在贝叶斯更新中使用元分析结果:空单元格问题

Using Meta-Analysis Results in Bayesian Updating: The Empty-Cell Problem

Journal of Business & Economic Statistics · 1992
被引 14
人大 AABS 4

中文导读

指出在贝叶斯估计中,使用元分析结果作为先验信息时,由于元分析设计中存在大量空单元格,会导致先验有偏,并发现设计简化是产生无偏先验的优选方案。

Abstract

Bayesian estimation incorporating prior information has been a popular approach to gaining estimation efficiency. Although prior information can take a variety of forms, generalizations derived from meta-analyses have been suggested as being useful. This article shows that these priors can be problematic in light of the many empty cells observed in meta-analysis designs. Design reduction, which gives rise to an unbiased prior, is found to be the preferred solution.

贝叶斯更新元分析空单元格问题设计缩减