Approximate Inference in Location—Scale Regression Models

@inproceedings{Sweeting1984ApproximateII,
  title={Approximate Inference in Location—Scale Regression Models},
  author={Trevor J. Sweeting},
  year={1984}
}
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… CONTINUE READING

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