Tony O'Hagan - SHELF: a Dirichlet method
A SHELF extension
Multivariate elicitation
The SHeffield ELicitation Framework (SHELF) is a package of documents,
templates and software to carry out elicitation of probability
distributions for uncertain quantities from a group of experts.
The current version (2.0) of SHELF does not include any materials to assist with
eliciting a joint distribution for a set of uncertain quantities, because there is much
less research and no accepted good practices in the area of multivariate elicitation.
We intend to make a small start on remedying this situation in version 3.0 by introducing
materials for a small number of particular cases where we propose good practice based on
the principles already embodied in SHELF.
Elicitation for proportions
The first such case is for a set of proportions which must be non-negative and sum to
one. One problem with multivariate elicitation is the sheer complexity of possible
joint distributions. However, for a set of proportions there is one standard family of
distributions, the Dirichlet family, that is a natural default choice. Provided the
experts' beliefs can be adequately represented by a distribution in this family, then
it is generally convenient to fit a Dirichlet to those beliefs.
A recent paper
describes a method for eliciting a joint distribution for a set of
proportions. It produces a Dirichlet fitted distribution where possible, but also
identifies when the experts' beliefs will not be adequately represented by a member
of that family.
The new Dirichlet package
The new materials are delivered as a Zip file; click here
to download. The package comprises the following files.
- "SHELF 3 (Multivariate) Dirichlet.doc" - the basic template for this method.
- "SHELF 3 (Multivariate) Dirichlet with notes.doc" - the annotated template with
advice for using for this method.
- "shelfdirichlet.R" - a set of R functions provided by Leo Bastos for use with the method.
- "R functions for fitting a Dirichlet distribution3_3.doc" - instructions for using the
R functions.
Using SHELF
The materials for the Dirichlet method are provisional and are not yet part of the official
SHELF release.
All materials on the SHELF website are made freely available, but they are
nevertheless covered by copyright. They may be copied for the purposes of
conducting elicitations, for private study or personal use.
They may not be reproduced on any website, offered for sale or otherwise
distributed without the written permission of either Tony O’Hagan or Jeremy Oakley.
Further information about using SHELF and using the SHELF name are given in the
Overview.doc document in the main SHELF package.
Last updated: 14 March 2013
Maintained by: Tony O'Hagan
