Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!

Supported by

BF from multiple regression summary stats

Hi,

I would like to use the Summary Stats function for Bayesian linear regression to obtain Bayes Factors for published studies. The required inputs are number of covariates and R-squared for both null and alternative models, which are usually obtainable when studies performed hierarchical regression.

However, when multiple regression was performed, more commonly, only standardized betas, t- and p-values are reported for the individual predictors. When R-squared is reported, it is usually for the overall model. If I would like to calculate the BF of the relationship between a predictor of interest and the dependent variable over and above covariates of non-interest, would it appropriate if I use the Bayesian one-sample t-test instead? Or is it possible to somehow compute the R-squared from standardized betas, t- and p-values?

Thanks so much in advance!

Best,
Darren

Comments

  • Hi Darren,

    I am not 100% sure, but I don't think that you can compute R-squared from standardized betas, t- and p-values, unless you are willing to make some strong additional assumptions (e.g., uncorrelated predictors). In other words, I don't think the relation is unique (that is, t and N are not sufficient) -- perhaps Google offers additional insight. For the same reason (dependence between the predictors) I don't think it is correct to use the Bayesian t-test. The extent to which the regular t-test is a good approximation of the full result (i.e., if you had access to the R^2s) could be interesting to study. If the approximation is often good enough, you might feel encouraged to do as you propose. All of this depends on the extent to which you can vary one quantity (say R^2) while keeping the other (t and p for an individual predictor) constant.

    Cheers,
    E.J.

  • Hi E.J.,

    Thank you so much for the prompt reply! I did an extensive search before I resorted to asking here. Thanks for confirming my suspicions! I agree with the points you make about the dependency on the other predictors, and whether it is a good approximation of the full results.

    The only reason why that possibility came to mind is that (1) using the t-statistic table, one can find p-values from just t and degrees of freedom, independent of the specific test being used (e.g., independent samples, paired samples, one sample), and (2) I read in one of your papers (Wetzels et al., 2011) on how BFs (at least the range) can be approximated from p-values. So, I thought it may be possible to link t values to BFs albeit indirectly. However, I believe the least controversial way is to cite the 2011 paper using the BF range/labels associated with p-values, e.g., p < .01 is likely to be 'substantial/moderate' evidence and p <.05 likely to be 'anecdotal/weak' evidence?

    Thanks!

    Best,
    Darren

  • Hi Darren,

    p-values are approximations for a test of direction. See http://www.ejwagenmakers.com/2017/MarsmanWagenmakers2017ThreeInsights.pdf

    There are some good reasons to move from the standard "alpha=.05" level to a stricter "alpha = .005" level. See the 2013 PNAS paper by Valen Johnson and the cartoon here: https://jasp-stats.org/2017/06/12/mysterious-vs-mpr/

    Cheers,
    E.J.

Sign In or Register to comment.

agen judi bola , sportbook, casino, togel, number game, singapore, tangkas, basket, slot, poker, dominoqq, agen bola. Semua permainan bisa dimainkan hanya dengan 1 ID. minimal deposit 50.000 ,- bonus cashback hingga 10% , diskon togel hingga 66% bisa bermain di android dan IOS kapanpun dan dimana pun. poker , bandarq , aduq, domino qq , dominobet. Semua permainan bisa dimainkan hanya dengan 1 ID. minimal deposit 10.000 ,- bonus turnover 0.5% dan bonus referral 20%. Bonus - bonus yang dihadirkan bisa terbilang cukup tinggi dan memuaskan, anda hanya perlu memasang pada situs yang memberikan bursa pasaran terbaik yaitu http://45.77.173.118/ Bola168. Situs penyedia segala jenis permainan poker online kini semakin banyak ditemukan di Internet, salah satunya TahunQQ merupakan situs Agen Judi Domino66 Dan BandarQ Terpercaya yang mampu memberikan banyak provit bagi bettornya. Permainan Yang Di Sediakan Dewi365 Juga sangat banyak Dan menarik dan Peluang untuk memenangkan Taruhan Judi online ini juga sangat mudah . Mainkan Segera Taruhan Sportbook anda bersama Agen Judi Bola Bersama Dewi365 Kemenangan Anda Berapa pun akan Terbayarkan. Tersedia 9 macam permainan seru yang bisa kamu mainkan hanya di dalam 1 ID saja. Permainan seru yang tersedia seperti Poker, Domino QQ Dan juga BandarQ Online. Semuanya tersedia lengkap hanya di ABGQQ. Situs ABGQQ sangat mudah dimenangkan, kamu juga akan mendapatkan mega bonus dan setiap pemain berhak mendapatkan cashback mingguan. ABGQQ juga telah diakui sebagai Bandar Domino Online yang menjamin sistem FAIR PLAY disetiap permainan yang bisa dimainkan dengan deposit minimal hanya Rp.25.000. DEWI365 adalah Bandar Judi Bola Terpercaya & resmi dan terpercaya di indonesia. Situs judi bola ini menyediakan fasilitas bagi anda untuk dapat bermain memainkan permainan judi bola. Didalam situs ini memiliki berbagai permainan taruhan bola terlengkap seperti Sbobet, yang membuat DEWI365 menjadi situs judi bola terbaik dan terpercaya di Indonesia. Tentunya sebagai situs yang bertugas sebagai Bandar Poker Online pastinya akan berusaha untuk menjaga semua informasi dan keamanan yang terdapat di POKERQQ13. Kotakqq adalah situs Judi Poker Online Terpercayayang menyediakan 9 jenis permainan sakong online, dominoqq, domino99, bandarq, bandar ceme, aduq, poker online, bandar poker, balak66, perang baccarat, dan capsa susun. Dengan minimal deposit withdraw 15.000 Anda sudah bisa memainkan semua permaina pkv games di situs kami. Jackpot besar,Win rate tinggi, Fair play, PKV Games