This is Part 2 of 2 special issues dedicated to the topic of Bayesian data analysis, with an emphasis on Bayesian estimation and modeling.
Guest Editors
Table of contents
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- Bayesian Estimation and Modeling: Editorial to the Second Special Issue on Bayesian Data Analysis
Sy-Miin Chow and Herbert Hoijtink - Using Phantom Variables in Structural Equation Modeling to Assess Model Sensitivity to External Misspecification
Jeffrey R. Harring, Daniel M. McNeish, and Gregory R. Hancock - Distinguishing Outcomes From Indicators via Bayesian Modeling
Roy Levy - Moderation Analysis With Missing Data in the Predictors
Qian Zhang and Lijuan Wang - Bayesian Dynamic Mediation Analysis
Jing Huang and Ying Yuan - An Alternative to Post Hoc Model Modification in Confirmatory Factor Analysis: The Bayesian Lasso
Junhao Pan, Edward Haksing Ip, and Laurette Dubé - Using Expert Knowledge for Test Linking
Maria Bolsinova, Herbert Hoijtink, Jorine Adinda Vermeulen, and Anton Béguin - Bayesian Models for Semicontinuous Outcomes in Rolling Admission Therapy Groups
Lane F. Burgette and Susan M. Paddock - Bayesian Unknown Change-Point Models to Investigate Immediacy in Single Case Designs
Prathiba Natesan and Larry V. Hedges - Multilevel Modeling of Single-Case Data: A Comparison of Maximum Likelihood and Bayesian Estimation
Mariola Moeyaert, David Rindskopf, Patrick Onghena, and Wim Van den Noortgate - Developing Constraint in Bayesian Mixed Models
Julia M. Haaf and Jeffrey N. Rouder - A Bayesian "Fill-In" Method for Correcting for Publication Bias in Meta-Analysis
Han Du, Fang Liu, and Lijuan Wang
