S. Richardson et L. Leblond, SOME COMMENTS ON MISSPECIFICATION OF PRIORS IN BAYESIAN MODELING OF MEASUREMENT ERROR PROBLEMS, Statistics in medicine, 16(1-3), 1997, pp. 203-213
In this paper we discuss some aspects of misspecification of prior dis
tributions in the context of Bayesian modelling of measurement error p
roblems. A Bayesian approach to the treatment of common measurement er
ror situations encountered in epidemiology has been recently proposed.
Its implementation involves, first, the structural specification, thr
ough conditional independence relationships, of three submodels a meas
urement model, an exposure model and a disease model - and secondly, t
he choice of functional forms for the distributions involved in the su
bmodels. We present some results indicating how the estimation of the
regression parameters of interest, which is carried out using Gibbs sa
mpling, can be influenced by a misspecification of the parametric shap
e of the prior distribution of exposure.