Howdy, Stranger!

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

Supported by

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?

Comments

  • 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.
    E.J.

Sign In or Register to comment.