在小样本大小下,潜在变量调度模型的权力先验
Lihan Chen1, Milica Miočević1, Carl F Falk1
1Department of Psychology, McGill University, Montreal, Qubec, Canada.
The British journal of mathematical and statistical psychology
|December 24, 2025
概括
信息先验可以改善贝叶斯分析,用于具有小样本的潜在变量模型. 在接近之前的Mahalanobis重量 (MW) 增强了趋同,但在非可交换性下表现不佳,与信息较弱的先前测试不同.
科学领域:
- 统计 统计 统计 统计
- 心理测量 心理测量 心理测量
- 生物统计学 生物统计学
背景情况:
- 隐性变量模型通常需要大样本大小才能获得可靠的结果.
- 使用小样本的贝叶斯分析从信息先验中受益,特别是使用历史数据的权力先验.
- 现有的功率先方法并不总是适合潜变量模型.
研究的目的:
- 评估潜在变量模型的两个可适应功率先验方法:马哈拉诺比斯重量 (MW) 和单变量先验.
- 为了在小样本场景中比较它们的表现与分散和弱信息的先验.
- 为了评估收,偏差,效率和可靠的间隔覆盖范围,以估计间接影响.
主要方法:
- 应用的MW和单变功率先验,以及分散和弱信息先验.
- 使用隐性变量调解模型.
- 模拟了各种样本大小和不同程度的不可互换性.
主要成果:
- 扩散和不变的先验导致了差的收.
- 信息不足和MW先例改善了趋同,并提供了合理的估计.
- 在某些不可替换条件下,MW先显示出低于最佳的性能.
结论:
- 信息不足的先验提供了一个可靠的方法,用于具有小样本的潜在变量模型.
- 之前的MW显示有希望,但对于不可交换的数据需要进一步细化.
- 未来的研究应该解决潜在变量分析中当前功率先前方法的局限性.
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