On Using the Sample Mean in Bayesian Factor Analysis
Download:
by Daniel B. Rowe
http://www.biophysics.mcw.edu/BRI-people/Rowe/publications/jimbfa03.pdf
Add To MetaCart
Abstract:
In a Bayesian factor analysis model proposed by Press & Shige-masu (1989), the sample size was assumed to be large enough to estimate the overall population mean by the sample mean. In this paper, the procedure of estimating the population mean by the sam-ple mean is compared to estimating it along with the other para-meters both by Gibbs sampling and Iterated Conditional Modes. Results show that even in small samples, the Gibbs sampling and iterated conditional modes estimates of the mean are for practical purposes identical to the sample mean. Thus, the population mean is adequately estimated by its sample value.
Citations
| 2344 | Stochastic relaxation, gibbs distributions, and the bayesian relation of images – Geman, Geman - 1984 |
| 249 | Sampling Based Approaches to Calculating Marginal Densities – Gelfand, Smith - 1990 |
| 68 | Bayes estimates for the linear model – Lindley, Smith - 1972 |
| 52 | Bayesian statistics: principles, models, and applications – Press - 1989 |
| 34 | Applied Multivariate Analysis: Using Bayesian and Frequentist Methods of Inference – PRESS - 1972 |
| 25 | A Course in Multivariate Analysis – Kendall - 1957 |
| 17 | Bayesian inference in factor analysis – Press, Shigemasu - 1989 |
| 13 | Bayesian inference in factor analysisRevised – Press, Shigemasu - 1997 |
| 12 | Kendalls' Advanced Theory of Statistics, Volume 2B Bayesian Inference – O'Hagen - 1994 |
| 12 | Gibbs sampling and hill climbing in Bayesian factor analysis – Rowe, Press - 1998 |
| 11 | Correlated Bayesian Factor analysis – Rowe - 1998 |
| 5 | Bayesian Factor Analysis – Shera - 2000 |
