Meta-analytic-predictive priors based on a single study

Fuente: arXiv
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Autores principales: Röver, Christian, Friede, Tim
Formato: Preprint
Publicado: 2025
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author Röver, Christian
Friede, Tim
author_facet Röver, Christian
Friede, Tim
contents Meta-analytic-predictive (MAP) priors have been proposed as a generic approach to deriving informative prior distributions, where external empirical data are processed to learn about certain parameter distributions. The use of MAP priors is also closely related to shrinkage estimation (also sometimes referred to as dynamic borrowing). A potentially odd situation arises when the external data consist only of a single study. Conceptually this is not a problem, it only implies that certain prior assumptions gain in importance and need to be specified with particular care. We outline this important, not uncommon special case and demonstrate its implementation and interpretation based on the normal-normal hierarchical model. The approach is illustrated using example applications in clinical medicine.
format Preprint
id arxiv_https___arxiv_org_abs_2505_15502
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Meta-analytic-predictive priors based on a single study
Röver, Christian
Friede, Tim
Methodology
Meta-analytic-predictive (MAP) priors have been proposed as a generic approach to deriving informative prior distributions, where external empirical data are processed to learn about certain parameter distributions. The use of MAP priors is also closely related to shrinkage estimation (also sometimes referred to as dynamic borrowing). A potentially odd situation arises when the external data consist only of a single study. Conceptually this is not a problem, it only implies that certain prior assumptions gain in importance and need to be specified with particular care. We outline this important, not uncommon special case and demonstrate its implementation and interpretation based on the normal-normal hierarchical model. The approach is illustrated using example applications in clinical medicine.
title Meta-analytic-predictive priors based on a single study
topic Methodology
url https://arxiv.org/abs/2505.15502