Hedge's g
Does anyone know of a way to get either JASP or BayesFactor to give estimates of hedge's g (bias corrected) rather than cohen's d?
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Ah, so with the SD's weighted by N-1 instead of N (https://stats.stackexchange.com/questions/66956/whats-the-difference-between-hedges-g-and-cohens-d)?
I think that this kind of bias-correction is a frequentist concern, as least as far as inference goes. The Bayesian model defines delta = mu/sigma, and specifies that sigma is common between the two groups. Priors are specified, and the combination with the likelihood yields a posterior for delta. That posterior is the only relevant estimate. It may actually be closer to hedges than to Cohen, for small sample sizes (but the difference with the frequentist results will be driven more by the shrinkage effect of the prior).
Cheers,
E.J.