https://nd.psychstat.org/ 2026-05-19T11:48:47+00:00 https://nd.psychstat.org/ https://nd.psychstat.org/_media/wiki/dokuwiki.svg text/html 2020-11-21T18:07:30+00:00 Anonymous (anonymous@undisclosed.example.com) https://nd.psychstat.org/lab/blog/wishart_prior_in_winbugs/openbugs Wishart prior in WinBUGS/OpenBUGS For a multilevel model, we specify the random coefficients as a multivariate normal distribution such as \[ \left(\begin{array}{c} L_{i}\\ S_{i}\end{array}\right)\sim MN\left[\left(\begin{array}{c} \beta_{L}\\ \beta_{S}\end{array}\right),\Sigma^{-1}\right] \] The prior for the precision matrix $\Sigma^{-1}$ is given a Wishart distribution in BUGS. \[\Sigma^{-1}\sim W(R[1:2,1:2],m)\] Here $m$ is the degrees of freedom (scalar) that is equivalent prior sample…