Bayes Estimation of Two-Phase Linear Regression Model

Table 4

The Bayes estimates of Bayes estimates of regression coefficients using asymmetric loss functions.

	Shape parameter	Bayes estimates of regression co-efficients
		β 1	β 2
	q1	𝛽^1∗∗L	𝛽^2∗∗L
Known 𝜎^−2	1.5	1.3	2.2
	1.2	1.8	2.4
	0.9	2.5	3.2
	0.5	3.0	3.5
	0.2	3.2	3.7
	0.1	3.4	3.9
	q3	𝛽 ** 1E	𝛽 ** 2E
Known 𝜎^−2	1.5	1.0	2.6
	1.2	1.5	2.8
	0.9	2.9	3.3
	0.5	3.1	3.4
	0.2	3.3	3.6
	0.1	3.5	3.8