Transcription of Prior distributions for variance parameters in ...
{{id}} {{{paragraph}}}
Example: confidence
Prior distributions for variance parameters in ...
Bayesian Analysis (2006)1, Number 3, pp. 515 533 Prior distributions for variance parameters inhierarchical modelsAndrew GelmanDepartment of Statistics and Department of Political ScienceColumbia noninformative Prior distributions have been suggested forscale parameters in hierarchical models. We construct a newfolded-noncentral-tfamily of conditionally conjugate priors for hierarchicalstandard deviation pa-rameters, and then consider noninformative and weakly informative priors in thisfamily. We use an example to illustrate serious problems with the inverse-gammafamily of noninformative Prior distributions . We suggest instead to use a uni-form Prior on the hierarchical standard deviation, using the half-tfamily when thenumber of groups is small and in other settings where a weaklyinformative prioris desired.
parameters; here, we explore the principles of hierarchical prior distributions in the context of a specific class of models. Hierarchical (multilevel) models are central to modern Bayesian statistics for both conceptual and practical reasons. On …
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: