Chapter 13: Hierarchical Models

Exercises, Programs and Files:

• 13.4: The Linear Hierarchical Model II: Estimation and Convergence Diagnostics
  • rats_gibbs.m
    • Supporting Files:
    • ratsraw.txt (Data)

• 13.6: Hierarchical Recentering: Gelfand, Sahu and Carlin (1995)
  • centered_parm.m (Centered parameterization, Monte Carlo Integration)
  • centered_parm_gibbs.m (Centered parameterization, Gibbs Sampling)
  • uncentered_parm.m (Uncentered parameterization, Monte Carlo Integration)
  • uncentered_parm_gibbs.m (Uncentered parameterization, Gibbs Sampling)

• 13.7: A Hierarchical / Smoothness Prior Approach to Non-parametric Regression
  • gen_nonpdata.m (run first to generate data)
  • nonparm_ex (line 30 changes eta)