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Statistics
Bayesian Statistics
1. Foundations of Bayesian Inference
2. Single-Parameter Models
3. Multi-Parameter Models
4. Bayesian Computation
5. MCMC Algorithms
6. Hierarchical Models
7. Model Checking and Selection
8. Bayesian Regression Models
9. Advanced Topics
Hierarchical Models
The Concept of Pooling
No Pooling
Separate Models for Each Group
Independent Analysis
Limitations and Inefficiencies
Complete Pooling
Single Model for All Data
Ignoring Group Structure
When Appropriate
Partial Pooling
Hierarchical Modeling Approach
Borrowing Strength
Shrinkage Effects
Structure of Hierarchical Models
Multi-Level Architecture
Data Level
Observed Data and Likelihood
Within-Group Variation
Parameter Level
Group-Level Parameters
Between-Group Variation
Hyperparameter Level
Priors on Group-Level Parameters
Population-Level Parameters
Hyperprior Level
Priors on Hyperparameters
Model Specification Completion
Mathematical Formulation
Conditional Independence Structure
Exchangeability
De Finetti's Theorem
Hierarchical Likelihood
Advantages of Hierarchical Modeling
Borrowing Strength Across Groups
Improved Estimates for Small Groups
Shrinkage Toward Population Mean
Modeling Complex Data Structures
Nested Structures
Crossed Random Effects
Handling Unbalanced Data
Uncertainty Propagation
Multiple Levels of Uncertainty
Proper Uncertainty Quantification
Common Hierarchical Models
Normal Hierarchical Model
Model Specification
Conjugate Analysis
Shrinkage Properties
Binomial Hierarchical Model
Beta-Binomial Structure
Overdispersion Modeling
Poisson Hierarchical Model
Gamma-Poisson Structure
Count Data Applications
Example Applications
The Eight Schools Model
Model Specification
Educational Testing Context
Interpretation of Results
Lessons Learned
Meta-Analysis
Combining Study Results
Between-Study Heterogeneity
Longitudinal Data Analysis
Repeated Measures
Individual Growth Curves
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5. MCMC Algorithms
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7. Model Checking and Selection