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Prior Choice for the Variance Parameter in the Multilevel Regression and Poststratification Approach for Highly Selective Data. A Monte Carlo Simulation Study.
Author(s) -
Christian Bruch,
Barbara Felderer
Publication year - 2022
Publication title -
österreichische zeitschrift für statistik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.342
H-Index - 9
ISSN - 1026-597X
DOI - 10.17713/ajs.v51i4.1361
Subject(s) - monte carlo method , computer science , variance (accounting) , bayesian probability , inference , statistics , markov chain monte carlo , econometrics , multilevel model , probabilistic logic , mathematics , machine learning , artificial intelligence , accounting , business

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