Prior distribution elicitation for generalized linear and piecewise-linear models

Garthwaite, Paul H.; Al-Awadhi, Shafeeqah A.; Elfadaly, Fadlalla G. and Jenkinson, David J. (2013). Prior distribution elicitation for generalized linear and piecewise-linear models. Journal of Applied Statistics, 40(1) pp. 59–75.

DOI: https://doi.org/10.1080/02664763.2012.734794

Abstract

An elicitation method is proposed for quantifying subjective opinion about the regression coefficients of a generalized linear model. Opinion between a continuous predictor variable and the dependent variable is modelled by a piecewise-linear function, giving a flexible model that can represent a wide variety of opinion. To quantify his or her opinions, the expert uses an interactive computer program, performing assessment tasks that involve drawing graphs and bar-charts to specify medians and other quantiles. Opinion about the regression coefficients is represented by a multivariate normal distribution whose parameters are determined from the assessments. It is practical to use the procedure with models containing a large number of parameters. This is illustrated through practical examples and the benefit from using prior knowledge is examined through cross-validation.

Viewing alternatives

Look up in Google Scholar

Metrics

Public Attention

Altmetrics from Altmetric

Number of Citations

Citations from Dimensions
No digital document available to download for this item

Item Actions

Export

About

CORE (COnnecting REpositories)

Recommendations