(apologies as usual for cross-posting) I will be giving a one-day short course on Bayesian hierarchical modeling on Saturday 8 April 2000 from 9am to 5pm at the Interface 2000 meeting (the 32nd symposium on the interface between computing science and statistics) in New Orleans (the meeting runs from 5-8 April and has as its theme this year the slightly ungrammatic phrase "modeling the earth's systems: physical to infrastructure"). The course will be based on a book of the same name which will be published later this year. Chapters from the book may be downloaded for free, along with data sets and accompanying software, from my home page http://www.bath.ac.uk/~masdd If you may be interested in attending this short course, please see http://www.neptuneandco.com/interface/ for more details on registration, the Interface meeting itself, etc. New Orleans is one of the most interesting American cities, a place with a strong French Creole influence that feels quite European, and it is lovely to visit in April. INTERFACE 2000 SHORT COURSE Saturday 8 April 2000, 9am to 5pm New Orleans, Louisiana, USA Sponsored by LearnSTAT Bayesian Hierarchical Modeling David Draper Department of Mathematical Sciences University of Bath England Overview Data Examples The course "Bayesian I will meet these Hierarchical Modeling" objectives by exploring provides an introduction three case studies -- from to the formulation, education, health policy, fitting and checking of and engineering risk hierarchical or multilevel assessment -- with emphasis models from the Bayesian on the practical point of view. interaction between Hierarchical models (HMs) scientific, arise frequently in three decision-making, and main kinds of statistical applications: considerations. Several other real examples will 1. HMs are common in also be used to illustrate fields such as health particular concepts. and education, in Software details required which data -- both for carrying out the outcomes and analyses will be provided predictors -- are in the course materials. often gathered in a nested or Target Audience hierarchical fashion, e.g., patients within The principal target hospitals, or audience includes applied students within statisticians (1) who work classrooms within with clustered data on a schools. HMs are thus regular basis, or are also ideally suited about to begin doing so; to the wide range of (2) who wish to gain applications in experience in the modern government and fitting of random-effects business in which and mixed models, in single- or meta-analysis and other multi-stage cluster settings; and (3) who wish samples are routinely to learn about current drawn, and offer a methods for coping with unified approach to problems of model the analysis of selection and model random-effects uncertainty (with all (variance-components) kinds of data, not just and mixed models. cluster samples). 2. A different kind of Application areas in which nested data comes up hierarchical modeling in meta-analysis in, occurs frequently include e.g., medicine and policy analysis and other the social sciences. governmental activities, In this setting, the agriculture, medicine and goal is combining health, education, and information from a biology. Others who may be number of studies of interested in this course essentially the same include applied and phenomenon, to methodological workers who produce more accurate wish to learn more about inferences and (4) comparisons in predictions than complexity and performance those available from between Bayesian and any single study. frequentist methods, and Here the data (5) Markov Chain Monte structure is subjects Carlo techniques and how within studies, and to ensure that they work as in the clustered well in practice. There case above there will are no formal mathematical generally be prerequisites, but a predictors available working knowledge of at both the subject probability at the and study levels; and master's level (from such 3. Hierarchical books as Hogg and Craig, modeling also Bickel and Doksum or provides a natural Casella and way to treat issues Berger) -- particularly the of model selection ability to conceptualize and model uncertainty and manipulate conditional with all types of probabilities -- will be data, not just helpful. cluster samples. For example, in Learning Outcomes regression if the data appear to Participants will develop exhibit residual and/or extend facility in: variation that Formulating appropriate changes with the hierarchical predictors, you can (random-effect and/or expand the model that mixed) models for assumes constant clustered outcomes in variation, by meta-analyses and other embedding it in a studies, both qualitative family of models that and quantitative, and in span a variety of situations with predictor assumptions about information available at residual variation. some or all levels of the In this way, instead hierarchy; using Bayesian of having to choose reasoning and Markov Chain one of these models Monte Carlo methods to and risk making the compute posterior wrong choice, you can distributions for work with several parameters of greatest models at once, interest in a given weighting them in hierarchical model; proportion to their diagnosing problems with a plausibility given given hierarchical model the data. by looking for discrepancies between The Bayesian approach is predictive distributions particularly effective in for observables and the fitting hierarchical actual values the models, because other observables take on; and model-based hierarchically expanding methods -- based an existing model (for all principally on maximum kinds of data, not just likelihood -- sometimes do cluster samples) which not capture all relevant does not pass all sources of uncertainty, diagnostic checks, by leading to over-confident embedding it in a richer decisions and scientific model class of which it is conclusions. a special case. In this course the The Instructor principles of Bayesian hierarchical modeling are David Draper is a described with emphasis on Professor of Statistics in practical rather than the Department of Mathematical theoretical issues, and Sciences at the University illustrated with real data of Bath in England. David drawn from case studies. did his Ph.D. work at the The course is intended for University of California, applied statisticians with Berkeley, finishing in 1981, an interest in learning and has since taught and more about hierarchical done consulting and public models in general, and the policy research at the Bayesian analysis of such University of Chicago models in particular. An (1981-84), the RAND understanding of Corporation (1984-91), probability at the level UCLA (1991-93), and the typically required for a University of Bath master's degree in (1993-Present), with a statistics provides sabbatical visit to the sufficient mathematical University of Washington background. No previous in 1986. He is a fellow of experience with Bayesian the Royal Statistical methods is needed -- all Society and a member of relevant ideas are covered both the IMS and ASA. in the course in a David has served as self-contained fashion. Associate Editor for the Journal of the American Objectives Statistical Association and the Journal of the Participants will learn Royal Statistical Society, how to translate and is the author or scientific and coauthor of four books and decision-making problems 49 articles and other involving nested or substantial contributions clustered data into to refereed journals. appropriate hierarchical models (including David has been nominated random-effects and mixed for teaching awards at models), and will also every university in which learn how -- with any kind he has taught and was the of data, not just a recipient of the Quantrell cluster sample -- to embed Award of Excellence in a given model Undergraduate Teaching at hierarchically in a richer the University of Chicago. model class, as a way to He was also the recipient realistically approach of an Excellence in issues of model selection Continuing Education award and model uncertainty. for his course offerings Participants will learn on Bayesian hierarchical methods for computing modeling at the Anaheim and posterior and predictive Dallas Joint Statistical distributions for Meetings through the ASA quantities of interest Continuing Education Program. arising in the hierarchical models and to examine the results of the model-fitting for weaknesses and for sensitivity to modeling assumptions. Registration Price: $375 Interface Participants and ASA Members $475 Non-Interface Participants and Non-ASA Members $200 Full-time Students Registration Code: 3530-2004-01 Please go to the conference website at http://www.neptuneandco.com/interface/ for further registration information.