Balance may have something to do with observing unusual behavior in the variance component problem with improper priors. Rework demonstration chex 131 but with the balanced data from Box and Tiao...

Balance may have something to do with observing unusual behavior in the variance component problem with improper priors. Rework demonstration chex 131 but with the balanced data from Box and Tiao (1973, second example), with B = 41.6816, W = 358.70135, ni ≡ 5; use group means of 6.2268, 4.6560, 7.5212, 6.0796, and 3.8252: (a) with prior a1 = b1 = 0, a2 = b2 = 0, b0 = 0, and φ0 = (106)2 (Gelfand et al. 1990, Prior I); (b) with prior a1 = b1 = 0, a2 = 1/2, b2 = 1, b0 = 0, and φ0 = (106)2 (Prior II).