- This Project's ...
- Co-Ordinators
- Prof Paul Garthwaite

# 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:

- A .jar file (open with Java).
- A windows executable file (firewalls typically block this).
- 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.
- 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 **

*Software*

Available for download from this page are:

- A stand-alone copy of the software (Version 2.0), in the form of an executable jar file.
- A Windows executable file (Version 2.0) (.exe)
- A Windows executable file (Version 2.0) (.exd)
- A Windows executable file (Version 2.0) (.zip), Password: PEGS-GLM.
- 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,

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**

PEGS-Multinomial combines PEGS-Dirichlet, PEGS-Copula and PEGS-Logistic.

*Software*

Available for download from this page are:

- A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0) (.exe)
- A Windows executable file (Version 1.0) (.exd)
- A Windows executable file (Version 1.0) (.zip), Password: Multinomial.
- 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:

- A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0) (.exe)
- A Windows executable file (Version 1.0) (.exd)
- A Windows executable file (Version 1.0) (.zip), Password: Dirichlet.
- 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**

PEGS-Copula forms part of PEGS-Multinomial.

*Software*

Available for download from this page are:

- A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0) (.exe)
- A Windows executable file (Version 1.0) (.exd)
- A Windows executable file (Version 1.0) (.zip), Password: GaCopula.
- 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**

PEGS-Logistic forms part of PEGS-Multinomial.

*Software*

Available for download from this page are:

- A stand-alone copy of the software (Version 1.0), in the form of an executable jar file.
- A Windows executable file (Version 1.0) (.exe)
- A Windows executable file (Version 1.0) (.exd)
- A Windows executable file (Version 1.0) (.zip), Password: Logistic.
- 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