Empirical Bayes and mixed effects modeling - are these the same thing?
They are very related and, depending on how you were trained to view the material, mixed effects models are a subset of EB. Random effects are usually (almost always) estimated with shrinkage which is directly related to EB. In a lot of the software the connection is made very explicit when estimating random effects in nonlinear models because they are called empirical bayes means or emperical bayes modes instead of BLUP's (which don't exist in that context). Richard McElreath does a great job in his book/lectures making these points in terms of bayesian shrinkage but the logic holds here just the same. https://youtu.be/yakg94HyWdE
On Feb 3, 2018 9:27 AM, "Joshua Rosenberg" <jrosen at msu.edu> wrote:
Hi all, I have been curious about the similarities and differences between Empirical Bayes and mixed effects modeling approaches. The Wikipedia page <https://en.wikipedia.org/wiki/Empirical_Bayes_method> for Empirical Bayes, for instance, says "Empirical Bayes methods are procedures for statistical inference in which the prior distribution is estimated from the data. This approach stands in contrast to standard Bayesian methods, for which the prior distribution is fixed before any data are observed. Despite this difference in perspective, empirical Bayes may be viewed as an approximation to a fully Bayesian treatment of a hierarchical model wherein the parameters at the highest level of the hierarchy are set to their most likely values, instead of being integrated out." This sounds a lot like a mixed effects model, wherein the grand mean / variance for the outcome represents the prior for the random effects predictions. Are these the same thing? Just a curiosity and I had trouble finding helpful answers after look elsewhere. Josh -- Joshua Rosenberg, Ph.D. Candidate Educational Psychology ?&? Educational Technology Michigan State University http://jmichaelrosenberg.com _______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models