The role of empirical Bayes methodology as a leading principle in modern medical statistics

This paper reviews and discusses the role of Empirical Bayes methodology in medical statistics in the last 50 years. It gives some background on the origin of the empirical Bayes approach and its link with the famous Stein estimator. The paper describes the application in four important areas in medical statistics: disease mapping, health care monitoring, meta‐analysis, and multiple testing. It ends with a warning that the application of the outcome of an empirical Bayes analysis to the individual “subjects” is a delicate matter that should be handled with prudence and care.