Bayesian Reference Analysis for the Generalized Normal Linear Regression Model
Date Issued
2021
Author(s)
Tomazella, Vera Lucia Damasceno
Jesus, Sandra Rego
Gazon, Amanda Buosi
Louzada, Francisco
Nadarajah, Saralees
Nascimento, Diego Carvalho
Rodrigues, Francisco Aparecido
Ramos, Pedro Luiz
DOI
http://dx.doi.org/10.3390/sym13050856
Abstract
This article proposes the use of the Bayesian reference analysis to estimate the parameters of the generalized normal linear regression model. It is shown that the reference prior led to a proper posterior distribution, while the Jeffreys prior returned an improper one. The inferential purposes were obtained via Markov Chain Monte Carlo (MCMC). Furthermore, diagnostic techniques based on the Kullback-Leibler divergence were used. The proposed method was illustrated using artificial data and real data on the height and diameter of Eucalyptus clones from Brazil.


