IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v26y1999i1p97-101.html
   My bibliography  Save this article

Remarks on the 'Bayesian' method of moments

Author

Listed:
  • Seymour Geisser

Abstract

Zellner has proposed a novel methodology for estimating structural parameters and predicting future observables based on two moments of a subjective distribution and the application of the maximum entropy principle-all in the absence of an explicit statistical model or likelihood function for the data. He calls his procedure the 'Bayesian method of moments' (BMOM). In a recent paper in this journal, Green and Strawderman applied the BMOM to a model for slash pine plantations. It is our view that there are inconsistencies between BMOM and Bayesian (conditional) probability, as we explain in this paper.

Suggested Citation

  • Seymour Geisser, 1999. "Remarks on the 'Bayesian' method of moments," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 97-101.
    • Handle: RePEc:taf:japsta:v:26:y:1999:i:1:p:97-101
    DOI: 10.1080/02664769922683
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/02664769922683
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664769922683?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zellner, Arnold, 2006. "S. James Press And Bayesian Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 667-684, November.
    2. Zellner, Arnold, 2007. "Some aspects of the history of Bayesian information processing," Journal of Econometrics, Elsevier, vol. 138(2), pages 388-404, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:26:y:1999:i:1:p:97-101. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.