An accurate method for approximate conditional and Bayesian inference about linear regression models from censored data

Abstract

SUMMARY A method to approximate marginal posterior distribution functions of regression coefficients and scale parameters is presented. It is based on a general asymptotic formula of DiCiccio, Field & Fraser (1990) for approximating marginal tail probabilities. In developing the method, it is shown that the accuracy of the approximation of DiCiccio et al. can be substantially increased in certain cases by using a suitable change of variables, and a general approach to deriving such transformations is considered.