Bayesian Data Analysis, Third Edition, 3rd Edition

Chapter 5

Hierarchical models

Many statistical applications involve multiple parameters that can be regarded as related or connected in some way by the structure of the problem, implying that a joint probability model for these parameters should reflect their dependence. For example, in a study of the effectiveness of cardiac treatments, with the patients in hospital j having survival probability θ_j, it might be reasonable to expect that estimates of the θ_j’s, which represent a sample of hospitals, should be related to each other. We shall see ...