Discussion on “Predictively consistent prior effective sample sizes,” by Beat Neuenschwander, Sebastian Weber, Heinz Schmidli, and Anthony O'Hagan
Gary L. Rosner and
Peter Müller
Biometrics, 2020, vol. 76, issue 2, 599-601
Abstract:
Neuenschwander et al. address a seemingly easy but often complicated problem in applied Bayesian methodology. We discuss some issues that relate to the question of why one might care about the effective sample size (ESS) in a Bayesian model and the motivation for reporting the ESS.
Date: 2020
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