Rgbp: Hierarchical Modeling and Frequency Method Checking on Overdispersed Gaussian, Poisson, and Binomial Data

We utilize approximate Bayesian machinery to fit two-level conjugate hierarchical models on overdispersed Gaussian, Poisson, and Binomial data and evaluates whether the resulting approximate Bayesian interval estimates for random effects meet the nominal confidence levels via frequency coverage evaluation. The data that Rgbp assumes comprise observed sufficient statistic for each random effect, such as an average or a proportion of each group, without population-level data. The approximate Bayesian tool equipped with the adjustment for density maximization produces approximate point and interval estimates for model parameters including second-level variance component, regression coefficients, and random effect. For the Binomial data, the package provides an option to produce posterior samples of all the model parameters via the acceptance-rejection method. The package provides a quick way to evaluate coverage rates of the resultant Bayesian interval estimates for random effects via a parametric bootstrapping, which we call frequency method checking.

AuthorJoseph Kelly, Hyungsuk Tak, and Carl Morris
Date of publication2016-01-13 18:15:21
MaintainerJoseph Kelly <josephkelly@post.harvard.edu>
LicenseGPL-2
Version1.1.1

View on CRAN

Functions

baseball Man page
br Man page
BRAlphaBetaEst2ndLevelMeanUnknown Man page
BRAlphaEst2ndLevelMeanKnown Man page
BRAR Man page
BRAR2ndLevelMeanKnown Man page
BRInitialValue2ndLevelMeanKnown Man page
BRInitialValue2ndLevelMeanUnknown Man page
BRPosteriorEst2ndLevelMeanKnown Man page
BRPosteriorEst2ndLevelMeanUnknown Man page
BRShrinkageEst Man page
coverage Man page
coverage.plot Man page
derval Man page
gbp Man page
gr Man page
gr.cp.to.dp Man page
gr.ll.muknown Man page
gr.ll.muunknown Man page
hospital Man page
plot.gbp Man page
pr Man page
PRAlphaBetaEst2ndLevelMeanUnknown Man page
PRAlphaEst2ndLevelMeanKnown Man page
PRInitialValue2ndLevelMeanKnown Man page
PRInitialValue2ndLevelMeanUnknown Man page
print.gbp Man page
print.summary.gbp Man page
PRPosteriorEst2ndLevelMeanKnown Man page
PRPosteriorEst2ndLevelMeanUnknown Man page
PRShrinkageEst Man page
Rgbp Man page
Rgbp-package Man page
schools Man page
summary.gbp Man page
tr Man page

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