The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App

The current paper highlights a new, interactive Shiny App that can be used to aid in understanding and teaching the important task of conducting a prior sensitivity analysis when implementing Bayesian estimation methods. In this paper, we discuss the importance of examining prior distributions throu...

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Main Authors: Sarah Depaoli, Sonja D. Winter, Marieke Visser
Format: Article
Language:English
Published: Frontiers Media S.A. 2020-11-01
Series:Frontiers in Psychology
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fpsyg.2020.608045/full
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author Sarah Depaoli
Sonja D. Winter
Marieke Visser
author_facet Sarah Depaoli
Sonja D. Winter
Marieke Visser
author_sort Sarah Depaoli
collection DOAJ
description The current paper highlights a new, interactive Shiny App that can be used to aid in understanding and teaching the important task of conducting a prior sensitivity analysis when implementing Bayesian estimation methods. In this paper, we discuss the importance of examining prior distributions through a sensitivity analysis. We argue that conducting a prior sensitivity analysis is equally important when so-called diffuse priors are implemented as it is with subjective priors. As a proof of concept, we conducted a small simulation study, which illustrates the impact of priors on final model estimates. The findings from the simulation study highlight the importance of conducting a sensitivity analysis of priors. This concept is further extended through an interactive Shiny App that we developed. The Shiny App allows users to explore the impact of various forms of priors using empirical data. We introduce this Shiny App and thoroughly detail an example using a simple multiple regression model that users at all levels can understand. In this paper, we highlight how to determine the different settings for a prior sensitivity analysis, how to visually and statistically compare results obtained in the sensitivity analysis, and how to display findings and write up disparate results obtained across the sensitivity analysis. The goal is that novice users can follow the process outlined here and work within the interactive Shiny App to gain a deeper understanding of the role of prior distributions and the importance of a sensitivity analysis when implementing Bayesian methods. The intended audience is broad (e.g., undergraduate or graduate students, faculty, and other researchers) and can include those with limited exposure to Bayesian methods or the specific model presented here.
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spelling doaj.art-2a9edeef1a3040888d940661cf0c34df2022-12-21T23:24:33ZengFrontiers Media S.A.Frontiers in Psychology1664-10782020-11-011110.3389/fpsyg.2020.608045608045The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny AppSarah DepaoliSonja D. WinterMarieke VisserThe current paper highlights a new, interactive Shiny App that can be used to aid in understanding and teaching the important task of conducting a prior sensitivity analysis when implementing Bayesian estimation methods. In this paper, we discuss the importance of examining prior distributions through a sensitivity analysis. We argue that conducting a prior sensitivity analysis is equally important when so-called diffuse priors are implemented as it is with subjective priors. As a proof of concept, we conducted a small simulation study, which illustrates the impact of priors on final model estimates. The findings from the simulation study highlight the importance of conducting a sensitivity analysis of priors. This concept is further extended through an interactive Shiny App that we developed. The Shiny App allows users to explore the impact of various forms of priors using empirical data. We introduce this Shiny App and thoroughly detail an example using a simple multiple regression model that users at all levels can understand. In this paper, we highlight how to determine the different settings for a prior sensitivity analysis, how to visually and statistically compare results obtained in the sensitivity analysis, and how to display findings and write up disparate results obtained across the sensitivity analysis. The goal is that novice users can follow the process outlined here and work within the interactive Shiny App to gain a deeper understanding of the role of prior distributions and the importance of a sensitivity analysis when implementing Bayesian methods. The intended audience is broad (e.g., undergraduate or graduate students, faculty, and other researchers) and can include those with limited exposure to Bayesian methods or the specific model presented here.https://www.frontiersin.org/articles/10.3389/fpsyg.2020.608045/fullBayesian statisticsprior distributionssensitivity analysisShiny Appsimulation
spellingShingle Sarah Depaoli
Sonja D. Winter
Marieke Visser
The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App
Frontiers in Psychology
Bayesian statistics
prior distributions
sensitivity analysis
Shiny App
simulation
title The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App
title_full The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App
title_fullStr The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App
title_full_unstemmed The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App
title_short The Importance of Prior Sensitivity Analysis in Bayesian Statistics: Demonstrations Using an Interactive Shiny App
title_sort importance of prior sensitivity analysis in bayesian statistics demonstrations using an interactive shiny app
topic Bayesian statistics
prior distributions
sensitivity analysis
Shiny App
simulation
url https://www.frontiersin.org/articles/10.3389/fpsyg.2020.608045/full
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