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- Publisher
- Taylor & Francis
- Copyright
- Copyright Taylor & Francis Group, LLC
- ISSN
- 1537-2715
- eISSN
- 1061-8600
- DOI
- 10.1080/10618600.1998.10474776
- Publisher site
- See Article on Publisher Site
Abstract
Abstract This article demonstrates by example that the use of the Gibbs sampler with diffuse proper priors can lead to inaccurate posterior estimates. Our results show that such inaccuracies are not merely limited to small sample settings.
Journal
Journal of Computational and Graphical Statistics – Taylor & Francis
Published: Sep 1, 1998
Keywords: Diffuse priors; Impropriety; Maximum likelihood estimation; Noninformative priors; Probit-normal