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Bayesian statistics blogs

p value from likelihood ratio test is STILL not the same as p value from maximum likelihood estimate

September 18, 2014
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p value from likelihood ratio test is STILL not the same as p value from maximum likelihood estimate

In yesterday's post, I described two ways for finding a p value for a parameter, and pointed out that the two ways lead to different p values. As an example, I considered the slope parameter in simple linear regression. One way to get a p value for the...

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p value from likelihood ratio test is not the same as p value from maximum likelihood estimate

September 18, 2014
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p value from likelihood ratio test is not the same as p value from maximum likelihood estimate

In a post of a few hours ago, I pointed out that I was having trouble getting p values to agree for two different methods. Thanks to a suggestion from a reader, there is a resolution: The p values should not agree. This was actually my hunch and hope a...

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Sampling distribution of maximum lilkelihood estimate – help?

September 17, 2014
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Sampling distribution of maximum lilkelihood estimate – help?

I'm doing Monte Carlo simulation of sampling distributions to compute p values. For example, consider the slope parameter, β1, in simple linear regression. I want to find out if p < .05 for a null hypothesis that β1=0. I'm working with two differe...

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One datavis for you, ten for me

September 14, 2014
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One datavis for you, ten for me

Over the years of my graduate studies I made a lot of plots. I mean tonnes. To get an extremely conservative estimate I grep’ed for every instance of “plot\(” in all of the many R scripts I wrote over the past five years. The actual number is very likely orders of magnitude larger as 1) many […]

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Converting combination of random variables to hierarchical form for JAGS (BUGS, Stan, etc.)

August 20, 2014
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Converting combination of random variables to hierarchical form for JAGS (BUGS, Stan, etc.)

An emailer asks:Hi, John. Long-time listener, first-time caller... I have a model that says X is a function of three (independent) random variables: X ~ normal(mu, sigma) / uniform(a,a+b) - beta(v,w) and I also have N random samples of X. Can I use JAG...

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How to use MCMC posterior as prior for future data

August 15, 2014
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An emailer writes:Dear Prof. Kruschke,Hello. My name is ... and I am ... . I'm trying to apply Bayesian theorem in developing a model of ... . I used your code to estimate posterior distribution without any trouble. Here is my question. Would you ki...

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Stopping and testing intentions in p values

August 12, 2014
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An emailer asks:I am really interested in Bayesian analysis, but I don't get the issue of sampling intention being so important in frequentist t-tests; if you have 60 values you have 60 values surely - why does your intention matter? The computer does ...

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Prior for normality (df) parameter in t distribution

August 8, 2014
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Prior for normality (df) parameter in t distribution

A routine way to describe outliers in metric data is with a heavy-tailed t distribution instead of with a normal distribution. The heaviness of the tails is governed by a normality parameter, ν, also called the df parameter. What is a reasonable prior...

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Plot with ggplot2, interact, collaborate, and share online

July 31, 2014
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Plot with ggplot2, interact, collaborate, and share online

Editor’s note: This is a guest post by Marianne Corvellec from Plotly. This post is based on an interactive Notebook (click to view) she presented at the R User Conference on July 1st, 2014. Plotly is a platform for making, editing, and sharing graphs. If you are used to making plots with ggplot2, you can […]

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Tuning particle MCMC algorithms

June 8, 2014
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Tuning particle MCMC algorithms

Several papers have appeared recently discussing the issue of how to tune the number of particles used in the particle filter within a particle MCMC algorithm such as particle marginal Metropolis Hastings (PMMH). Three such papers are: Doucet, Arnaud, Michael Pitt, and Robert Kohn. Efficient implementation of Markov chain Monte Carlo when using an unbiased […]

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