Objective Bayesian hypothesis testing and estimation for the intraclass model  

作　　者：Duo Zhang Daojiang He Xiaoqian Sun Tao Lu Min Wang 

机构地区：[1]Department of Mathematical Sciences,Michigan Technological University,Houghton,MI,USA [2]School of Mathematics and Computer Science,Anhui Normal University,Wuhu,People’s Republic of China [3]Department of Mathematical Sciences,Clemson University,Clemson,SC,USA [4]Department of Mathematics and Statistics,University of Nevada,Reno,NV,USA [5]Department of Mathematics and Statistics,Texas Tech University,Lubbock,TX,USA

出　　处：《Statistical Theory and Related Fields》2018年第1期37-47,共11页统计理论及其应用（英文）

摘　　要：The intraclass correlation coefficient (ICC) plays an important role in various fields of study asa coefficient of reliability. In this paper, we consider objective Bayesian analysis for the ICCin the context of normal linear regression model. We first derive two objective priors for theunknown parameters and show that both result in proper posterior distributions. Within aBayesian decision-theoretic framework, we then propose an objective Bayesian solution to theproblems of hypothesis testing and point estimation of the ICC based on a combined use of theintrinsic discrepancy loss function and objective priors. The proposed solution has an appealinginvariance property under one-to-one reparametrisation of the quantity of interest. Simulationstudies are conducted to investigate the performance the proposed solution. Finally, a real dataapplication is provided for illustrative purposes.

关 键 词：Intraclass correlation coefficient Bayesian reference criterion intrinsic discrepancy hypothesis testing intrinsic estimator reference priors 

分 类 号：O17[理学—数学]