Questions tagged [bayes-factors]
Given some data and two competing models, Bayes factor is the ratio of probabilities to observe these data under one and under another model.
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1answer
62 views
Bayes factors from MCMC samples
I'm working to implement Bayesian model selection among models whose posteriors have already been sampled via MCMC. After reviewing some discussions of Bayes factors, I understand that they are ...
6
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2answers
86 views
How are Bayes factors actually Bayesian?
I have been doing some linear model analyses involving Bayes factors lately and I have two probably very basic questions:
1) As far as I understand, a Bayes factor is simply a likelihood ratio, i.e.
...
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1answer
26 views
How to interpret a statistically signficant finding that becomes unsignificant after bonferroni correlation
I hypothesised I would find a main effect of X which I did (p=0.028), however, upon using the bonferroni correction my alpha dropped to 0.0125, making this result no longer significant.
I found a ...
4
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2answers
113 views
Bayes Factor Poisson-Hidden Markov Model
I am following the Hidden Markov Models guide text
for Time Series An Introduction Using R (Walter Zucchini). Chapter 7. Bayesian inference for Poisson-hidden Markov models. Specifically in section 7....
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1answer
35 views
ABC, compute Bayes factor from posteriors
I am pretty new to ABC stuff so I may be saying dumb things.
My question is: I ran an ABC with two models $M_1$ and $M_2$ and now I have an approximation of the posterior distribution for both model.
...
0
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1answer
18 views
Calculating Bayes Factor from Z score, n, and No
I'm completely stuck on how to get this answer from a course below.
I guessed the answer, but I'm lost on how they get to it. I did the following in R
...
2
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1answer
50 views
Computation within log space
What is the conversion of the following equation into log space?
$bf2 = 1 + (p * (bf1 - 1))$
Given log.bf1 (log Bayes factor), how do I get to log.bf2 without having to compute bf1, but instead ...
3
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1answer
62 views
Diffuse priors Bayes Factor
In textbooks I always read that it is necessary to have a proper prior on the parameter that we want to test with Bayes factor, otherwise we would always posteriori favor the model with less ...
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0answers
24 views
MCMC dont converge in two level hierarchical model
I'm doing simulation in following framework.
I have some responses $\theta_{ik}$ and since K is very large, I try to have a bayesian factor model to reduce the dimension.
Following is a factor part,
...
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0answers
17 views
Uniqueness on bayesian factor model's loading matrix
I'm doing uniqueness on factor loading matrix in a factor model.
$ y = \Lambda f + \epsilon$
where $ f \sim N(0,\Sigma)$ , $\epsilon \sim N(0,\Omega) $ and $\epsilon \perp f$.
It's well known that ...
3
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0answers
27 views
How does Lindley compare a Bayes factor and a p-value?
I was reading this paper by Dennis Lindley ("Analysis of a Wine Tasting", J. Wine Econ. 2006). Statistically, the paper is a straightforward analysis of a $10\times 11$ two-way table. To test whether ...
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0answers
5 views
Determining the total amount of evidence for covariates across multiple outcomes
I have a study comparing three different measures of disease severity ($M1$, $M2$, and $M3$) in a disease where there is no gold standard to measure severity. I have six outcomes that are ...
2
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1answer
119 views
Bayesian models: Bayesian t-test on effect posterior against 0 as index of effect existence
I am fitting Bayesian models (using R and rstanarm). Beyond estimating the effect of each predictor (and extracting pointwise indices such as median, MAD and 90% CI), I am also interested in having a ...
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0answers
25 views
Is this Bayes factor correct
I have 2 models, $M_1$, $M_2$.
$M_1$ contains 3 reactions and $M_2$ contains 6 (two of each reaction in $M_1$). I assumed the priors for each rate constant to be independent and gamma and to be the ...
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0answers
16 views
How do I prepare data for Rouder & Morey (2012) default prior?
I am going to run an analysis using the default prior outlined by Rouder and Morey (2012); however, I am unclear how exactly to prepare the data.
As a quick overview, I have a continuous DV and a ...
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0answers
132 views
How would I use the largest expected effect size to determine a prior?
I have a simple experiment in which ~30 people responded to 100 words, half of which were of Type A and half of which were of Type B. I am using a mixed effects linear regression to predict reaction ...
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0answers
35 views
Calculation of Bayes Factor for multinomial distributions
I'm trying to follow along with this document:
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.11.293&rep=rep1&type=pdf
As is also discussed as an answer here:
https://stats....
0
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0answers
64 views
Calculating Bayes' factor for 2 Gamma distributions
I have 2 model $M_1$ and $M_2$ which both have a gamma distribution and the same priors
$H_0 : \quad x_i \sim M_1 \\ H_a: \quad x_i \sim M_2$
Both $M_1$ and $M_2$ have prior $\sim Ga(7,3000)$ but my ...
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0answers
18 views
Using Bayes Factor to test geometric vs poissong distribution
I have a sample of 200 observations and need to test $H_0: X \sim Geom(p)$ vs. $H_1: X \sim Pois(\lambda)$. Prior distributions are $U[0, 1]$ and $U[0, 20]$. I need to construct a bayes test to ...
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0answers
246 views
Why is the calculation of Bayes Factors for regression coefficients based on model comparison while delta-R^2 tests are discouraged?
The vast majority of the statistical inference I do is on the basis of multiple regression models (not always OLS, not always single level). Usually the focus is not on the model, but on particular ...
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0answers
49 views
Bayes Factor for model and variable selection and type I & II error rate
I am trying to implement Bayes Factor for model and variable selection in Bayesian Linear Regression and finding out corresponding type I and type II error. I need your help regarding this. I will be ...
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1answer
101 views
Choosing a Model Selection Criterion [closed]
I am trying to decide which among for model selection criteria to use for a Bayesian nonparametric model. The candidates are:
The L-criterion, as defined by Laud & Ibrahim (1995);
Bayes factors;
...
2
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1answer
159 views
How to account for temporal autocorrelation when computing a Bayes factor between two linear regression models?
I have data of some physiological measure, represented as a vector of 185 measurements taken every 2 seconds. I can model this response in two different ways, and I wish to compare the fit of my two ...
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0answers
41 views
Bayes Factor for two exponential samples
I'm trying to solve myself such a problem: calculation of Bayes Factor for two groups from exponential distributions.
$$x_1, x_2, \ldots, x_n\sim \exp(\lambda_1)$$
$$y_1, y_2, \ldots, y_m\sim \exp(\...
2
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0answers
129 views
Marginal likelihood (or Bayes factor) when true model *not* in the set
The marginal likelihood (or Bayes factor) method to perform model comparison, based on $\Pr(\text{data}|\text{model})$, assumes that the true model is the model set (closed world assumption).
What ...
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0answers
447 views
Computing DIC and Bayes factor in R
How can I compute the DIC value and Bayesfactor value for a bayesian glm model? (for both models or even just 1 of the models)
I have 2 models I would like to compare.
1. ...
0
votes
1answer
321 views
What is the difference between the posterior density, and the posterior “ordinate” in the context of Bayesian modelling
This is the first time I've come across the term posterior "ordinate" and I'm not sure what it means. I understand what the posterior density of some model parameters given some data refers to, but ...
0
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1answer
161 views
Replication study and Bayes factor
I ran an experiment and got a statistically significant result with an effect size of cohen's d=0.36 (N=20). I decided to run a replication study, this time with 60 participants, and got nothing (d=0....
4
votes
2answers
519 views
Reporting Bayes factors
I have calculated a Bayes Factor BF10 for the probability of the data under H1 vs. H0. I get very large numbers (the data are very clear, statistics are barely necessary here), in the order of 10^30.
...
3
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1answer
213 views
Bayes Factor and likelihood for two sample from different distributions?
I'd like to calculate Bayes Factor for two-sample t-test $H_0: \mu_1=\mu_2$ (model $M_0$) against $H_1: \mu_1\not=\mu_2$ (model $M_1$)
My data are: $x_1,x_2,\ldots, x_{n_1}\sim N(\mu_1, \sigma)$ ...
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1answer
386 views
Discrepancy in the results of LMER and BayesFactor (R)
I have a within-subject dataset with 3 two-level factors and 1 numeric
predictor. I was using LMER with a random-intercept model (a full random-effect model yield the same results though throws ...
2
votes
0answers
263 views
Different Bayes Factor values for correlation with the same JZS approach
Trying to get the Bayes Factor for a correlation between two variables in my data, I tried three different functions. All implement the Jeffreys–Zellner–Siow (JZS) prior, but I get quite different ...
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2answers
1k views
Mixed bayesian ANOVA using BayesFactor package in R
According to a recent paper (open pdf here), one can specify both within- and between-subjects effects in a Bayes factor ANOVA. In the example they give (p. 28), this is specified in the following way:...
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0answers
172 views
Directional vs Non-Directional Alternative Hypothesis in Bayesian Model Comparison?
I have recently completed a study where I hypothesised a significant difference between two groups. I hypothesised that Group B would be report a significantly lower score on the outcome variable on ...
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2answers
488 views
Bayesian Model Comparison - Neutral Prior Information
Let's say I estimate two models, $M_{0}$ and $M_{1}$. The posterior odds ratio for for model $M_{0}$ against $M_{1}$ given the data, $y$, is,
$\frac{Pr\left(M_{0}\mid y\right)}{Pr\left(M_{1}\mid y\...
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0answers
80 views
Bayes factor and hypothesis test in Bayesian inference
Let
$$\pi_0=P(\theta\in\Theta_0)=\int_{\Theta_0}\pi(\theta)d\theta$$
$$\pi_1=P(\theta\in\Theta_1)=\int_{\Theta_1}\pi(\theta)d\theta$$
$$a_0=P(\theta\in \Theta_0|x)$$
$$a_1=P(\theta\in \Theta_1|x)$$
...
8
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1answer
110 views
Bayesian model comparison in high school
I teach physics to high-school students, and I would like my students to conduct a rudimentary Bayesian model comparison for data from their experiments. I figured out a way for them to do so (see ...
6
votes
2answers
312 views
Bayes Factor approximation
A brute force method to approximate the Bayes Factor (the ratio of the denominators (normalizing constants) in the Bayes formula) is to do the following for the two models of interest:
repeat ...
8
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1answer
336 views
Can I make a decision using a Bayes factor?
Bayes factors denote how well a certain model is supported. Say that I am running a controlled experiment and I have two models: the null model and the alternative model.
If I have a high Bayes ...
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0answers
93 views
Comparing the rates of Poisson distribution using Bayesian inference
In the 'Theory of Probability' book by Sir Harold Jeffreys, (5.15), the form of the Bayes Factors that he derives for the comparison of Poisson rates is the same as that of Binomial rates. But I did ...
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0answers
234 views
Bayes factor for effect size
I need to construct Bayes Factor for testing:
$$ H_0: \quad 0 = \mu_t - \mu_c $$
$$ H_1: \quad 0 \neq \mu_t - \mu_c $$
and my prior knowledge is modeled by distribution of effect size: $ \delta = \...
2
votes
1answer
172 views
Bayes factor (B) vs p-values: sensitive (H0/H1) vs insensitive data
The question of a beginner in Bayesian stats. As far as I understand, it is claimed (e.g. Dienes 2014) that B-based inference allows us to either confidently reject/accept the null, OR declare the ...
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1answer
325 views
Bayes Factors for more than 2 hypotheses
Naïve question:
I would like to use Bayesian framework for model selection. I have more than 10 models with the same number of parameters (just different assumptions on underlying parameters of the ...
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0answers
91 views
Anova with ordered alternative, which hypothesis to test?
I am interesting into the problem of testing a specific hypothesis of the form $H_1:\{ \mu_1<\ldots <\mu_N\}$. In the literature I found, such a hypothesis is compared to whether $H_2:\{\mu_1=\...
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1answer
159 views
Bayes factor from posterior odds
I tried to answer my own question Comparing two Bayesian models under disjoint prior supports using MCMC. Here is my intent. I am not confident in what I wrote so prefer to post it as a question : Is ...
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0answers
75 views
Are Bayes factors practically applicable?
According to Bishop's Pattern Recognition and Machine Learning on page 164,
on average the Bayes factor will always favour the correct model.
Given this, how can we use the Bayes factor in ...
2
votes
2answers
98 views
Comparing two Bayesian models under disjoint prior supports using MCMC
I have a Bayesian model involving three parameters $\theta_1$,$\theta_2$ and $\theta_3$. Experts think that $\theta_1 > \theta_2 > \theta_3$. So I would like to test the submodel $M_0$ ...
2
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1answer
670 views
Bayes factor using BayesFactor package in R
I only recently started using the BayesFactor package in R.
I was trying to extract the Bayes factor from the S4 object to add the figure to a table and saw that ...
5
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2answers
1k views
Calculating Bayes Factor from a correlation coefficient
I'm wondering whether anyone knows whether it is possible to directly calculate a Bayes Factor (comparing null model of zero correlation to non-zero correlation) given just a correlation coefficient ...
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0answers
72 views
Bayesian association testing and simulation
I read some Bayesian references recently and came up with some basic or naive questions about Bayesian inference. My research question is to test the association between predictors and outcome, and it ...
