Partial pooling 2026-10-06
Partial pooling estimates related local parameters jointly through shared hyperparameters. Each local Bayesian posterior balances its own likelihood function against a group prior distribution, with stronger shrinkage when its data are weak or the group variation is small. It lies between forcing all local parameters to be equal and estimating them independently. Random-effects meta-analysis is an important application.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 35 4 d Solution Created 2026-10-03 Updated 2026-10-06
Calling the effects exchangeable random variables means that their joint prior distribution is unchanged by permuting study labels. In a hierarchical Bayesian model, conditional independent draws achieve this, and integrating shared hyperparameters induces dependence between studies. This permits partial pooling without asserting that all effects are identical.
The assumption is reasonable when the studies concern comparable treatments, populations, outcomes and follow-up, and no known study characteristic gives one effect a systematically different prior center. Relevant differences can instead enter a linear regression for study effects, after which the residual effects may be exchangeable. The numerical table counts deaths, so its event probabilities are mortality probabilities and indicates a lower mortality odds ratio. Interpreting those counts as beneficial responses would reverse the clinical meaning.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 35 4 g Solution Created 2026-10-03 Updated 2026-10-06
For the common Bayesian deviance convention used in all three models,Here
Dhat is , an at-posterior-mean fit measure, and is an effective parameter count. The independent model's Dhat of 53.1 is almost identical to the exchangeable model's 53.2; both improve on the common model's 57.8. The common model's corresponds to six intercepts plus one shared effect. Independence uses roughly twelve effective parameters. Partial pooling reduces the exchangeable model's effective complexity to about 8.7 while retaining nearly the same fitted likelihood function as independence.The exchangeable model has the lowest reported DIC, but the common model is competitive. Their difference is only about 1.3, whereas independence is worse by about 6.3. The deviance information criterion measures penalized fit for a predictive comparison, not model posterior probabilities, and these numbers do not establish overwhelming evidence for heterogeneity. The displayed exchangeable is , rather than the printed 70.5; rounding of the underlying values can account for a tenth and does not change this interpretation.
Student t random-effect model 2026-10-06
A Student t random-effect model assigns Student's t-distributions to exchangeable study effects, allowing heavier tails than a normal distribution hierarchy. An equivalent Gaussian scale mixture is , , with independent latent draws. For the variance is , so is a scale rather than a standard deviation. Small latent precisions weaken shrinkage for atypical studies while retaining partial pooling for the rest.