Required:
- Lecture Notes on Hierarchical Modeling by Peter D. Hoff.:
- Section 4: Bayesian estimation
- A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
- Section 8.5: Hierarchical modeling of means and variances
- Section 8.6: Discussion and further references
Optional:
- Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
- Section 5.3: Fully Bayesian analysis of conjugate hierarchical models
- Section 5.4: Estimating exchangeable parameters for a normal model
- Section 5.5: Example: parallel experiments in eight schools
- Section 5.7: Weakly informative priors for hierarchical variance parameters