JSM 2005 - Toronto

Abstract #302527

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 204
Type: Invited
Date/Time: Tuesday, August 9, 2005 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #302527
Title: Partial Pooling of Interactions
Author(s): Andrew Gelman*+ and Samantha R. Cook and Shouhao Zhao
Companies: Columbia University and Columbia University and Columbia University
Address: Department of Statistics, New York, NY, 10027,
Keywords: hierarchical model ; interaction ; Bayesian inference ; ANOVA
Abstract:

In a multiway analysis of variance setting, the number of possible predictors can be huge. Rather than simply excluding all interactions, or shrinking them uniformly, we would like a model that shrinks individual interactions based on the scale of their corresponding main effects. In this talk, we consider several such models in the context of some social science and public health applications.

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Revised March 2005