# Questions tagged [empirical-bayes]

Procedures for statistical inference in which the prior distribution is estimated from the data.

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34 views

### How to combine priors for empirical bayes

I am trying to estimate $Z_{i} = P(Y=1 | A=a_{i}, B = b_{i}, C =c_{i})$ using something like empirical Bayes as in http://varianceexplained.org/r/empirical_bayes_baseball/ aggregating a massive amount ...
1 vote
27 views

### Which marginal likelihood is maximized in empirical Bayes?

I am reading up on empirical Bayes, and I am finding it really hard to understand what exactly is going on. As far as I understand, it is based on maximizing the marginal likelihood of the data (so ...
49 views

### Why Are Empirical Bayes Methods Not Considered "Controversial"? [duplicate]

I was reading about Empirical Bayesian Methods and came across the following: My Question: As this text explains, I have often heard that the priors used in Bayesian Methods should be decided prior ...
1 vote
58 views

### Empirical bayes estimation of variograms for multiple variables

I am looking to estimate variograms, or spatial correlation matrices on all columns of a data matrix $\mathbf{X}_{n\times p}$ with $p>n$. The matrix of spatial coordinates $\mathbf{Y}_{n\times 2}$ ...
1 vote
25 views

### Empirical Bayes prediction

I've been working with a GLMM in SAS. Using the proc GLIMMIX procedure, I've extracted the EB estimates of the random-effects. I was looking into empirical Bayes estimates and their predictive power. ...
16 views

### False Discovery Rate From Posterior Samples of Bayesian Models

This is likely a naive question but here goes. There are a number of papers on Bayesian FDR (Efron/Efron and Tibshirani) etc. All of these models seem to assume that the score(p value or z values, or ...
30 views

### How to manually adjust predicted probabilities from lm based on prior lognormal distribution parameters?

@drob showed a great example of adjusting batting averages using a beta-based prior distribution. He used a prior calculated Beta distribution to adjust batting averages individually, and it’s as ...
95 views

### Is empirical Bayes estimation still possible without common parameters?

In An Introduction to Empirical Bayes Data Analysis by George Casella (1985), it is given that \begin{align} X|\theta &\sim N(\theta,\sigma^2) \\ \theta &\sim N(\mu,\tau^2) \\ \theta|X &\...
107 views

### Is empirical Bayes an iterative scheme?

From the Wikipedia article on the empirical Bayes method (emphasis mine): In, for example, a two-stage hierarchical Bayes model, observed data $y=\{y_{1},y_{2},\dots ,y_{n}\}$ are assumed to be ...
21 views

### Impact of # of Level 1 units on Level 3 Empirical Bayes Estimates

I'm in the midst of fitting a multi-level model using longitudinal data (specifically, working with the Current Population Survey). The model consists of monthly survey waves nested in individuals ...
1 vote