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Bayesian Hierarchical Model with Missing Data

A Bayesian hierarchical model with missing data treats unobserved values as additional unknowns and samples them jointly with all model parameters from the posterior. The nested structure of the hierarchy borrows strength across groups, while the Bayesian framework naturally propagates uncertainty from missingness through every estimate and prediction.

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Bayesian Hierarchical Model with Missing Data Imputation

Taksonomisk metoderegister · bayesian / bayesian

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
Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. · ISBN 978-0471183860

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