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Objective Bayesian Analysis for Gaussian Hierarchical Models with Intrinsic Conditional Autoregressive Priors

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dc.contributor.authorKeefe, Matthew J.en
dc.contributor.authorFerreira, Marco A. R.en
dc.contributor.authorFranck, Christopher T.en
dc.contributor.departmentStatisticsen
dc.date.accessioned2019-08-29T19:32:30Zen
dc.date.available2019-08-29T19:32:30Zen
dc.date.issued2019-03en
dc.description.abstractBayesian hierarchical models are commonly used for modeling spatially correlated areal data. However, choosing appropriate prior distributions for the parameters in these models is necessary and sometimes challenging. In particular, an intrinsic conditional autoregressive (CAR) hierarchical component is often used to account for spatial association. Vague proper prior distributions have frequently been used for this type of model, but this requires the careful selection of suitable hyperparameters. In this paper, we derive several objective priors for the Gaussian hierarchical model with an intrinsic CAR component and discuss their properties. We show that the independence Jeffreys and Jeffreys-rule priors result in improper posterior distributions, while the reference prior results in a proper posterior distribution. We present results from a simulation study that compares frequentist properties of Bayesian procedures that use several competing priors, including the derived reference prior. We demonstrate that using the reference prior results in favorable coverage, interval length, and mean squared error. Finally, we illustrate our methodology with an application to 2012 housing foreclosure rates in the 88 counties of Ohio.en
dc.format.mimetypeapplication/pdfen
dc.identifier.doihttps://doi.org/10.1214/18-BA1107en
dc.identifier.eissn1936-0975en
dc.identifier.issn1931-6690en
dc.identifier.issue1en
dc.identifier.urihttp://hdl.handle.net/10919/93311en
dc.identifier.volume14en
dc.language.isoenen
dc.rightsCreative Commons Attribution 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en
dc.subjectconditional autoregressiveen
dc.subjecthierarchical modelsen
dc.subjectobjective prioren
dc.subjectreference prioren
dc.subjectspatial statisticsen
dc.titleObjective Bayesian Analysis for Gaussian Hierarchical Models with Intrinsic Conditional Autoregressive Priorsen
dc.title.serialBayesian Analysisen
dc.typeArticle - Refereeden
dc.type.dcmitypeTexten
dc.type.dcmitypeStillImageen

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