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贝叶斯假设检验对心理学家来说:萨维奇-迪基方法教程。

Bayesian hypothesis testing for psychologists: a tutorial on the Savage-Dickey method.

机构信息

University of Amsterdam, Department of Psychology, Roetersstraat 15, 1018 WB Amsterdam, The Netherlands.

出版信息

Cogn Psychol. 2010 May;60(3):158-89. doi: 10.1016/j.cogpsych.2009.12.001. Epub 2010 Jan 12.

Abstract

In the field of cognitive psychology, the p-value hypothesis test has established a stranglehold on statistical reporting. This is unfortunate, as the p-value provides at best a rough estimate of the evidence that the data provide for the presence of an experimental effect. An alternative and arguably more appropriate measure of evidence is conveyed by a Bayesian hypothesis test, which prefers the model with the highest average likelihood. One of the main problems with this Bayesian hypothesis test, however, is that it often requires relatively sophisticated numerical methods for its computation. Here we draw attention to the Savage-Dickey density ratio method, a method that can be used to compute the result of a Bayesian hypothesis test for nested models and under certain plausible restrictions on the parameter priors. Practical examples demonstrate the method's validity, generality, and flexibility.

摘要

在认知心理学领域,p 值假设检验已经对统计报告形成了垄断。这很不幸,因为 p 值最多只能粗略估计数据为实验效应存在提供的证据。另一种替代方法,也是更合适的证据衡量方法是贝叶斯假设检验,它更倾向于具有最高平均可能性的模型。然而,这种贝叶斯假设检验的主要问题之一是,它通常需要相对复杂的数值方法来进行计算。在这里,我们提请注意 Savage-Dickey 密度比方法,这是一种可以用于计算嵌套模型的贝叶斯假设检验结果的方法,并且在参数先验的某些合理限制下。实际示例证明了该方法的有效性、通用性和灵活性。

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