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| ベイズ混合効果モデル× | 階層線形モデル(HLM)× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1990s–2000s (modern Bayesian MCMC era) | 1992 |
| 提唱者≠ | Gelman, Hill, and the broader Bayesian hierarchical modeling tradition | Bryk & Raudenbush |
| 種類≠ | Bayesian regression model | Multilevel linear regression |
| 原典≠ | Gelman, A., & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. ISBN: 978-0521686891 | Raudenbush, S. W., & Bryk, A. S. (2002). Hierarchical Linear Models: Applications and Data Analysis Methods (2nd ed.). Sage Publications. ISBN: 978-0761919049 |
| 別名 | Bayesian multilevel model, Bayesian random effects model, Bayesian LME, Bayesian hierarchical mixed model | HLM, multilevel linear model, nested data model, random coefficient model |
| 関連≠ | 5 | 4 |
| 概要≠ | 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. | The Hierarchical Linear Model (HLM) is a multilevel regression method designed for data in which lower-level units (e.g., students, patients) are nested within higher-level groups (e.g., schools, hospitals). It simultaneously models within-group relationships and between-group variation, producing unbiased estimates and correct standard errors that ordinary regression cannot provide for nested data. |
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