Lecture 19: Random Effects

Readings

• Hill, B. (1965) Inference about Variance Components in the One-Way Model. JASA 60: 806-825

• Hobart, J. and Casella, G. (1996) The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models. JASA 91:1461-1473

• Browne, W. J. and Draper, D. (2006). A comparison of Bayesian and likelihood-based methods for fitting multilevel models. Bayesian Analysis, 1: 473-514

• Gelman, A.J. (2006) Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper). Bayesian Analysis, 1: 515-534

• A First Course in Bayesian Statistical Methods by Peter D. Hoff

  • Chapter 8

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin

  • Chapter 5

• The Bayesian Choice (Second Edition) by Christian Robert