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贝叶斯方法通过参数估计和模型比较来评估缺失值。

Bayesian Assessment of Null Values Via Parameter Estimation and Model Comparison.

机构信息

Department of Psychology and Brain Sciences, Indiana University, Bloomington

出版信息

Perspect Psychol Sci. 2011 May;6(3):299-312. doi: 10.1177/1745691611406925.

Abstract

Psychologists have been trained to do data analysis by asking whether null values can be rejected. Is the difference between groups nonzero? Is choice accuracy not at chance level? These questions have been traditionally addressed by null hypothesis significance testing (NHST). NHST has deep problems that are solved by Bayesian data analysis. As psychologists transition to Bayesian data analysis, it is natural to ask how Bayesian analysis assesses null values. The article explains and evaluates two different Bayesian approaches. One method involves Bayesian model comparison (and uses Bayes factors). The second method involves Bayesian parameter estimation and assesses whether the null value falls among the most credible values. Which method to use depends on the specific question that the analyst wants to answer, but typically the estimation approach (not using Bayes factors) provides richer information than the model comparison approach.

摘要

心理学家接受过数据分析方面的培训,他们会通过询问是否可以拒绝无效值来进行数据分析。组间差异是否为非零值?选择准确率是否不在机会水平?这些问题传统上通过零假设显著性检验(NHST)来解决。NHST 存在严重的问题,这些问题可以通过贝叶斯数据分析来解决。随着心理学家向贝叶斯数据分析的转变,自然而然地会问到贝叶斯分析如何评估无效值。本文解释并评估了两种不同的贝叶斯方法。一种方法涉及贝叶斯模型比较(并使用贝叶斯因子)。第二种方法涉及贝叶斯参数估计,并评估无效值是否落在最可信的值之间。使用哪种方法取决于分析师想要回答的具体问题,但通常情况下,估计方法(不使用贝叶斯因子)比模型比较方法提供更丰富的信息。

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