دورية أكاديمية
Joint distribution properties of fully conditional specification under the normal linear model with normal inverse-gamma priors
العنوان: | Joint distribution properties of fully conditional specification under the normal linear model with normal inverse-gamma priors |
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المؤلفون: | Mingyang Cai, Stef van Buuren, Gerko Vink |
المصدر: | Scientific Reports, Vol 13, Iss 1, Pp 1-7 (2023) |
بيانات النشر: | Nature Portfolio, 2023. |
سنة النشر: | 2023 |
المجموعة: | LCC:Medicine LCC:Science |
مصطلحات موضوعية: | Medicine, Science |
الوصف: | Abstract Fully conditional specification (FCS) is a convenient and flexible multiple imputation approach. It specifies a sequence of simple regression models instead of a potential complex joint density for missing variables. However, FCS may not converge to a stationary distribution. Many authors have studied the convergence properties of FCS when priors of conditional models are non-informative. We extend to the case of informative priors. This paper evaluates the convergence properties of the normal linear model with normal-inverse gamma priors. The theoretical and simulation results prove the convergence of FCS and show the equivalence of prior specification under the joint model and a set of conditional models when the analysis model is a linear regression with normal inverse-gamma priors. |
نوع الوثيقة: | article |
وصف الملف: | electronic resource |
اللغة: | English |
تدمد: | 2045-2322 |
Relation: | https://doaj.org/toc/2045-2322 |
DOI: | 10.1038/s41598-023-27786-y |
URL الوصول: | https://doaj.org/article/fd1630a3ad0c4a0693e1c2d9fc5ea220 |
رقم الأكسشن: | edsdoj.fd1630a3ad0c4a0693e1c2d9fc5ea220 |
قاعدة البيانات: | Directory of Open Access Journals |
تدمد: | 20452322 |
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DOI: | 10.1038/s41598-023-27786-y |