期刊
SCANDINAVIAN JOURNAL OF STATISTICS
卷 38, 期 3, 页码 529-550出版社
WILEY
DOI: 10.1111/j.1467-9469.2010.00717.x
关键词
chain graph; graphical diagnostic; hierarchical model; Local critique plot; model criticism; model diagnostic
资金
- Engineering and Physical Sciences Research Council [EP/D063485/1] Funding Source: researchfish
- EPSRC [EP/D063485/1] Funding Source: UKRI
Real-world phenomena are frequently modelled by Bayesian hierarchical models. The building-blocks in such models are the distribution of each variable conditional on parent and/or neighbour variables in the graph. The specifications of centre and spread of these conditional distributions may be well motivated, whereas the tail specifications are often left to convenience. However, the posterior distribution of a parameter may depend strongly on such arbitrary tail specifications. This is not easily detected in complex models. In this article, we propose a graphical diagnostic, the Local critique plot, which detects such influential statistical modelling choices at the node level. It identifies the properties of the information coming from the parents and neighbours (the local prior) and from the children and co-parents (the lifted likelihood) that are influential on the posterior distribution, and examines local conflict between these distinct information sources. The Local critique plot can be derived for all parameters in a chain graph model.
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