Bayesian checking of the second levels of hierarchical models

DOI10.1214/07-STS235zbMATH Open1246.62029arXiv0802.0743OpenAlexW3101742435MaRDI QIDQ449762FDOQ449762

Authors: M. J. Bayarri, María Eugenia Castellanos 

Publication date: 1 September 2012

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Hierarchical models are increasingly used in many applications. Along with this increased use comes a desire to investigate whether the model is compatible with the observed data. Bayesian methods are well suited to eliminate the many (nuisance) parameters in these complicated models; in this paper we investigate Bayesian methods for model checking. Since we contemplate model checking as a preliminary, exploratory analysis, we concentrate on objective Bayesian methods in which careful specification of an informative prior distribution is avoided. Numerous examples are given and different proposals are investigated and critically compared.

Full work available at URL: https://arxiv.org/abs/0802.0743

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zbMATH Keywords

model checkingconflictp-valuesempirical-Bayesmodel criticismobjective Bayesian methodspartial posterior predictiveposterior predictive

Mathematics Subject Classification ID

Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited In (28)

• Hierarchical model building, fitting, and checking: a behind-the-scenes look at a Bayesian analysis of arsenic exposure pathways
• Bayesian diagnostic techniques for detecting hierarchical structure
• Bayesian model checking for multivariate outcome data
• A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit
• Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
• Bayesian threshold selection for extremal models using measures of surprise
• Approximation of Bayesian predictive \(p\)-values with regression ABC
• The blessings of multiple causes
• Uniformity of node level conflict measures in Bayesian hierarchical models based on directed acyclic graphs
• Discussion of “A Bayesian multinomial regression model for paleoclimate reconstruction with time uncertainty,” by Ilvonen et al.
• Comment: Bayesian checking of the second levels of hierarchical models
• Comment: Bayesian checking of the second level of hierarchical models: cross-validated posterior predictive checks using discrepancy measures
• Discussion of ``Calibrated Bayes, for statistics in general, and missing data in particular by R.J.A. Little
• Impact of frequentist and Bayesian methods on survey sampling practice: a selective appraisal
• Invariant \(P\)-values for model checking
• Bayesian model diagnostics based on artificial autoregressive errors
• Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis
• Goodness of fit for models with intractable likelihood
• Using prior expansions for prior-data conflict checking
• Detecting conflicting summary statistics in likelihood-free inference
• Comparative investigation of three Bayesian \(p\) values
• Calibration of posterior predictive p-values for model checking
• Modeling individual specific fish length from capture-recapture data using the von Bertalanffy growth curve
• New important developments in small area estimation
• Checking for model failure and for prior-data conflict with the constrained multinomial model
• Rejoinder: Bayesian checking of the second levels of hierarchical models
• Checking for prior-data conflict using prior-to-posterior divergences
• The posterior predictive null

Uses Software

• BayesDA

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