IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v43y2016i2p280-298.html
   My bibliography  Save this article

Bayesian analysis of covariance under inverse Gaussian model

Author

Listed:
  • Mohammadreza Meshkani
  • Afshin Fallah
  • Amir Kavousi

Abstract

This paper considers the problem of analysis of covariance (ANCOVA) under the assumption of inverse Gaussian distribution for response variable from the Bayesian point of view. We develop a fully Bayesian model for ANCOVA based on the conjugate prior distributions for parameters contained in the model. The Bayes estimator of parameters, ANCOVA model and adjusted effects for both treatments and covariates along with predictive distribution of future observations are developed. We also provide the essentials for comparing adjusted treatments effects and adjusted factor effects. A simulation study and a real world application are also performed to illustrate and evaluate the proposed Bayesian model.

Suggested Citation

  • Mohammadreza Meshkani & Afshin Fallah & Amir Kavousi, 2016. "Bayesian analysis of covariance under inverse Gaussian model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(2), pages 280-298, February.
  • Handle: RePEc:taf:japsta:v:43:y:2016:i:2:p:280-298
    DOI: 10.1080/02664763.2015.1049131
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2015.1049131
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/02664763.2015.1049131?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.

    References listed on IDEAS

    as
    1. Kheiri, Soleiman & Kimber, Alan & Reza Meshkani, Mohammad, 2007. "Bayesian analysis of an inverse Gaussian correlated frailty model," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5317-5326, July.
    2. Ananda, Malwane M. A., 1998. "Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity," Journal of Econometrics, Elsevier, vol. 86(1), pages 177-192, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. David D. Hanagal, 2022. "Correlated Positive Stable Frailty Models Based on Reversed Hazard Rate," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 14(1), pages 42-65, April.
    2. Bodunrin Brown & Bin Liu & Stuart McIntyre & Matthew Revie, 2023. "Reliability evaluation of repairable systems considering component heterogeneity using frailty model," Journal of Risk and Reliability, , vol. 237(4), pages 654-670, August.
    3. Mohammad Reza Meshkani & Afshin Fallah & Amir Kavousi, 2014. "Analysis of covariance under inverse Gaussian model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(6), pages 1189-1202, June.
    4. Nihal Ata Tutkun & Diren Yeğen, 2016. "Unshared and Shared Frailty Models," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(1), pages 45-56, June.
    5. David D. Hanagal, 2021. "RETRACTED ARTICLE: Positive Stable Shared Frailty Models Based on Additive Hazards," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(3), pages 431-453, December.
    6. Mitra Rahimzadeh & Ebrahim Hajizadeh & Farzad Eskandari, 2011. "Non-mixture cure correlated frailty models in Bayesian approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1651-1663, August.

    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:43:y:2016:i:2:p:280-298. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.