Journal article
Approximate methods for assessing influence and sensitivity in Bayesian analysis
Biometrika, Vol.76(4), pp.663-674
12/1989
DOI: 10.1093/biomet/76.4.663
Abstract
We use asymptotic approximations to posterior expectations in deriving diagnostics for case influence and prior sensitivity. We obtain an easily-interpreted expression for the change in posterior expectation following perturbation of the problem, which also produces a useful interpretation of the likelihood displacement discussed by Cook & Weisberg (1982). In addition, we propose two simple diagnostics of posterior nonnor mality. The leukaemia data analysed by Feigl & Zelen (1965) are used to illustrate the diagnostic measures we discuss.
Details
- Title: Subtitle
- Approximate methods for assessing influence and sensitivity in Bayesian analysis
- Creators
- ROBBERT E Kass - Carnegie Mellon UniversityLUKE Tierney - University of MinnesotaJOSEPH B Kadane - Carnegie Mellon University
- Resource Type
- Journal article
- Publication Details
- Biometrika, Vol.76(4), pp.663-674
- Publisher
- Oxford University Press
- DOI
- 10.1093/biomet/76.4.663
- ISSN
- 0006-3444
- eISSN
- 1464-3510
- Language
- English
- Date published
- 12/1989
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257628202771
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