Quanti cation of empirical determinacy: the impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA

Sona Hunanyan, Haavard Rue, Martyn Plummer, Malgorzata Roos

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Abstract

The popular Bayesian meta-analysis expressed by the normal-normal hierarchical model synthesizes knowledge from several studies and is highly rele-vant in practice. The normal-normal hierarchical model is the simplest Bayesian hierarchical model, but illustrates problems typical in more complex Bayesian hierarchical models. Until now, it has been unclear to what extent the data deter- mines the marginal posterior distributions of the parameters in the normal-normal hierarchical model. To address this issue we computed the second derivative of the Bhattacharyya coe cient with respect to the weighted likelihood. This quan-tity, which we de ne as the total empirical determinacy (TED), can be written as the sum of two terms: the empirical determinacy of location (EDL), and the empirical determinacy of spread (EDS). We implemented this method in the R package ed4bhm and considered two case studies and one simulation study. We quanti ed TED, EDL and EDS under di erent modeling conditions such as model parametrization, the primary outcome, and the prior. This clari es to what extent the location and spread of the marginal posterior distributions of the parameters are determined by the data. Although these investigations focused on Bayesian normal-normal hierarchical model, the method proposed is applicable more gen-erally to complex Bayesian hierarchical models.
Original languageEnglish (US)
JournalBayesian Analysis
StatePublished - Sep 24 2021

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