Research Seminars @ Illinois

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Tailored for undergraduate researchers, this calendar is a curated list of research seminars at the University of Illinois. Explore the diverse world of research and expand your knowledge through engaging sessions designed to inspire and enlighten.

To have your events added or removed from this calendar, please contact OUR at ugresearch@illinois.edu

Statistics Seminar - Thomas Metzger (Ohio State University) "Bayesian Model Selection with Latent Group-Based Effects and Variances with the R Package slgf"

Event Type
Seminar/Symposium
Sponsor
Department of Statistics
Location
119 Materials Science and Engineering Building
Date
Sep 26, 2024   3:30 pm  
Views
60
Originating Calendar
Department of Statistics Event Calendar

Title: Bayesian Model Selection with Latent Group-Based Effects and Variances with the R Package slgf

Abstract: Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way unreplicated layout has shown that hidden groupings among the levels of one categorical predictor frequently interact with the ungrouped factor. I extend the notion of a “latent grouping factor” to linear models in general. This methodology allows researchers to determine whether an apparent grouping of the levels of a categorical predictor reveals a plausible hidden structure given the observed data. Specifically, I offer Bayesian model selection-based approaches to reveal latent group-based heteroscedasticity, regression effects, and/or interactions. Because the presence of latent group structures is frequently unknown a priori to the researcher, I use fractional Bayes factor methods and mixture of g-priors to overcome lack of prior information. I illustrate the performance of my approach through simulation studies and empirical case studies, and I present the new R package slgf which enables the user to easily implement this approach.

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