A similarity-weighted informative prior distribution for Bayesian multiple regression models

  • Specifying accurate informative prior distributions is a question of carefully selecting studies that comprise the body of comparable background knowledge. Psychological research, however, consists of studies that are being conducted under different circumstances, with different samples and varying instruments. Thus, results of previous studies are heterogeneous, and not all available results can and should contribute equally to an informative prior distribution. This implies a necessary weighting of background information based on the similarity of the previous studies to the focal study at hand. Current approaches to account for heterogeneity by weighting informative prior distributions, such as the power prior and the meta-analytic predictive prior are either not easily accessible or incomplete. To complicate matters further, in the context of Bayesian multiple regression models there are no methods available for quantifying the similarity of a given body of background knowledge to the focal study at hand. Consequently, the purpose of this study is threefold. We first present a novel method to combine the aforementioned sources of heterogeneity in the similarity measure ω. This method is based on a combination of a propensity-score approach to assess the similarity of samples with random- and mixed-effects meta-analytic models to quantify the heterogeneity in outcomes and study characteristics. Second, we show how to use the similarity measure ω as a weight for informative prior distributions for the substantial parameters (regression coefficients) in Bayesian multiple regression models. Third, we investigate the performance and the behavior of the similarity-weighted informative prior distribution in a comprehensive simulation study, where it is compared to the normalized power prior and the meta-analytic predictive prior. The similarity measure ω and the similarity-weighted informative prior distribution as the primary results of this study provide applied researchers with means to specify accurate informative prior distributions.
Metadaten
Author:Christoph KönigORCiDGND
URN:urn:nbn:de:hebis:30:3-612511
DOI:https://doi.org/10.3389/fpsyg.2021.614236
ISSN:1664-1078
Parent Title (English):Frontiers in psychology
Publisher:Frontiers Research Foundation
Place of publication:Lausanne
Document Type:Article
Language:English
Date of Publication (online):2021/05/11
Date of first Publication:2021/05/11
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Release Date:2021/06/30
Tag:Bayesian multiple regression; comparability; heterogeneity; informative prior distributions; prior information; similarity
Volume:12
Issue:art. 614236
Page Number:11
First Page:1
Last Page:11
HeBIS-PPN:481864326
Institutes:Psychologie und Sportwissenschaften
Dewey Decimal Classification:1 Philosophie und Psychologie / 15 Psychologie / 150 Psychologie
Sammlungen:Universitätspublikationen
Open-Access-Publikationsfonds:Psychologie und Sportwissenschaften
Licence (German):License LogoCreative Commons - Namensnennung 4.0