Default Bayes Factors for Model Selection in Regression

被引:346
作者
Rouder, Jeffrey N. [1 ]
Morey, Richard D. [2 ]
机构
[1] Univ Missouri, Columbia, MO 65211 USA
[2] Univ Groningen, NL-9700 AB Groningen, Netherlands
基金
美国国家科学基金会;
关键词
P-VALUES; STATISTICAL-METHODS; NULL HYPOTHESIS; SOCIAL-RESEARCH; METAANALYSIS; EVOLUTION; TESTS;
D O I
10.1080/00273171.2012.734737
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this article, we present a Bayes factor solution for inference in multiple regression. Bayes factors are principled measures of the relative evidence from data for various models or positions, including models that embed null hypotheses. In this regard, they may be used to state positive evidence for a lack of an effect, which is not possible in conventional significance testing. One obstacle to the adoption of Bayes factor in psychological science is a lack of guidance and software. Recently, developed computationally attractive default Bayes factors for multiple regression designs. We provide a web applet for convenient computation and guidance and context for use of these priors. We discuss the interpretation and advantages of the advocated Bayes factor evidence measures.
引用
收藏
页码:877 / 903
页数:27
相关论文
共 58 条
  • [1] AITKIN M, 1991, J ROY STAT SOC B MET, V53, P111
  • [2] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION
    AKAIKE, H
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723
  • [3] [Anonymous], 2004, Multivariate T Distributions and Their Applications
  • [4] [Anonymous], 2002, Model selection and multimodel inference: a practical informationtheoretic approach
  • [5] [Anonymous], 2003, Testing statistical hypotheses of equivalence
  • [6] [Anonymous], 2004, APPL LINEAR STAT MOD
  • [7] [Anonymous], 2021, Bayesian data analysis
  • [8] [Anonymous], 1948, Handbook of Mathematical Functions withFormulas, Graphs, and Mathematical Tables, DOI DOI 10.1119/1.15378
  • [9] [Anonymous], 1966, INTRO FECHNER
  • [10] [Anonymous], 2001, Bayesian Statistical Modelling