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

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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.

Author
Joseph Kelly, Hyungsuk Tak, and Carl Morris
Date of publication
2016-01-13 18:15:21
Maintainer
Joseph Kelly <josephkelly@post.harvard.edu>
License
GPL-2
Version
1.1.1

View on CRAN

Man pages

baseball
Baseball Data
coverage
Estimating Coverage Probability
coverage.plot
Drawing the coverage plot
gbp
Fitting Gaussian, Poisson, and Binomial Hierarchical Models
gbp-internal
Internal 'gbp' functions
hospital
Thirty-one Hospital Data
plot.gbp
Drawing Shrinkage and Posterior Interval Plots
print.gbp
Displaying 'gbp' Class
print.summary.gbp
Displaying 'summary.gbp' Class
Rgbp-package
Hierarchical Modeling and Frequency Method Checking on...
schools
Eight Schools Data
summary.gbp
Summarizing Estimation Result

Files in this package

Rgbp
Rgbp/NAMESPACE
Rgbp/data
Rgbp/data/baseball.RData
Rgbp/data/hospital.RData
Rgbp/data/schools.RData
Rgbp/R
Rgbp/R/pr.R
Rgbp/R/coverage.R
Rgbp/R/gr.R
Rgbp/R/gbp.R
Rgbp/R/br.R
Rgbp/MD5
Rgbp/DESCRIPTION
Rgbp/man
Rgbp/man/print.gbp.Rd
Rgbp/man/print.summary.gbp.Rd
Rgbp/man/coverage.Rd
Rgbp/man/Rgbp-package.Rd
Rgbp/man/schools.Rd
Rgbp/man/hospital.Rd
Rgbp/man/gbp.Rd
Rgbp/man/baseball.Rd
Rgbp/man/plot.gbp.Rd
Rgbp/man/coverage.plot.Rd
Rgbp/man/gbp-internal.Rd
Rgbp/man/summary.gbp.Rd