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Conjugate Analysis of Multivariate Normal Data with Incomplete Observations (1999)  (Make Corrections)  
Francesca Dominici, Giovanni Parmigiani, Merlise Clyde



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Abstract: In this article we discuss families of prior distributions that are conjugate to the multivariate normal likelihood when some of the observations are incomplete. We present a general class of priors, extending a class introduced by Kadane and Trader to allow incorporation of information about unidentified parameters in the covariance matrix within a conjugate setting. We analyze the important special case of monotone patterns of missing data, providing an explicit recursive form for the... (Update)

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BibTeX entry:   (Update)

@misc{ dominici-conjugate,
  author = "Francesca Dominici and Giovanni Parmigiani and Merlise Clyde",
  title = "Conjugate Analysis of Multivariate Normal Data with Incomplete Observations",
  url = "citeseer.ist.psu.edu/dominici99conjugate.html" }
Citations (may not include all citations):
227   An Introduction to Multivariate Statistical Analysis (context) - Anderson - 1984
203   Statistical analysis with missing data (context) - Little, Rubin - 1987
173   The calculation of posterior distributions by data augmentat.. (context) - Tanner, Wong - 1987
75   Estimating normal means with a conjugate style Dirichlet pro.. (context) - MacEachern - 1994
65   Sequential imputations and Bayesian missing data problems (context) - Kong, Liu et al. - 1994
58   Illustration of Bayesian inference in normal data models usi.. (context) - Gelfand, Hills et al. - 1990
40   Inference and Missing data (context) - Rubin - 1976
37   Applied statistical decision theory (context) - Raiffa, Schleifer - 1961
34   Sequential Importance Sampling for Nonparametric Bayes Model.. - MacEachern, Clyde et al. - 1999
24   Applied Multivariate Analysis (context) - Press - 1972
20   Tools for Statistical Inference -- Observed Data and Data Au.. (context) - Tanner - 1991
15   Conjugate Priors for Exponential Families (context) - Diaconis, Ylvisaker - 1979
11   Inference for nonconjugate Bayesian models using the Gibbs s.. (context) - Carlin, Polson - 1991
7   Bayesian Robust Multivariate Linear Regression with Incomple.. (context) - Liu - 1996
7   CODA: Convergence Diagnostics and Output Analysis Software f.. (context) - Best, Cowles et al. - 1995

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