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Flexible Distributions for Triple-goal Estimates in Two-stage Hierarchical Models by Susan M. Paddock; Greg Ridgeway; Rongheng Lin; Thomas A. Louis is a Mathematics article available to read on EtoBox.

What is Flexible Distributions for Triple-goal Estimates in Two-stage Hierarchical Models about?

Performance evaluations often aim to achieve goals such as obtaining estimates of unit-specific means, ranks, and the distribution of unit-specific parameters. The Bayesian approach provides a powerful way to structure models for achieving these goals. While no single estimate can be optimal for achieving all three inferential goals, the communication and credibility of results will be enhanced by reporting a single estimate that performs well for all three. Triple goal estimates [Shen and Louis, 1998. Triple-goal estimates in two-stage hierarchical models. J. Roy. Statist. Soc. Ser. B 60,[455][456][457][458][459][460][461][462][463][464][465][466][467][468][469][470][471] have this performance and are appealing for performance evaluations. Because triple-goal estimates rely more heavily on the entire distribution than do posterior means, they are more sensitive to misspecification of the population distribution and we present various strategies to robustify triplegoal estimates by using nonparametric distributions. We evaluate performance based on the correctness and efficiency of the robustified estimates under several scenarios and compare empirical Bayes and fully Bayesian appr

Who reads Flexible Distributions for Triple-goal Estimates in Two-stage Hierarchical Models?

Author

Susan M. Paddock; Greg Ridgeway; Rongheng Lin; Thomas A. Louis

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-9473)

Published

2006

Language

EN

Field

Mathematics (Physical Sciences)