Ebook: Bayesian Analysis in Statistics and Econometrics

This volume is based on the invited and the contributed presentations given at the Indo-U.S. Workshop on Bayesian Analysis in Statistics and Econometrics (BASE), Dec. 19-23, 1988, held at the Hotel Taj Residency, Bangalore, India. The workshop was jointly sponsored by The Ohio State University, The Indian Statistical Institute, The Indian Econometrics So­ ciety, U.S. National Science Foundation and the NSF-NBER Seminar on Bayesian Inference in Econometrics. Profs. Morrie DeGroot, Prem Goel, and Arnold Zellner were the program organizers. Unfortunately, Morrie became seriously ill just before the workshop was to start and could not participate in the workshop. Almost a year later, Morrie passed away after fighting valiantly with the illness. Not to find Morrie among ourselves was a shock for most of us. He was a continuous source of inspiration and ideas. Even while Morrie was fighting for his life, we had a lot of discussions about the contents of this volume and the Bangalore Workshop. He even talked about organizing a Second Indo-U.S. workshop some time in the near future. We are dedicating this volume to the memory of Prof. Morris H. DeGroot. We have taken a conscious decision not to include any biography of Morrie in this volume. An excellent biography of Morrie has appeared in Statistical Science [(1991), vol. 6, 1-14], and we could not have done a better job than that.

---

This volume comprises papers based on some invited and contributed presentations at the Indo-U.S. Workshop on Bayesian Analysis in Statistics and Econometrics, held at the Indian Statistical Institute, Bangalore, India. The volume is dedicated to Professor Morris H. DeGroot, who along with Professor Arnold Zellner, played a key role in the selection of the invited speakers at the workshop. Topics covered include Bayesian computing, contextual classification of remotely sensed data, discrete data and non-parametric Bayes analysis, elicitation of prior information, hierarchical and empirical Bayes interference, reliability and dose response modeling, robustness, and time series modeling and forecasting. All papers are written by experts in their respective fields. All statisticians and econometricians interested in making inference with Bayesian paradigm will like this volume.

---

This volume comprises papers based on some invited and contributed presentations at the Indo-U.S. Workshop on Bayesian Analysis in Statistics and Econometrics, held at the Indian Statistical Institute, Bangalore, India. The volume is dedicated to Professor Morris H. DeGroot, who along with Professor Arnold Zellner, played a key role in the selection of the invited speakers at the workshop. Topics covered include Bayesian computing, contextual classification of remotely sensed data, discrete data and non-parametric Bayes analysis, elicitation of prior information, hierarchical and empirical Bayes interference, reliability and dose response modeling, robustness, and time series modeling and forecasting. All papers are written by experts in their respective fields. All statisticians and econometricians interested in making inference with Bayesian paradigm will like this volume.
Content:
Front Matter....Pages i-ix
LaPlace Approximation for Curved Surfaces....Pages 1-12
Designing a Bayesian Object-Oriented Computing Environment....Pages 13-26
Bayesian Estimation in Multidimensional Contingency Tables....Pages 27-41
Bayesian Nonparametric Prediction and Statistical Inference....Pages 43-94
Homogeneity of Subpopulations for Two-By-Two Contingency Tables....Pages 95-106
A Hierarchical Bayes Approach to Small Area Estimation with Auxiliary Information....Pages 107-125
On Empirical Bayes Selection Rules for Negative Binomial Populations....Pages 127-146
Empirical Hierarchical Bayes Estimation....Pages 147-161
Simulation Comparison of Methods for Bayesian Contextual Classification of Remotely Sensed Data....Pages 163-175
Reference Priors in a Variance Components Problem....Pages 177-194
An Elicitation Procedure Using Piecewise Conjugate Priors....Pages 195-206
Small Worlds and State Dependent Utilities....Pages 207-215
Learning Statistics from Counter Examples: Ancillary Statistics....Pages 217-223
The Horvitz-Thompson Estimate and Basu’s Circus Revisited....Pages 225-228
Comparison of Experiments for Selection and Censored Data Models....Pages 229-247
Jeffreys-Lindley Paradox and a Related Problem....Pages 249-255
Bayesian Approach to Some Problems in Life Testing and Reliability Estimation....Pages 257-266
When to Stop Testing Software? Some Exact Results....Pages 267-276
Filtering, Smoothing, and Extrapolations in Dose-Response Experiments: Application to Data on Respiratory Tumors in Rats....Pages 277-288
Bayesian Perturbation Diagnostics and Robustness....Pages 289-301
Forecasting Similar Time Series with Bayesian Pooling Methods: Application to Forecasting European Output Growth....Pages 303-326
Forecasting International Growth Rates Using Bayesian Shrinkage and Other Procedures....Pages 327-352
Estimation in the Linear Regression Model with Errors in Variables....Pages 353-360
Population Size Estimation with Truncated Data: A Survey....Pages 361-367
Bayesian Analysis of Co-Integrated Time Series....Pages 369-377
A Bayesian Approach to the Measurement of Poverty in India....Pages 379-387
Quantifying Prior Opinion in Length-Biased Linear Mean Natural Exponential Family....Pages 389-395
Back Matter....Pages 397-411

---

This volume comprises papers based on some invited and contributed presentations at the Indo-U.S. Workshop on Bayesian Analysis in Statistics and Econometrics, held at the Indian Statistical Institute, Bangalore, India. The volume is dedicated to Professor Morris H. DeGroot, who along with Professor Arnold Zellner, played a key role in the selection of the invited speakers at the workshop. Topics covered include Bayesian computing, contextual classification of remotely sensed data, discrete data and non-parametric Bayes analysis, elicitation of prior information, hierarchical and empirical Bayes interference, reliability and dose response modeling, robustness, and time series modeling and forecasting. All papers are written by experts in their respective fields. All statisticians and econometricians interested in making inference with Bayesian paradigm will like this volume.
Content:
Front Matter....Pages i-ix
LaPlace Approximation for Curved Surfaces....Pages 1-12
Designing a Bayesian Object-Oriented Computing Environment....Pages 13-26
Bayesian Estimation in Multidimensional Contingency Tables....Pages 27-41
Bayesian Nonparametric Prediction and Statistical Inference....Pages 43-94
Homogeneity of Subpopulations for Two-By-Two Contingency Tables....Pages 95-106
A Hierarchical Bayes Approach to Small Area Estimation with Auxiliary Information....Pages 107-125
On Empirical Bayes Selection Rules for Negative Binomial Populations....Pages 127-146
Empirical Hierarchical Bayes Estimation....Pages 147-161
Simulation Comparison of Methods for Bayesian Contextual Classification of Remotely Sensed Data....Pages 163-175
Reference Priors in a Variance Components Problem....Pages 177-194
An Elicitation Procedure Using Piecewise Conjugate Priors....Pages 195-206
Small Worlds and State Dependent Utilities....Pages 207-215
Learning Statistics from Counter Examples: Ancillary Statistics....Pages 217-223
The Horvitz-Thompson Estimate and Basu’s Circus Revisited....Pages 225-228
Comparison of Experiments for Selection and Censored Data Models....Pages 229-247
Jeffreys-Lindley Paradox and a Related Problem....Pages 249-255
Bayesian Approach to Some Problems in Life Testing and Reliability Estimation....Pages 257-266
When to Stop Testing Software? Some Exact Results....Pages 267-276
Filtering, Smoothing, and Extrapolations in Dose-Response Experiments: Application to Data on Respiratory Tumors in Rats....Pages 277-288
Bayesian Perturbation Diagnostics and Robustness....Pages 289-301
Forecasting Similar Time Series with Bayesian Pooling Methods: Application to Forecasting European Output Growth....Pages 303-326
Forecasting International Growth Rates Using Bayesian Shrinkage and Other Procedures....Pages 327-352
Estimation in the Linear Regression Model with Errors in Variables....Pages 353-360
Population Size Estimation with Truncated Data: A Survey....Pages 361-367
Bayesian Analysis of Co-Integrated Time Series....Pages 369-377
A Bayesian Approach to the Measurement of Poverty in India....Pages 379-387
Quantifying Prior Opinion in Length-Biased Linear Mean Natural Exponential Family....Pages 389-395
Back Matter....Pages 397-411
....