Selection of the reference priors for a balanced random effects model

摘要

Reference priors for a balanced random effects model with its natural parameter setting were derived by Berger and Bernado (1992a). There are many different priors corresponding to different ordered groupings. The behavior of the posterior inferences for the between variance component in the model is studied for various reference priors. Two frequentist approaches are used to justify appropriate reference priors. It is found that, for a given parameter of interest, different frequentist perspectives may result in selecting different reference priors.