Leverage in Bayesian Regression
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Bert M. Steece
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Article
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1989
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John Wiley and Sons
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English
โ 425 KB
Using the concept of an extended data set (ZIELLNEB, 1986). we derived the projection or hat matrix for Bayeaien regreasion analysis. The hat matrix shows how much influence or leverage the observed responses and the prior means bave on each of the posterior fitted values. The amount of leverage ess