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| 階層ベイズ推論× | 混合効果モデル× | |
|---|---|---|
| 分野≠ | ベイズ | 統計学 |
| 系統≠ | Bayesian methods | Regression model |
| 提唱年≠ | 1972 (Lindley & Smith); consolidated 1995–2013 | 1982 |
| 提唱者≠ | Lindley & Smith; Gelman et al. | Laird & Ware |
| 種類≠ | Bayesian multilevel model | Mixed effects regression |
| 原典≠ | Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955 | Laird, N. M., & Ware, J. H. (1982). Random-effects models for longitudinal data. Biometrics, 38(4), 963–974. DOI ↗ |
| 別名 | multilevel Bayesian modeling, Bayesian hierarchical model, nested Bayesian model, partial pooling model | LME, LMM, mixed model, random effects model |
| 関連≠ | 6 | 4 |
| 概要≠ | Hierarchical Bayesian inference is a probabilistic modeling framework that organises parameters into levels, placing priors on the group-level parameters and hyperpriors on the parameters governing those priors. It enables partial pooling of information across groups, balancing the extremes of treating each group as independent or merging them into a single estimate. | A mixed effects model (or linear mixed model) extends ordinary regression by including both fixed effects — population-level parameters shared by all observations — and random effects that capture subject-, group-, or cluster-level variability. It is the standard tool for repeated-measures, longitudinal, and multilevel data where observations within the same unit are correlated. |
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