Thomas Leonard From my blog:THIS ITEM WAS RECENTLY PUBLISHED BY JOHN KRUSCHKE ON THE JUNIOR ISBA FACEBOOK PAGE, with a readership of over 1000 Bayesian Statisticians. Fixing seems to be an appropriate word. The 95% HDI later referred to by John may, or may not, have been based upon non-standard assumptions, My understanding, from John's later discussion of 'heavy tails', is that it is much too broad when compared with the standard procedures. The state of the art concerning the Bayesian investigation of hypotheses is described by BASKURT AND EVANS in their recent paper in Bayesian Analysis. In regression situations where there is vague prior knowledge and under appropriate normality assumptions, their procedures are consistent with the usual F, chi-squared, and t-tests, but with weights of evidence which supplement the usual p-values. John seems to be unaware of this.
Vini Fonz As stated, he was just showing, with a simple example, how to fix the intercept at zero in jags.
If I'm not wrong in he's books he works with those concepts you're saying he seems to be unaware of.
Nonetheless I got some very good information about real life procedures from your coments Leonard. Thank you guys for sharing all this knowledge with us!
If I'm not wrong in he's books he works with those concepts you're saying he seems to be unaware of.
Nonetheless I got some very good information about real life procedures from your coments Leonard. Thank you guys for sharing all this knowledge with us!
Thomas Leonard Thank you, I believe however that regression by MCMC should only be employed after the data have been analysed using a standard regression analysis, and then only if there are good practical reasons e.g, the availability of prior information, for using...See More
Thomas Leonard in this case generalised linear models are extremely valuable, and they can be analysed using the Laplacian approximations employed in the INLA package,
Thomas Leonard These applications of Laplacian methods are discussed more fully in my book Bayesian Methods (Cambridge University Press, with John Hsu). Your Masters degree sounds very interesting, Who were your mentors?
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