Abstract.
Given a prior distribution for a model \(\mathcal{M}\), the prior information specified on a nested submodel \(\mathcal{M}^{0}\) by means of a conditioning procedure crucially depends on the parameterisation used to describe the model. Regression coefficients represent the most common parameterisation of Gaussian DAG models. Nevertheless, in the specification of prior distributions, invariance considerations lead to the use of different parameterisations of the model, depending on the required invariance class. In this paper we consider the problem of prior specification by conditioning on zero regression coefficients and show that also such a procedure satisfies the property of invariance with respect to a class of parameterisations and characterise such a class.
Similar content being viewed by others
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Roverato, A. On the invariance of conditioning procedures for the specification of prior distributions for nested DAG models. Statistical Methods & Applications 12, 331–340 (2004). https://doi.org/10.1007/s10260-003-0070-2
Issue Date:
DOI: https://doi.org/10.1007/s10260-003-0070-2