A note on a posterior approximation in a heteroscedastic model |
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| Authors: | K Surekha WE Griffiths |
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| Institution: | Michigan Technological University, Houghton, MI 49931, USA;University of New England, Armidale, N.S.W. 2351, Australia |
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| Abstract: | This paper develops a method of obtaining approximate marginal posteriors for all parameters of interest for a heteroscedastic model. This method improves upon Box and Hill's (1974) method in suggesting a pure Bayesian estimator for a regression coefficient. |
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