作者
Joseph G Ibrahim, Ming-Hui Chen, Debajyoti Sinha
发表日期
2003/3/1
期刊
Journal of the American Statistical Association
卷号
98
期号
461
页码范围
204-213
出版商
Taylor & Francis
简介
The power prior is a useful general class of priors that can be used for arbitrary classes of regression models, including generalized linear models, generalized linear mixed models semiparametric survival models with censored data, frailty models, multivariate models, and nonlinear models. The power prior specification for the regression coefficients focuses on observable quantities in that the elicitation is based on historical data, D0, and a scalar quantity, a0, quantifying the heterogeneity between the current data, D, and the historical data D0. The power prior distribution is then constructed by raising the likelihood function of the historical data to the power a0, where 0 ≤ a0 ≤ 1. The scalar a0 is a precision parameter that can be viewed as a measure of compatibility between the historical and current data. In this article we give a formal justification of the power prior and show that it is an optimal class of …
引用总数
2004200520062007200820092010201120122013201420152016201720182019202020212022202320243333965334587855777138
学术搜索中的文章
JG Ibrahim, MH Chen, D Sinha - Journal of the American Statistical Association, 2003