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Computing Bayes factors from robust tests

Hi all,

Since neither JASP nor the BayesFactor package include robust tests, I am considering to compute Yuen's robust t-test and robust multiple regression through a M-estimator and then enter the data of t and R-squared in the "summary stats" of JASP to compute the Bayes factors of the robust tests. Does this procedure makes sense?


  • I am not 100% sure.
    The "real/royal" Bayesian way is to change the data-generating process, for instance by assuming that the data are t-distributed instead of normally distributed, or assuming . Some classical robust methods throw away data, and that is not really something that Bayesians like to do.

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