Combining Expert Opinions in Prior Elicitation
Open Access
- 1 September 2012
- journal article
- Published by Institute of Mathematical Statistics in Bayesian Analysis
- Vol. 7 (3), 503-532
- https://doi.org/10.1214/12-ba717
Abstract
We consider the problem of combining opinions from different experts in an explicitly model-based way to construct a valid subjective prior in a Bayesian statistical approach. We propose a generic approach by considering a hierarchical model accounting for various sources of variation as well as accounting for potential dependence between experts. We apply this approach to two problems. The first problem deals with a food risk assessment problem involving modelling dose-response for Listeria monocytogenes contamination of mice. Two hierarchical levels of variation are considered (between and within experts) with a complex mathematical situation due to the use of an indirect probit regression. The second concerns the time taken by PhD students to submit their thesis in a particular school. It illustrates a complex situation where three hierarchical levels of variation are modelled but with a simpler underlying probability distribution (log-Normal).Keywords
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