Meta-analytic-predictive priors based on a single study

2025/05/21 by Christian Röver, Tim Friede, Röver, Christian +1
Decision Sciences · #FOS: Computer and information sciences #Methodology (stat.ME) #Multi-Criteria Decision Making

paper · doi:10.48550/arxiv.2505.15502

openalex publication_date 2025/05/21 · openalex created_date 2025/10/19 · openalex updated_date 2026/07/28

Abstract

Meta-analytic-predictive (MAP) priors have been proposed as a generic approach to deriving informative prior distributions, where external empirical data are processed to learn about certain parameter distributions. The use of MAP priors is also closely related to shrinkage estimation (also sometimes referred to as dynamic borrowing). A potentially odd situation arises when the external data consist only of a single study. Conceptually this is not a problem, it only implies that certain prior assumptions gain in importance and need to be specified with particular care. We outline this important, not uncommon special case and demonstrate its implementation and interpretation based on the normal-normal hierarchical model. The approach is illustrated using example applications in clinical medicine.

Citations

• Beyond the Classical Type I Error: Bayesian Metrics for Bayesian Designs Using Informative Priors
• Bayesian approaches to designing replication studies.
• Predictively Consistent Prior Effective Sample Sizes
• Applying Meta-Analytic-Predictive Priors with the R Bayesian evidence synthesis tools
• Quantifying heterogeneity in a meta‐analysis
• Power prior distributions for regression models
• Review papers : The statistical basis of meta-analysis

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