Elicitation of prior distributions
Theme: Bayesian Statistics
Web: Permalink to this page
This website provides
links to Prior Elicitation Graphical S. Muloftware
(PEGS) for quantifying
expert opinion as a prior distribution.
Computer
firewalls
can make it difficult to download executable files. For this reason
each
program is given in four forms – hopefully you will be able to access
at least
one of them. The forms are:
- A .jar file (open
with Java).
- A windows
executable file (firewalls typically block this).
- A windows
executable file with its extension changed from .exe to .exd. This file
should be saved to your computer and its extension changed back to .exe
so that it can be run.
- A windows
executable file saved as win.zip file. Save the file to your computer
and then unzip it – it has been encrypted with a password. (Currently
you should be able to download this form.)
The
software is
written in Java and is distributed under the GNU
General Public
License.
The
software
outputs prior distributions in a format suitable for use in the
Bayesian
software WinBUGS, available from http://www.mrc-bsu.cam.ac.uk/bugs/
The
output is also
given in R/S-plus format. If you need to download R it is available at http://www.r-project.org/.
If
you find any
bugs please let us know, likewise suggestions for improvement.
For
more
information please contact Fadlalla Elfadaly or Paul
Garthwaite.
1. Generalized Linear Models
PEGS-GLM
This
program
implements methodology for assessing a subjective (personal opinion)
distribution for the parameters of a generalised piecewise-linear
model.
Opinion about regression coefficients is modelled by a multivariate
normal
distribution. The program includes a procedure for quantifying opinion
about
the error variance in a normal linear model.
Software
Available
for
download from this page are:
- A stand-alone copy of the software (Version
2.0), in the form of an executable jar file.
- A Windows executable file (Version 2.0)
(.exe)
- A Windows executable file (Version 2.0)
(.exd)
- A Windows executable file (Version 2.0)
(.zip), Password: PEGS-GLM.
- Source
code for the software (Version 2.0)
For any of the executable files, just
save it anywhere on
your machine; then run by the usual double clicking.
User
Guide: Download
User Guide.
Papers
Elfadaly,
F. and
Garthwaite, P. H. (2011). Eliciting a prior distribution for
the error
variance in normal linear models. Technical Report 2011/07,
Department of
Mathematics and Statistics, Open University, UK.
Garthwaite,
P. H.,
Al-Awadhi, S. A., Elfadaly, F. and Jenkinson, D. J.
(2011). Prior
distribution elicitation for generalized linear and piecewise-linear
models.
Submitted for publication.
2. Multinomial Models for
Categorical Data
PEGS-Multinomial
This
program
implements methodology for assessing a subjective (personal opinion)
distribution for the parameters of a multinomial model. Opinion about
multinomial probabilities is modelled by a probability
distribution that
satisfies the laws of probability. There is some choice as to the form
of
distribution that will be used to represent your
opinion. Specifically,
the following forms of distribution may be used to represent your
opinion: 1-
Dirichlet distribution, 2- Generalized Dirichlet
distribution, 3-
Gaussian copula prior distribution, 4- Logistic normal prior.
PEGS-Multinomial combines PEGS-Dirichlet, PEGS-Copula and PEGS-Logistic.
Software
Available
for
download from this page are:
- A stand-alone copy of the software (Version
1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0)
(.exe)
- A Windows executable file (Version 1.0)
(.exd)
- A Windows executable file (Version 1.0)
(.zip), Password: Multinomial.
- Source
code for the software (Version 1.0)
For any of the executable files, just
save it anywhere on
your machine; then run by the usual double clicking.
User Guide:
Download
User Guide.
Papers
Elfadaly, F. G. and Garthwaite, P. H.
(2012). On eliciting
some prior distributions for multinomial models. In
preparation. Download
Elfadaly, F. G. and Garthwaite, P. H. (2012). On eliciting
logistic normal
priors for multinomial models. In preparation. Download
PEGS-Dirichlet
This
program
implements methodology for assessing a subjective (personal opinion)
distribution for the parameters of a multinomial model. Opinion about
multinomial probabilities is modelled by a Dirichlet and/or a
generalized
Dirichlet prior distribution.
PEGS-Dirichlet
forms part of PEGS-Multinomial.
Software
Available
for
download from this page are:
- A stand-alone copy of the software (Version
1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0)
(.exe)
- A Windows executable file (Version 1.0)
(.exd)
- A Windows executable file (Version 1.0)
(.zip), Password: Dirichlet.
- Source
code for the software (Version 1.0)
For any of the executable files, just
save it anywhere on
your machine; then run by the usual double clicking.
User
Guide: Download
User Guide.
Papers
Elfadaly, F. G. and Garthwaite, P. H.
(2012).
On eliciting
some prior distributions for multinomial models. In
preparation.
Download
PEGS-Copula
This program
implements methodology for assessing a subjective (personal opinion)
distribution for the parameters of a multinomial model. Opinion about
multinomial probabilities is modelled by a Gaussian Copula prior
distribution.
PEGS-Copula
forms
part of PEGS-Multinomial.
Software
Available
for download
from this page are:
- A stand-alone copy of the software (Version
1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0)
(.exe)
- A Windows executable file (Version 1.0)
(.exd)
- A Windows executable file (Version 1.0)
(.zip), Password: GaCopula.
- Source
code for the software (Version 1.0)
For any of the executable files, just
save it anywhere on
your machinel; then run by the usual double clicking.
User
Guide: Download
User Guide.
Papers
Elfadaly, F. G. and Garthwaite, P. H.
(2012).
On eliciting
some prior distributions for multinomial models. In
preparation.
Download
PEGS-Logistic
This program implements methodology for assessing a subjective
(personal
opinion) distribution for the parameters of a multinomial model.
Opinion about
multinomial probabilities is modelled by a logistic normal
distribution.
PEGS-Logistic
forms part of PEGS-Multinomial.
Software
Available
for
download from this page are:
- A stand-alone copy of the software (Version
1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0)
(.exe)
- A Windows executable file (Version 1.0)
(.exd)
- A Windows executable file (Version 1.0)
(.zip), Password: Logistic.
- Source
code for the software (Version 1.0)
For any of the executable files, just
save it anywhere on
your machine; then run by the usual double clicking.
User
Guide: Download
User Guide.
Papers
Elfadaly, F. G. and Garthwaite, P. H. (2012).
On
eliciting
logistic normal priors for multinomial models. In
preparation.
Download