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| ベイズ階層線形モデル× | ベイズ混合効果モデル× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2006 | 1990s–2000s (modern Bayesian MCMC era) |
| 提唱者≠ | Gelman & Hill (2006); Raudenbush & Bryk (2002) for frequentist HLM; Bayesian treatment consolidated by Gelman et al. | Gelman, Hill, and the broader Bayesian hierarchical modeling tradition |
| 種類≠ | Bayesian multilevel linear model | Bayesian regression model |
| 原典≠ | Gelman, A., & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. ISBN: 978-0521686891 | Gelman, A., & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. ISBN: 978-0521686891 |
| 別名 | Bayesian HLM, Bayesian multilevel linear model, Bayesian random-effects linear model, Bayes hierarchical regression | Bayesian multilevel model, Bayesian random effects model, Bayesian LME, Bayesian hierarchical mixed model |
| 関連 | 5 | 5 |
| 概要≠ | The Bayesian Hierarchical Linear Model (Bayesian HLM) estimates linear relationships in nested or clustered data by placing prior distributions on all model parameters and updating them with observed data. It simultaneously models variation within groups and between groups, propagating uncertainty fully through posterior distributions rather than relying on asymptotic approximations. | The Bayesian mixed effects model extends the classical mixed effects framework by placing prior distributions on all parameters — fixed effects, random effect variances, and residual variance — and updating them with data to produce full posterior distributions. This provides coherent uncertainty quantification for both population-level and group-level effects simultaneously. |
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