIAN ANALYSIS OF A GENERALIZED REGRESSION MODEL OF POTTHOFF AND ROY.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Tan,W. Y.

Report Date : MAY 1970

Pagination or Media Count : 40

Abstract : A Bayesian approach was adopted to derive some inference procedures for the parameters theta and the covariance matrix in the generalized regression model under normality assumption, Y = A theta B + U. The likelihood ratio test procedure for some linear hypothesis H sub 0: C D = psi sub 0 is also derived and compared with the Bayesian procedures. (Author)

Descriptors :   (*REGRESSION ANALYSIS, MATHEMATICAL MODELS), (*MULTIVARIATE ANALYSIS, DECISION THEORY), STATISTICAL TESTS, CURVE FITTING, SAMPLING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE