hhetmodel {fabCI}

Hierarchical heteroscedastic model estimates

Description

Estimate across-group heterogeneity of means and variances

Usage

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