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Elicitation of prior distributions

Theme(s): Bayesian Statistics


This website provides links to Prior Elicitation Graphical S. Muloftware (PEGS) for quantifying expert opinion as a prior distribution. 


Computer firewalls can make it difficult to download executable files. For this reason each program is given in four forms – hopefully you will be able to access at least one of them. The forms are:

  1. A .jar file (open with Java).
  2. A windows executable file (firewalls typically block this).
  3. A windows executable file with its extension changed from .exe to .exd. This file should be saved to your computer and its extension changed back to .exe so that it can be run.
  4. A windows executable file saved as win.zip file. Save the file to your computer and then unzip it – it has been encrypted with a password. (Currently you should be able to download this form.)

The software is written in Java and is distributed under the GNU General Public License.


The software outputs prior distributions in a format suitable for use in the Bayesian software WinBUGS, available from http://www.mrc-bsu.cam.ac.uk/bugs/


The output is also given in R/S-plus format. If you need to download R it is available at http://www.r-project.org/.


If you find any bugs please let us know, likewise suggestions for improvement.

For more information please contact Fadlalla Elfadaly or Paul Garthwaite



1. Generalized Linear Models

PEGS-GLM

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a generalised piecewise-linear model. Opinion about regression coefficients is modelled by a multivariate normal distribution. The program includes a procedure for quantifying opinion about the error variance in a normal linear model.

Software
Available for download from this page are: 

  1. A stand-alone copy of the software (Version 2.0), in the form of an executable jar file.
  2. A Windows executable file (Version 2.0) (.exe)
  3. A Windows executable file (Version 2.0) (.exd)
  4. A Windows executable file (Version 2.0) (.zip), Password: PEGS-GLM.
  5. Source code for the software (Version 2.0)

For any of the executable files, just save it anywhere on your machine; then run by the usual double clicking.

User Guide: Download User Guide.


Papers
Elfadaly, F. and Garthwaite, P. H. (2011). Eliciting a prior distribution for the error variance in normal linear models. Technical Report 2011/07, Department of Mathematics and Statistics, Open University, UK.

Garthwaite, P. H.,  Al-Awadhi, S. A.,  Elfadaly, F. and Jenkinson, D. J.  (2011). Prior distribution elicitation for generalized linear and piecewise-linear models. Submitted for publication. 



2. Multinomial Models for Categorical Data

PEGS-Multinomial

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a multinomial model. Opinion about multinomial probabilities is modelled by a probability distribution that satisfies the laws of probability. There is some choice as to the form of distribution that will be used to represent your opinion. Specifically, the following forms of distribution may be used to represent your opinion: 1- Dirichlet distribution, 2-  Generalized Dirichlet distribution, 3- Gaussian copula prior distribution, 4- Logistic normal prior.
PEGS-Multinomial combines PEGS-Dirichlet, PEGS-Copula and PEGS-Logistic.

Software

Available for download from this page are: 

  1. A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
  2. A Windows executable file (Version 1.0) (.exe)
  3. A Windows executable file (Version 1.0) (.exd)
  4. A Windows executable file (Version 1.0) (.zip), Password: Multinomial.
  5. Source code for the software (Version 1.0)

For any of the executable files, just save it anywhere on your machine; then run by the usual double clicking.

User Guide: Download User Guide.

Papers
Elfadaly, F. G. and Garthwaite, P. H. (2012). On eliciting some prior distributions for multinomial models. In preparation.  Download
Elfadaly, F. G. and Garthwaite, P. H. (2012). On eliciting logistic normal priors for multinomial models. In preparation.  Download

PEGS-Dirichlet

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a multinomial model. Opinion about multinomial probabilities is modelled by a Dirichlet and/or a generalized Dirichlet prior distribution.

PEGS-Dirichlet forms part of PEGS-Multinomial.


Software

Available for download from this page are: 

  1. A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
  2. A Windows executable file (Version 1.0) (.exe)
  3. A Windows executable file (Version 1.0) (.exd)
  4. A Windows executable file (Version 1.0) (.zip), Password: Dirichlet.
  5. Source code for the software (Version 1.0)

For any of the executable files, just save it anywhere on your machine; then run by the usual double clicking.

User Guide: Download User Guide.


Papers
Elfadaly, F. G. and Garthwaite, P. H. (2012). On eliciting some prior distributions for multinomial models. In preparation.  Download


PEGS-Copula

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a multinomial model. Opinion about multinomial probabilities is modelled by a Gaussian Copula prior distribution.  

PEGS-Copula forms part of PEGS-Multinomial.



Software
Available for download from this page are: 

  1. A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
  2. A Windows executable file (Version 1.0) (.exe)
  3. A Windows executable file (Version 1.0) (.exd)
  4. A Windows executable file (Version 1.0) (.zip), Password: GaCopula.
  5. Source code for the software (Version 1.0)

For any of the executable files, just save it anywhere on your machinel; then run by the usual double clicking.

User Guide: Download User Guide.


Papers
Elfadaly, F. G. and Garthwaite, P. H. (2012). On eliciting some prior distributions for multinomial models. In preparation.  Download


PEGS-Logistic

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a multinomial model. Opinion about multinomial probabilities is modelled by a logistic normal distribution.  

PEGS-Logistic forms part of PEGS-Multinomial.


Software
Available for download from this page are: 

  1. A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
  2. A Windows executable file (Version 1.0) (.exe)
  3. A Windows executable file (Version 1.0) (.exd)
  4. A Windows executable file (Version 1.0) (.zip), Password: Logistic.
  5. Source code for the software (Version 1.0)

For any of the executable files, just save it anywhere on your machine; then run by the usual double clicking.

User Guide: Download User Guide.


Papers
Elfadaly, F. G. and Garthwaite, P. H. (2012). On eliciting logistic normal priors for multinomial models. In preparation.  Download

 

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