EJ
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- EJ
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Comments
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Please post it on GitHub for the team to fix! Cheers, E.J.
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I'm not an expert on the topic, but it seems to me that if you have non-stationary time series data, you need to use a time series model as your base --perhaps a state-space model?-- and then model the exogeneous factors on top of that...JASP does h…
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I am sorry to hear this, the installation should not give you this much trouble. The programming team would be happy to help you out, but in order to do so efficiently it is best if you post the issue on our GitHub page (for details see https://jasp…
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Hi Chris, I think this is an issue for our programming team, in which case it is more efficient if you post it on our GitHub page (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) Cheers, E.J.
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You can find the equations that transform the sufficient statistics to what you like online. We do have a "Summary stats" module but it is based on a Bayesian analysis. EJ
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Well the posterior odds would be the ratio of the posterior model probabilities (values in the "p(M|data)" column). I personally think that probabilities are a little easier to grasp than odds (although odds are useful for convenient updat…
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Dear lemakuru, I think that in order to test the moderation, the focus is on the interaction term (e.g., https://jasp-stats.org/2020/03/12/mediation-and-moderation-analysis-in-jasp/) There are various model comparisons that are relevant here (e.g., …
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So you'd like the posterior median and 95% CI for the differences between the three groups, right? If you click "Estimates" you'll find the posterior means and 95% credible intervals -- is the problem that you would like to report the medi…
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If it is just two files then I would just use copy-paste. A generic solution does not exist in JASP (yet). Would be a good feature request.
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The error message means that there is a problem in estimating the parameters; somehow the model is overparameterized and there is no unique solution. Could you share the data, or some anonymized version of it? Cheers, E.J.
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Agreed in general; some of our analyses (for regression and ANOVA) do present posterior model probabilities though. But perhaps we ought to do this for t-tests as well. I guess we are still prioritizing adding more functionality at the moment... EJ
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Hi Chris, Hmm that's strange. I'll contact our network expert. Cheers, E.J.
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Dear JLeborgne, Adding a robustness check for these more complex tests is definitely a good idea -- we just haven't gotten round to it yet. In the mean time, what I suggest is pragmatic: just halving and doubling the default value. Cheers, E.J.
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Sorry, and you've been good too! The signed installs are available on https://github.com/jasp-stats/jasp-desktop/releases/tag/v0.18.2.beta we did not want to do a full release because the programming team is on a holiday. I'll do a blog post today (…
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Definitely, very useful, thanks for adding it! Just wanted to put my thoughts out there. That being said, it seems to be a popular test. EJ
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I think this ought to go under regression -> linear regression -> statistics -> residuals. I am not sure how much it adds over what we already offer in terms of residual tests though. EJ
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Thanks. I am not sure about the quality of the test though, but I have to look into it more. EJ
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Instructions on how you can become a tester: https://jasp-stats.org/manual-for-external-testers/
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Definitely before Christmas, and definitely with the conditional process models! We are nearing the end of the testing phase now... :-) EJ
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It's pretty close! I believe there are some minor deviations if I recall correctly (maybe headings in italics or something like that). EJ
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Hi Niar, You can get JASP help files by clicking the blue circle with an "i" on it -- in the GUI for SEM. However, for SEM it is relatively concise, and I've copied it here: Perform structural equation modeling (SEM) using lavaan (Rosseel,…
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Oh, and about the post-hoc tests: it works best if you push this feature request on our GitHub page (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) because this is what most of the team sees. EJ
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Yes this is the official channel :-) Sphericity is still on the to-do list. Equality of standard deviations is implicitly assumed by LML also. We have concrete ideas on how to implement this, but have not gotten round to it. See also https://www.fro…
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Hi Chantal, The difference is not pronounced, right? You would draw the same conclusion -- there is weak evidence that the groups are the same and hence the variable does not contribute. The post-hoc tests are just t-tests, so they will give results…
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We use Lavaan syntax. There is help available online (YouTube?), there is the help file (blue circle with the "i") and you can check out the examples in the JASP Data Library. Cheers, E.J.
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imo, it starts by a model for the data-generating process (Normal? Poisson?). Then the model parameter of interest is modeled as a linear combination of predictors, possibly on thea suitable scale. Any nonlinear effects on this scale can possibly be…
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I'll ask one of our experts! EJ
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Autocorrelation decreases standard error only when left unaccounted for. If you properly account for the autocorrelation, the standard error increases (because effectively you have fewer observations). They may pull in opposite directions but probab…
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The option "correlation matrix" is there explicitly in the Bayesian formulation (what were you doing with the frequentist tools anyway? ;-)). In the frequentist version, you can tick the various plot options to construct the desired matrix…
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BTW you can compute the semi-partial r from the standard r's, as outlined in here for instance: https://personal.utdallas.edu/~herve/Abdi-PartialRegressionCoefficient2007-pretty.pdf