In:
Statistical Modelling, SAGE Publications, Vol. 21, No. 3 ( 2021-06), p. 244-263
Abstract:
In regression analysis, the data sample is often composed of diverse sub-populations such as ethnicities and geographical regions. In multiple application areas, it is important to identify the groups where each covariate has a positive, negative or null impact on the response. If the number of sub-populations is small, a full interaction model may be fit with group-specific covariate effects. However, if the number of groups is very large, for example, hospitals or other clustering units, such a model is not identifiable. Therefore, we propose a prior distribution which combines the information across sub-populations with a similar covariate effect. This Bayesian analysis of differential effects (BADE) classifies the group-specific covariate effects as positive, negative or null. Besides allowing the analysis of differential effects for many sub-populations, the proposed approach improves substantially the identification of important interactions in cases with few groups. This is illustrated via simulations. The procedure is motivated on, and applied to, a large study related to patients’ satisfaction with hospitals, where we show that classifying group-specific covariate effects based on methods such as mixed-effects models may be strongly misleading.
Type of Medium:
Online Resource
ISSN:
1471-082X
,
1477-0342
DOI:
10.1177/1471082X19881844
Language:
English
Publisher:
SAGE Publications
Publication Date:
2021
detail.hit.zdb_id:
2053876-5
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