Arbeitspapier
Objective Bayesian meta-analysis based on generalized multivariate random effects model
Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior for the overall mean vector and the between-study covariance matrix is deduced by assigning two noninformative priors to the model parameter, namely the Berger and Bernardo reference prior and the Jeffreys prior, whose analytical expressions are obtained under weak distributional assumptions. It is shown that the only condition needed for the posterior to be proper is that the sample size is larger than the dimension of the data-generating model, independently of the class of elliptically contoured distributions used in the definition of the generalized multivariate random effects model. The theoretical findings of the paper are applied to real data consisting of ten studies about the effectiveness of hypertension treatment for reducing blood pressure where the treatment effects on both the systolic blood pressure and diastolic blood pressure are investigated.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 5/2021
- Klassifikation
-
Wirtschaft
Bayesian Analysis: General
Estimation: General
Statistical Simulation Methods: General
- Thema
-
Multivariate random-effects model
Jeffreys prior
reference prior
propriety
elliptically contoured distribution
multivariate meta-analysis
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bodnar, Olha
Bodnar, Taras
- Ereignis
-
Veröffentlichung
- (wer)
-
Örebro University School of Business
- (wo)
-
Örebro
- (wann)
-
2021
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Bodnar, Olha
- Bodnar, Taras
- Örebro University School of Business
Entstanden
- 2021
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