Re: JMP and Bayesian statistics

["Davern, Sean" <sdavern@amgen.com>]

Jim,

  The following suggestions where made by one of the SAS trainers (Jim Mulherin) whom I happen to think is fantastic.  As he says below, his expertise is not in the area of Bayesian statistics.  However, I believe he may have consulted some fellow statisticians to compile this list. I hope it helps.

Sean

 

Excerpt from Jim:

Please share this with others who may be interested.

 

I was asked to provide some links on the Bayesian approach to statistics.

 

I am not an expert in the area but consider it important enough to begin an

effort to learn something about it.

 

Elementary books:

Donald A Berry, Statistics:  A Bayesian Perspective (make sure you get one

with an ISBN that does NOT end with "3), a US intro with lots of

motivational material about the use of statistics in science for

undergrads.  My copy has a floppy with datasets in JMP and other formats.

 

Peter M Lee, Bayesian Statistics:  An Introduction, 2nd Ed., a British

intro with lots of formal math.

 

Slightly more advanced:

Jeff Gill, Bayesian Methods, A Social and Behavioral Sciences

Approach.  Gill is a former IBM engineer who now teaches political

science.  He has code and technical aspects but the errata are

numerous.  See his web site:  http://psblade.ucdavis.edu/

 

More advanced:

J M Bernardo and A F M Smith, Bayesian Theory.  I heard a great talk by

Smith at the statistics meetings in 2003.  Their book attempts to be

comprehensive.

 

S James Press, Subjective and Objective Bayesian Statistics:  Principles,

Models and Applications.

 

 

Those and lists you can get from Amazon may help you get started.  For more

go to http://www.bayesian.org/ the site of the International Society for

Bayesian Analysis (ISBA).

 

Good luck.

 

End Excerpt.

Sean Davern
Amgen
1201 Amgen Court West
Mail Stop AW2/D2152
Seattle, WA 98119-3105
Phone: (206) 265-7074

 

-----Original Message-----
From: jmp-l-owner@lists.biostat.wustl.edu [mailto:jmp-l-owner@lists.biostat.wustl.edu]On Behalf Of James T Metz
Sent: Thursday, July 14, 2005 8:13 AM
To: jmp-l@lists.biostat.wustl.edu
Cc: James T Metz
Subject: [jmp-l] JMP and Bayesian statistics

JMP Users, 

      
  I am interested in learning more about the theory and application of 
Bayesian statistical methods and 
possibly 
utilizing this approach in JMP (if possible). 

        I am not formally trained as a statistician ! 
 I also know this is a "big" area of current research.  Hence, 
sorry 
if my question is too broad and 
vague. 

        
 However, I would be most grateful if more learned individuals would please 
recommend websites, books, 
lectures, PPT 
presentations, PDF files, etc that may be useful for learning more about 
Bayesian methods.  I need 
a sort of 
"Bayesian Statistics for Dummies" presentation(s). 

        Importantly, if you know of 
lectures, demonstrations, presentations, etc. of using Bayesian methods 
within 
JMP for constructing and analyzing 
models, please let me know. I  know that there is some Bayes stuff in JMP 
(Bayes 
plot within standard least squares), 
but it does not seem to be useful or powerful enough for data mining and model 
building 
(or at least I do not know how to 
use it properly). 

      
  If someone has written some JSL scripts that do Bayes model construction 
and analyses, and is willing to share, 
that 
would be great! 

      
  I welcome your advice, comments, suggestions, etc. 

        Regards, 
        Jim Metz 


James T. Metz, Ph.D.
Research Investigator 
Chemist

GPRD R46Y AP10-2
Abbott Laboratories
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Road
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U.S.A.

Office (847) 936 - 
0441
FAX    (847) 935 - 
0548

james.metz@abbott.com

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