Journal
JOURNAL OF APPLIED STATISTICS
Volume 40, Issue 1, Pages 59-75Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02664763.2012.734794
Keywords
assessment tasks; elicitation; generalized linear model; piecewise-linear function; prior distribution; subjective probability
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Funding
- Queensland Department of Natural Resources, Kuwait University [SS03/02, XE02/03]
- UK Department of Health
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An elicitation method is proposed for quantifying subjective opinion about the regression coefficients of a generalized linear model. Opinion between a continuous predictor variable and the dependent variable is modelled by a piecewise-linear function, giving a flexible model that can represent a wide variety of opinion. To quantify his or her opinions, the expert uses an interactive computer program, performing assessment tasks that involve drawing graphs and bar-charts to specify medians and other quantiles. Opinion about the regression coefficients is represented by a multivariate normal distribution whose parameters are determined from the assessments. It is practical to use the procedure with models containing a large number of parameters. This is illustrated through practical examples and the benefit from using prior knowledge is examined through cross-validation.
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