Hello everyone, I'm working on a set of lecture notes for my multilevel modeling courses and I'm trying to track down papers on random effects shrinkage. Specifically, if you know of anything that contrasts fully bayesian hierarchical models to empirical bayes shrinkage to unbiased or unregularized random effects without partial pooling that would be extremely helpful. Anything on the subject at all would be great though! Thanks!
empirical bayes shrinkage
3 messages · Poe, John, Andrew Robinson, Phillip Alday
Geoff Robinson?s ?That BLUP is a good thing? statistical science IIRC should not be missed! Andrew -- Andrew Robinson Director, CEBRA, School of BioSciences Reader & Associate Professor in Applied Statistics Tel: (+61) 0403 138 955 School of Mathematics and Statistics Fax: (+61) 03 8344 4599 University of Melbourne, VIC 3010 Australia Email: apro at unimelb.edu.au Website: http://cebra.unimelb.edu.au/
From: R-sig-mixed-models <r-sig-mixed-models-bounces at r-project.org> on behalf of John Poe <jdpoe223 at gmail.com>
Sent: Saturday, September 14, 2019 8:33:49 AM
To: r-sig-mixed-models at r-project.org <r-sig-mixed-models at r-project.org>
Subject: [R-sig-ME] empirical bayes shrinkage
Sent: Saturday, September 14, 2019 8:33:49 AM
To: r-sig-mixed-models at r-project.org <r-sig-mixed-models at r-project.org>
Subject: [R-sig-ME] empirical bayes shrinkage
Hello everyone,
I'm working on a set of lecture notes for my multilevel modeling courses
and I'm trying to track down papers on random effects shrinkage.
Specifically, if you know of anything that contrasts fully bayesian
hierarchical models to empirical bayes shrinkage to unbiased or
unregularized random effects without partial pooling that would be
extremely helpful. Anything on the subject at all would be great though!
Thanks!
[[alternative HTML version deleted]]
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Have you looked at the PyMC3 documentation? e.g. https://docs.pymc.io/notebooks/hierarchical_partial_pooling.html https://docs.pymc.io/notebooks/multilevel_modeling.html
On 14/09/2019 00:33, John Poe wrote:
Hello everyone, I'm working on a set of lecture notes for my multilevel modeling courses and I'm trying to track down papers on random effects shrinkage. Specifically, if you know of anything that contrasts fully bayesian hierarchical models to empirical bayes shrinkage to unbiased or unregularized random effects without partial pooling that would be extremely helpful. Anything on the subject at all would be great though! Thanks! [[alternative HTML version deleted]]
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