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Publication Details
AFRICAN RESEARCH NEXUS
SHINING A SPOTLIGHT ON AFRICAN RESEARCH
decision sciences
Prior distribution elicitation for generalized linear and piecewise-linear models
Journal of Applied Statistics, Volume 40, No. 1, Year 2013
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Description
An elicitation method is proposed for quantifying subjective opinion about the regression coefficients of a generalized linear model. Opinion between a continuous predictor variable and the dependent variable is modelled by a piecewise-linear function, giving a flexible model that can represent a wide variety of opinion. To quantify his or her opinions, the expert uses an interactive computer program, performing assessment tasks that involve drawing graphs and bar-charts to specify medians and other quantiles. Opinion about the regression coefficients is represented by a multivariate normal distribution whose parameters are determined from the assessments. It is practical to use the procedure with models containing a large number of parameters. This is illustrated through practical examples and the benefit from using prior knowledge is examined through cross-validation. © 2013 Copyright Taylor and Francis Group, LLC.
Authors & Co-Authors
Garthwaite, Paul H.
United Kingdom, Milton Keynes
The Open University
Alawadhi, Shafiqah
Kuwait, Kuwait City
Kuwait University
Elfadaly, Fadlalla G.
United Kingdom, Milton Keynes
The Open University
Jenkinson, David J.
United Kingdom, Birmingham
University of Birmingham
Statistics
Citations: 32
Authors: 4
Affiliations: 3
Identifiers
Doi:
10.1080/02664763.2012.734794
ISSN:
02664763
e-ISSN:
13600532