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Bayesian constrained regression method?
2 messages · Jim Silverton, Michael Bedward
1 day later
Hi Jim, You don't mention whether you have any prior information regarding X2 that can be used to constrain values imputed for it. I think you will need some because without it values sampled for b and X2 respectively will just "see-saw" against each other. Michael
On 22 October 2010 18:37, Jim Silverton <jim.silverton at gmail.com> wrote:
Hello everyone, I am trying to estimate the parameter b. I have Y and X1 which I know and they are both random. However, I also have X2 which I don't know and is also random. I want to estimat b from the model: Y = b*X1 ?+ ( 1 - b ) * X2 Can anyone offer some suggestions. The values of Y and X1 are both pvalues so they are constrained in (0,1). -- Thanks, Jim. ? ? ? ?[[alternative HTML version deleted]]
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