PC priors for residual correlation parameters in one-factor mixed models

Massimo Ventrucci (), Daniela Cocchi (), Gemma Burgazzi () and Alex Laini ()
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Daniela Cocchi: University of Bologna
Gemma Burgazzi: University of Parma
Alex Laini: University of Parma

Statistical Methods & Applications, 2020, vol. 29, issue 4, No 4, 745-765

Abstract: Abstract Lack of independence in the residuals from linear regression motivates the use of random effect models in many applied fields. We start from the one-way anova model and extend it to a general class of one-factor Bayesian mixed models, discussing several correlation structures for the within group residuals. All the considered group models are parametrized in terms of a single correlation (hyper-)parameter, controlling the shrinkage towards the case of independent residuals (iid). We derive a penalized complexity (PC) prior for the correlation parameter of a generic group model. This prior has desirable properties from a practical point of view: (i) it ensures appropriate shrinkage to the iid case; (ii) it depends on a scaling parameter whose choice only requires a prior guess on the proportion of total variance explained by the grouping factor; (iii) it is defined on a distance scale common to all group models, thus the scaling parameter can be chosen in the same manner regardless the adopted group model. We show the benefit of using these PC priors in a case study in community ecology where different group models are compared.

Keywords: Bayesian mixed models; Group model; One-way anova; INLA; Intra-class correlation; Within group residuals (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10260-019-00501-w

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