hhetmodel: Hierarchical heteroscedastic model estimates

Description Usage Arguments Details Value Author(s)

View source: R/multifabCI.R

Description

Estimate across-group heterogeneity of means and variances

Usage

1
hhetmodel(y, g)

Arguments

y

a numeric vector of data

g

a group membership vector, of the same length as y

Details

This function estimates parameters in a hierarchical model for normally distributed groups, where the across-group model for means is normal and the across group model for variances is inverse-gamma.

Value

A vector (mu,t2,s20,nu0), where

  1. mu is the mean of the group means

  2. t2 is the variance of the group means

  3. the the distribution of group variances is inverse-gamma(nu0/2,nu0 s20/2)

Author(s)

Peter Hoff


pdhoff/fabCI documentation built on Jan. 18, 2021, 8:39 p.m.