When Gaussian errors are inappropriate in a multivariate linear regression setting, it is often assumed that the errors are iid from a distribution that is a scale mixture of multivariate normals.

Hierarchical linear and generalized linear models can be fit using Gibbs samplers and Metropolis algorithms; these models, however, often have many parameters, and convergence of the seemingly most ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...