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Hierarchical Bayesian Models in R
Hierarchical approaches to statistical modeling are integral to a data scientist’s skill set because hierarchical data is incredibly common. In this article, we’ll go through the advantages of employing hierarchical Bayesian models and go through an exercise building one in R. If you’re unfamiliar with Bayesian modeling, I recommend following Brandon Rohrer’s (Principal Data Scientist at IRobot) explanation expressed here, and an introduction to building Bayesian models in R here.
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We commonly encounter data that is organized in a hierarchical manner. A simple toy example would be SAT scores for students in different classes, belonging to various schools. The academic rigor and teaching prowess likely differ by class and schools, so you could imagine the mean exam score will differ by class and by school.
Perhaps we’re interested in how healthy eating and exercise impact SAT scores…