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

Author

Listed:
  • Massimo Ventrucci

    (University of Bologna)

  • Daniela Cocchi

    (University of Bologna)

  • Gemma Burgazzi

    (University of Parma)

  • Alex Laini

    (University of Parma)

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.

Suggested Citation

  • Massimo Ventrucci & Daniela Cocchi & Gemma Burgazzi & Alex Laini, 2020. "PC priors for residual correlation parameters in one-factor mixed models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 745-765, December.
  • Handle: RePEc:spr:stmapp:v:29:y:2020:i:4:d:10.1007_s10260-019-00501-w
    DOI: 10.1007/s10260-019-00501-w
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    References listed on IDEAS

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