Bayesian Methods

A Social and Behavioral Sciences Approach, Second Edition

Bayesian Methods: A Social  and Behavioral Sciences Approach, Second Edition

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About the Book

The first edition of Bayesian Methods: A Social and Behavioral Sciences Approach helped pave the way for Bayesian approaches to become more prominent in social science methodology. While the focus remains on practical modeling and basic theory as well as on intuitive explanations and derivations without skipping steps, this second edition incorporates the latest methodology and recent changes in software offerings.

New to the Second Edition
  • Two chapters on Markov chain Monte Carlo (MCMC) that cover ergodicity, convergence, mixing, simulated annealing, reversible jump MCMC, and coupling
  • Expanded coverage of Bayesian linear and hierarchical models
  • More technical and philosophical details on prior distributions
  • A dedicated R package (BaM) with data and code for the examples as well as a set of functions for practical purposes such as calculating highest posterior density (HPD) intervals

    Requiring only a basic working knowledge of linear algebra and calculus, this text is one of the few to offer a graduate-level introduction to Bayesian statistics for social scientists. It first introduces Bayesian statistics and inference, before moving on to assess model quality and fit. Subsequent chapters examine hierarchical models within a Bayesian context and explore MCMC techniques and other numerical methods. Concentrating on practical computing issues, the author includes specific details for Bayesian model building and testing and uses the R and BUGS software for examples and exercises.
  • Table of Contents

    Prefaces. Background and Introduction. Specifying Bayesian Models. The Normal and Student's-t Models. The Bayesian Linear Model. The Bayesian Prior. Assessing Model Quality. Bayesian Hypothesis Testing and the Bayes' Factor. Monte Carlo Methods. Basics of Markov Chain Monte Carlo. Bayesian Hierarchical Models. Some Markov Chain Monte Carlo Theory. Utilitarian Markov Chain Monte Carlo. Advanced Markov Chain Monte Carlo. Appendices. References. Indices.

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