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Sociological Methods & Research
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Bayesian Analysis for Sociologists

An Introduction

BRUCE WESTERN

Princeton University

This article provides an applied introduction to Bayesian statistics for sociologists. Unlike frequentist statistics, which attaches repeated-sampling frequencies to test statistics, Bayesian statistics directly describes uncertainty about unknown statistical parameters with a probability distribution. With this foundation, much of Bayesian statistics follows from basic rules of probability theory. Three areas of Bayesian statistics are especially relevant for sociologists. First, hierarchical regression models allow several levels of uncertainty into an analysis. Second, Bayes factors provide a useful approach to the problems of model selection, model averaging, and posterior inference about model indexes. Third, recent breakthroughs in estimation methods offer valuable new tools for analysis of Bayesian models that were previously intractable.

Sociological Methods & Research, Vol. 28, No. 1, 7-34 (1999)
DOI: 10.1177/0049124199028001002
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