Complete pooling, no pooling, and partial pooling

Section of Hierarchical Bayes, part of Bayesian statistics

Complete pooling, no pooling, and partial pooling

Type Section
Taught in Hierarchical Bayes
Part Bayesian statistics
Questions using it 4

The modelling choice can be organised into three cases.

Approach Assumption and consequence
Complete pooling Set \theta_1=\cdots=\theta_J=\theta and analyse all students as though every class has exactly the same mean.
No pooling Estimate each \theta_j from class j alone; information from the other classes is discarded.
Partial pooling Retain distinct \theta_j’s but connect them through the shared distribution in Equation (2) in Hierarchical Bayes.

Hierarchical Bayes produces partial pooling. A large class can speak mostly for itself. A small class has a noisy sample mean, so its estimate is pulled more strongly toward the population centre. This movement is called shrinkage or borrowing strength.

Used in

See also

Hierarchical Bayesian model · Hyperparameter · Normal hierarchical shrinkage · Exchangeability · Empirical Bayes · Study-rate full conditional · Marginal hyperposterior · Uniformity depends on a domain

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