Bayesian Computation with R Hierarchical Modeling推荐.pdfVIP

7 Hierarchical Modeling 7.1 Introduction In this chapter, we illustrate the use of R to summarize an exchangeable hierarchical model. We begin by giving a brief introduction to hierarchical modeling. Then we consider the simultaneous estimation of the true mortal- ity rates from heart transplants for a large number of hospitals. Some of the individual estimated mortality rates are based on limited data, and it may be desirable to combine the individual rates in some way to obtain more accurate estimates. We describe a two-stage model, a mixture of gamma distributions, to represent prior beliefs that the true mortality rates are exchangeable. We describe the use of R to simulate from the posterior distribution. We first use contour graphs and simulation to learn about the posterior distribution of the hyperparameters. Once we simulate hyperparameters, we can simulate from the posterior distributions of the true mortality rates from gamma distribu- tions. We conclude by illustrating how the simulation of the joint posterior can be used to perform different types of inferences in the heart transplant application. 7.2 Three Examples In many statistical problems, we are interested in learning about many pa- rameters that are connected in some way. To illustrate, consider the following three problems described in this chapter and the chapters to follow. 1. Simultaneous estimation of hospital mortality rates In the main example of this chapter, one is interested in learning about the mortality rates due to heart transplant surgery for 94 hospitals. Each hospital has a true mortality rate λi , and so one wishes to simultaneously estimate the 94 rates λ1 , ..., λ94 . It is reasonable to believe a priori that the true rates are similar in size, which implies a dependence structure J. Albert, Bayesian Computatio