Interactive Elicitation of Opinion for a Normal Linear Model

Interactive Elicitation of Opinion for a Normal Linear Model
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正态线性模型的交互式意见征求

DOI:
10.1080/01621459.1980.10477562
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发表时间:
1980
影响因子:
3.7
通讯作者:
S. Peters
S. Peters
中科院分区:
数学1区
文献类型:
--
作者:
J. Kadane;J. Dickey;R. L. Winkler;Wayne S. Smith;S. Peters

文献摘要

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摘要 本文描述了交互式计算机程序的数学理论,该程序用于导出具有通常正态误差结构的多元线性回归模型的主观共轭分布的超参数。尽管这些方法是启发式的,但它们被证明可以产生满足超参数本身所满足的约束的超参数估计。给出了一个应用来解决预测沥青混凝土道路疲劳失效时间作为与道路相关的几个设计变量的函数的问题。
Abstract This article describes the mathematical theory underlying an interactive computer program for eliciting the hyperparameters of a subjective conjugate distribution for the multiple linear regression model with the usual normal error structure. Although the methods are heuristic, they are shown to produce hyperparameter estimates satisfying the constraints satisfied by the hyperparameters themselves. An application is given to the problem of predicting the time to fatigue failure of an asphalt-concrete road as a function of several design variables concerning the road.