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近似调整分数贝叶斯因子:一种检验信息性假设的通用方法。

Approximated adjusted fractional Bayes factors: A general method for testing informative hypotheses.

作者信息

Gu Xin, Mulder Joris, Hoijtink Herbert

机构信息

Department of Methodology and Statistics, Utrecht University, The Netherlands.

Department of Geography and Planning, University of Liverpool, UK.

出版信息

Br J Math Stat Psychol. 2018 May;71(2):229-261. doi: 10.1111/bmsp.12110. Epub 2017 Aug 31.

Abstract

Informative hypotheses are increasingly being used in psychological sciences because they adequately capture researchers' theories and expectations. In the Bayesian framework, the evaluation of informative hypotheses often makes use of default Bayes factors such as the fractional Bayes factor. This paper approximates and adjusts the fractional Bayes factor such that it can be used to evaluate informative hypotheses in general statistical models. In the fractional Bayes factor a fraction parameter must be specified which controls the amount of information in the data used for specifying an implicit prior. The remaining fraction is used for testing the informative hypotheses. We discuss different choices of this parameter and present a scheme for setting it. Furthermore, a software package is described which computes the approximated adjusted fractional Bayes factor. Using this software package, psychological researchers can evaluate informative hypotheses by means of Bayes factors in an easy manner. Two empirical examples are used to illustrate the procedure.

摘要

信息性假设在心理学领域的应用日益广泛,因为它们能够充分体现研究者的理论和预期。在贝叶斯框架下,对信息性假设的评估通常会使用诸如分数贝叶斯因子等默认贝叶斯因子。本文对分数贝叶斯因子进行了近似和调整,使其可用于一般统计模型中信息性假设的评估。在分数贝叶斯因子中,必须指定一个分数参数,该参数控制用于指定隐含先验的数据中的信息量。其余部分则用于检验信息性假设。我们讨论了该参数的不同选择,并提出了一种设置方案。此外,还介绍了一个计算近似调整分数贝叶斯因子的软件包。借助该软件包,心理学研究者可以轻松地通过贝叶斯因子来评估信息性假设。文中使用了两个实证例子来说明该过程。

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