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}
}

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