Analysis of variance -- why it is more important than ever. (With discussions and rejoinder)

DOI10.1214/009053604000001048zbMath1064.62082arXivmath/0508530OpenAlexW2500756573WikidataQ56037784 ScholiaQ56037784MaRDI QIDQ1781151

Andrew Gelman

Publication date: 23 June 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0504499

zbMATH Keywords

fixed effectsrandom effectsvariance componentshierarchical modelmultilevel model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• car
• spatial
• MLwiN
• BUGS
• BayesDA
• bootstrap

Cites Work

• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• Complex analyses of variance: General problems
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• What is an analysis of variance?
• Representations for partially exchangeable arrays of random variables
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Posterior predictive \(p\)-values
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Average Values of Mean Squares in Factorials
• Extended Use of Paired Comparison Models, with Application to Chess Rankings
• Estimating Incumbency Advantage and Its Variation, as an Example of a Before–After Study
• Interaction
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Physiological Pharmacokinetic Analysis Using Population Modeling and Informative Prior Distributions
• Parameter Expansion for Data Augmentation
• Bayesian Analysis of Agricultural Field Experiments
• Bayesian Analysis of Binary and Polychotomous Response Data
• The analysis of randomized experiments with orthogonal block structure. I. Block structure and the null analysis of variance
• Parameterization and Bayesian Modeling
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