Timeline for Approximating p-values from Bayesian posterior distribution
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Aug 28, 2019 at 18:21 | comment | added | Brad | @user2974951 - Thank you. I talked to a statistician who suggested that I provide integrals over the posterior to provide probabilities with the understanding that most scientists in my field misinterpret p-values and what they are looking for is really the probability that the effect size falls inside a particular range. So, after talking to him I am going to write a paragraph that educates the readers (as well as my colleagues) how to interpret the 95% credible interval (which is derived from a highest posterior density estimate). | |
| Aug 28, 2019 at 9:03 | comment | added | user2974951 | @Brad Yes I was specifically referring to confidence intervals, of course credibility intervals are perfectly fine. As for p-values, there is no equivalent in Bayesian statistics, so you can't really approximate it. Something like snickerdoodles777 suggested may work, but in the end you did Bayesian statistics and you should report it as such, otherwise it's pointless. Maybe you should educate your colleagues about your model. | |
| Aug 27, 2019 at 16:22 | comment | added | Brad | I'm also a bit surprised that you feel I shouldn't be talking about CI. Doesn't it make sense to report the minimum width Bayesian credible interval along with the mean? Is it because I call it confidence interval in the question? I realize that it's not the correct term but, again, my field is extremely used to frequentist approaches so I'm trying to couch the language in terms they are more comfortable with. | |
| Aug 27, 2019 at 16:19 | comment | added | Brad | @user2974951 - As pointed out in my question, my colleagues are asking for CI and p-values. While I understand that these don't really make sense in the context of Bayesian regression, I have little choice but to find a way to report these or redo my analysis using frequentist methods. | |
| Aug 27, 2019 at 16:03 | comment | added | MichiganWater | This might help meet the requirements of your collaborators: A nomogram for P values by Leonhard Held bmcmedresmethodol.biomedcentral.com/articles/10.1186/… | |
| Aug 27, 2019 at 14:48 | answer | added | snickerdoodles777 | timeline score: 0 | |
| Aug 27, 2019 at 5:59 | comment | added | user2974951 | If you did Bayesian linear regression, why are you talking about CI and p-values? | |
| Aug 26, 2019 at 23:47 | history | asked | Brad | CC BY-SA 4.0 |