Applied Bayesian Hierarchical Methods

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Applied Bayesian Hierarchical Methods

Applied Bayesian Hierarchical Methods by Peter D. Congdon
English | 2010 | ISBN: 1584887206 | PDF | 604 pages | 6,2 MB

The use of Markov chain Monte Carlo (MCMC) methods for estimating hierarchical models involves complex data structures and is often described as a revolutionary development.
An intermediate-level treatment of Bayesian hierarchical models and their applications, demonstrates the advantages of a Bayesian approach to data sets involving inferences for collections of related units or variables and in methods where parameters can be treated as random collections.

Emphasizing computational issues, the book provides examples of the following application settings: meta-analysis, data structured in space or time, multilevel and longitudinal data, multivariate data, nonlinear regression, and survival time data. For the worked examples, the text mainly employs the WinBUGS package, allowing readers to explore alternative likelihood assumptions, regression structures, and assumptions on prior densities. It also incorporates BayesX code, which is particularly useful in nonlinear regression. To demonstrate MCMC sampling from first principles, the author includes worked examples using the R package.

Through illustrative data analysis and attention to statistical computing, this book focuses on the practical implementation of Bayesian hierarchical methods. It also discusses several issues that arise when applying Bayesian techniques in hierarchical and random effects models.

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