I came across this interesting po st about building a Bayesian model with careful specification of priors. The problem is that they have "tiny" data. So the priors play an important role in the analysis. I liked this idea of "tiny" data. The rush to solve problems for "big data" has obscured the fact that are interesting problems for situations where you don't have much data. Frost Hubbard and I looked at a related problem in a recently published article . We look at the problem of estimating response propensities during data collection. In the early part of the data collection, we don't have much data to estimate these models. As a result, we would like to use "prior" data from another study. However, this prior information needs to be well-matched to the current study -- i.e. have the same design features, at least approximately. This doesn't always work. For example, I might have a new study with a different incentive than I...
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