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Prior Predictive Checks for the Method of Covariances in Bayesian Mediation Analysis

Bibliographic Data

ID21641822
AuthorsCamiel van Zundert (0000-0001-6287-8474), Emma Somer (0000-0001-9346-3378), Milica Miočević (0000-0001-8487-3666, McGill University, corresponding author)
Year2022
Volume29
Issue3
Pages428-437
Publication date2022-05-04
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueStructural Equation Modeling: A Multidisciplinary Journal (JOURNAL)
Journal identifiersISSN: 1070-5511 • E-ISSN: 1532-8007
PublisherInforma UK Limited (PUBLISHER • GB)
DOI10.1080/10705511.2021.1977648
OpenAlexW4226220491
LanguageEN
Citations received3
References cited44

Bayesian mediation analysis using the method of covariances requires specifying a prior for the covariance matrix of the independent variable, mediator, and outcome. Using a conjugate inverse-Wishart prior has been the norm, even though this choice assumes equal levels of informativeness for all elements in the covariance matrix. This paper describes separation strategy priors for the single mediator model, develops a Prior Predictive Check (PrPC) for inverse-Wishart and separation strategy priors, and implements the PrPC in a Shiny app. An empirical example illustrates the possibilities in the app. Guidelines are provided for selecting the optimal prior specification for the prior knowledge researchers wish to encode

Algorithm · Bayesian probability · Conjugate prior · Covariance · Covariance matrix · Econometrics · Inverse · Inverse-Wishart distribution · Machine learning · Mediation · Multivariate statistics · Political science · Prior information · Prior probability · Statistics · Wishart distribution · Bayesian Modeling and Causal Inference · Computer Science · Mathematics · Optimal Experimental Design Methods · Statistical Methods and Bayesian Inference · Artificial Intelligence

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Unique citing works3
Citations per year0,75
Citation span2022 - 2026 (5)
Citation velocitycurrent
Highly citedNo
Citation typesNeutral: 3

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