van Doorn J, Ly A, Marsman M, Wagenmakers E-J
Department of Psychological Methods, University of Amsterdam, Amsterdam, the Netherlands.
Centrum voor Wiskunde & Informatica, Amsterdam, the Netherlands.
J Appl Stat. 2020 Jan 11;47(16):2984-3006. doi: 10.1080/02664763.2019.1709053. eCollection 2020.
Bayesian inference for rank-order problems is frustrated by the absence of an explicit likelihood function. This hurdle can be overcome by assuming a latent normal representation that is consistent with the ordinal information in the data: the observed ranks are conceptualized as an impoverished reflection of an underlying continuous scale, and inference concerns the parameters that govern the latent representation. We apply this generic data-augmentation method to obtain Bayes factors for three popular rank-based tests: the rank sum test, the signed rank test, and Spearman's .
由于缺乏明确的似然函数,贝叶斯推断在处理排序问题时受到阻碍。通过假设一个与数据中的顺序信息一致的潜在正态表示,可以克服这一障碍:将观察到的秩概念化为潜在连续尺度的一种简化反映,而推断则涉及控制潜在表示的参数。我们应用这种通用的数据增强方法来获得三种流行的基于秩的检验的贝叶斯因子:秩和检验、符号秩检验和斯皮尔曼检验。