New partition based measures for data compatibility and information gain.

Abstract

It is of great practical importance to compare and combine data from different studies in order to carry out appropriate and more powerful statistical inference. We propose a partition based measure to quantify the compatibilityof two datasets using their respective posterior distributions. We further propose an information gain measure to quantify the information increase (or decrease) in combining two datasets. These measures are well calibrated and efficient computational algorithms are provided for their calculations. We use examples in a benchmark dose toxicology study, a six cities pollution data and a melanoma clinical trial to illustrate how these two measures are useful in combining current data with historical data and missing data.