This
site
provides
links to *Prior
Elicitation Graphical
Software* (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.

- Elfadaly, F. G. and Garthwaite, P. H. (2015). Eliciting Prior Distributions for Extra Parameters in Some Generalized Linear Models. Statistical Modelling: An International Journal, 15, 345-365. Download
- Elfadaly, F. G. and Garthwaite, P. H. (2017). Eliciting Covariance Matrices for Correlated Coefficients in Generalized Linear and Piecewise-linear Models. In preparation.
- Garthwaite,
P. H.,
Al-Awadhi, S. A., Elfadaly, F. G., and Jenkinson,
D. J. (2013). Prior
distribution elicitation for generalized linear and piecewise-linear
models.
*Journal of Applied Statistics*, 40, 59-75. Download

- Al-Awadhi, S. A. and
Garthwaite,
P. H. (2006). Quantifying expert opinion for modelling fauna
habitat distributions.
*Computational Statistics*, 21, 121-140. Download - Garthwaite,
P. H., Chilcott, J. B., Jenkinson, D. J. and Tappenden, P. (2008). Use
of expert knowledge in evaluating costs and benefits of alternative
service provisions: A case study.
*International Journal of Technology Assessment in Health Care*, 24, 350-357. Download

- Elfadaly, F. G. and Garthwaite, P. H. (2013). Eliciting Dirichlet and Connor–Mosimann Prior Distributions for Multinomial Models. TEST, 22, 628-646. Download
- Elfadaly,
F. G.
and Garthwaite, P. H. (2017). Eliciting
Dirichlet and Gaussian Copula Prior Distributions for Multinomial
Models.
*Statistics and Computing*, 27, 449-467. Download - Elfadaly, F. G. and Garthwaite, P. H. (2018). On Quantifying Expert Opinion about Multinomial Models that Contain Covariates. Submitted for publication.

An overview of elicitation methods and software is available as a powerpoint presentation. Download

I. Generalized Linear Models

These are two main programs, PEGS-GLM and PEGS-GLM2 (Correlated Coefficients). Both elicits a prior distribution for a generalized piecewise-linear model. PEGS-GLM assesses independence in opinion about regression coefficients (making it simple), while PEGS-GLM2 (Correlated Coefficients) extends PEGS-GLM and will quantify opinion about correlated regression coefficients (making it more flexible).

Both programs include a method for quantifying obinion about the error variance in a normal linear model and a method for quantifying opinion about the scale parameter of a gamma GLM. Software to handle these latter two elicitation tasks is also provided separately in PEGS-Normal and PEGS-Gamma. This may be used with other procedures that quantify opinion about the linear component of a GLM.

**I-1.
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 and another procedure for quantifying opinion about the scale parameter of a gamma 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)

**User
Guide:***
*Download
User
Guide.

*Papers*

- Elfadaly, F. G. and Garthwaite, P. H. (2015). Eliciting Prior Distributions for Extra Parameters in Some Generalized Linear Models. Statistical Modelling: An International Journal, 15, 345-365. Download
- Garthwaite,
P. H.,
Al-Awadhi, S. A., Elfadaly, F. G. and Jenkinson, D.
J.
(2013). Prior
distribution elicitation for generalized linear and piecewise-linear
models
*. Journal of Applied Statistics*, vol. 40, pp. 59-75. Download

**I-2.
PEGS-GLM2
(Correlated Coefficients) **

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a generalised piecewise-linear model with correlated vectors of coefficients. Opinion about regression coefficients is modelled by a multivariate normal distribution. The program includes two procedures for quantifying opinion about the error variance in a normal linear model and the scale parameter in a gamma 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-GLM2.

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

*Papers*

- Elfadaly, F. G. and Garthwaite, P. H. (2018). Eliciting Covariance Matrices for Correlated Coefficients in Generalized Linear and Piecewise-linear Models. In preparation.
- Elfadaly, F. G. and Garthwaite, P. H. (2015). Eliciting Prior Distributions for Extra
Parameters in Some Generalized Linear Models. Statistical
Modelling: An International Journal, 15, 345-365. Download

- Garthwaite,
P. H.,
Al-Awadhi, S. A., Elfadaly, F. G. and Jenkinson, D.
J.
(2013). Prior
distribution elicitation for generalized linear and piecewise-linear
models
*. Journal of Applied Statistics*, vol. 40, pp. 59-75. Download

**I-3.
PEGS-Gamma
**

This program implements methodology for assessing a subjective (personal opinion) distribution for the scale parameter in a gamma GLM, or the shape parameter of a gamma distribution. Opinion about this parameter is modelled by a lognormal distribution.

*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-Gamma.
- 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.

*Paper*

Elfadaly, F. G. and Garthwaite, P. H. (2015). Eliciting Prior Distributions for Extra Parameters in Some Generalized Linear Models. Statistical Modelling: An International Journal, 15, 345-365. Download

*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-Normal.
- 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.

*Paper*

II. Multinomial Models for Categorical Data

Opinion may be modelled by the following forms of prior distributions:

(i) A Dirichlet distribution

(ii) A Connor-Mosimann distribution

(iii) A Gaussian copula

(iv) A logistic normal distribution with covariates

The most straightforward (and easier to use) methods quantify opinion using conditional assessments and yield priors (i) and (ii); these are given in the software, PEGS-Dirichlet. Greater flexibility is obtained by using a Gaussian copula, (iii), to model opinion through PEGS-Dirichlet and Copula. This uses marginal assessments and as well giving a Gaussian copula, it also provides an alternative method of eliciting the parameters of a Dirichlet distribution. PEGS-Logistic elicits the parameters of a logistic normal distribution (arguably more flexible than the Gaussian copula) and has been estimated so that covariate information can be incorporated in the prior distribution.

II-1. 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.

*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)

**User
Guide:***
*Download
User
Guide.

*Paper
*Elfadaly, F. G. and Garthwaite, P. H. (2013). Eliciting Dirichlet and Connor–Mosimann Prior Distributions for
Multinomial Models. TEST, 22, 628-646. Download

II-2. PEGS-Dirichlet and 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 Dirichlet and/or Gaussian Copula prior distribution.

*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 stand-alone copy of the software (Version 2.0) (.jad) (you will need to change the extension to .jar after saving it)
- A stand-alone copy of the software (Version 2.0) (.zip), an encrypted zip file (password: GCopula) that extracts to a jar file.
- A stand-alone copy of the software (Version 2.0) (.app), a zip file that extracts to an executable application (.app) for Mac users only.

**User
Guide:***
*Download
User
Guide.

*Paper
*Elfadaly,
F. G.
and Garthwaite, P. H. (2017). Eliciting
Dirichlet and Gaussian Copula Prior Distributions for Multinomial
Models.

**II-3.
PEGS-Logistic**

This program implements methodology for assessing a subjective (personal opinion) distribution for the parameters of a multinomial model with covariates. Opinion about the regression coefficients of a multinomial logit model that contains explanatory variables is modelled by a multivariate normal distribution.

*Software *

Available for download from this page are:

- A stand-alone copy of the software (Version 3.0), in the form of an executable jar file.
- A stand-alone copy of the software (Version 3.0) (.jad) (you will need to change the extension to .jar after saving it)
- A stand-alone copy of the software (Version 3.0) (.zip), an encrypted zip file (password: Logistic) that extracts to a jar file.
- Source code for the software (Version 3.0)

**User
Guide:***
*Download
User
Guide.

Elfadaly, F. G. and Garthwaite, P. H. (2018). On Quantifying Expert Opinion about Multinomial Models that Contain Covariates. Submitted for publication.