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Graphical elicitation of a beta prior

December 6, 2011 Leave a comment

My students are doing a project where they have to elicit a beta prior for a proportion.  This is a difficult task and any tools to make this process a little easier are helpful.

I’ve been playing with a R package manipulate that is included as part of the RStudio installation (for those who don’t know, RStudio is a nice interface for R).  This package makes it easy to construct sliders, push buttons, and pull-down menus to provide a nice user interface for functions one creates.

Here is a simple illustration of the use of the manipulate package.  One assesses the shape parameters of the beta indirectly by specifying (1) the prior median p.med and (2) the prior 90th percentile p.90.   One inputs values of p.med and p.90 by sliders and you see the beta density curve that matches this information.  I wrote a simple R script that constructs the graph with sliders — the main tools are the manipulate package and the LearnBayes package (the beta.select function).

Here is the script and here is a movie that shows the sliders in action.

 

 

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Categories: Priors