hdbayes: An R Package for Bayesian Analysis of Generalized Linear Models Using Historical Data
Fuente:
arXiv
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866913911695998976 |
|---|---|
| author | Alt, Ethan M. Chen, Xinxin Carvalho, Luiz M. Ibrahim, Joseph G. |
| author_facet | Alt, Ethan M. Chen, Xinxin Carvalho, Luiz M. Ibrahim, Joseph G. |
| contents | There has been increased interest in the use of historical data to formulate informative priors in regression models. While many such priors for incorporating historical data have been proposed, adoption is limited due to access to software. Where software does exist, the implementations between different methods could be vastly different, making comparisons between methods difficult. In this paper, we introduce the R package hdbayes, an implementation of the power prior, normalized power prior, Bayesian hierarchical model, robust meta-analytic prior, commensurate prior, and latent exchangeability prior for generalized linear models. The bulk of the package is written in the Stan programming language, with user-friendly R wrapper functions to call samplers. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_20060 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | hdbayes: An R Package for Bayesian Analysis of Generalized Linear Models Using Historical Data Alt, Ethan M. Chen, Xinxin Carvalho, Luiz M. Ibrahim, Joseph G. Methodology Computation There has been increased interest in the use of historical data to formulate informative priors in regression models. While many such priors for incorporating historical data have been proposed, adoption is limited due to access to software. Where software does exist, the implementations between different methods could be vastly different, making comparisons between methods difficult. In this paper, we introduce the R package hdbayes, an implementation of the power prior, normalized power prior, Bayesian hierarchical model, robust meta-analytic prior, commensurate prior, and latent exchangeability prior for generalized linear models. The bulk of the package is written in the Stan programming language, with user-friendly R wrapper functions to call samplers. |
| title | hdbayes: An R Package for Bayesian Analysis of Generalized Linear Models Using Historical Data |
| topic | Methodology Computation |
| url | https://arxiv.org/abs/2506.20060 |