Approximate Inference in Location—Scale Regression Models

@article{Sweeting1984ApproximateII,
  title={Approximate Inference in Location—Scale Regression Models},
  author={T. Sweeting},
  journal={Journal of the American Statistical Association},
  year={1984},
  volume={79},
  pages={847-852}
}
  • T. Sweeting
  • Published 1984
  • Mathematics
  • Journal of the American Statistical Association
Abstract It is shown that χ2 and multivariate t distributions provide good approximations to posterior distributions arising in location-scale regression models. In the case of a linear regression model, Bayesian inferences based on an improper prior have conditional frequency, as well as fiducial/structural interpretation; so the results are also applicable in a non-Bayesian context. Numerical support for the approximations is presented for the case of a Weibull regression model and a… Expand
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