The Importance of Collaboration in Bayesian Analyses with Small Samples
This chapter addresses Bayesian estimation with (weakly) informative priors as a solution for small sample size issues. Special attention is paid to the problems that may arise in the analysis process, showing that Bayesian estimation should not be considered a quick solution for small sample size problems in complex models. The analysis steps are described and illustrated with an empirical example for which the planned analysis goes awry. Several solutions are presented for the problems that arise, and the chapter shows that different solutions can result in different posterior summaries and substantive conclusions. Therefore, statistical solutions should always be evaluated in the context of the substantive research question. This emphasizes the need for a constant interaction and collaboration between applied researchers and statisticians.