We present a statistical model for inference with response time (RT) distributions. The model has the following features. First, it provides a means of estimating the shape, scale, and location (shift) of RT distributions. Second, it is hierarchical and models between-subjects and within-subjects variability simultaneously. Third, inference with the model is Bayesian and provides a principled and efficient means of pooling information across disparate data from different individuals. Because the model efficiently pools information across individuals, it is particularly well suited for those common cases in which the researcher collects a limited number of observations from several participants. Monte Carlo simulations reveal that the hierarchical Bayesian model provides more accurate estimates than several popular competitors do. We illustrate the model by providing an analysis of the symbolic distance effect in which participants can more quickly ascertain the relationship between nonadjacent digits than that between adjacent digits.
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