Bayes Factor of regression model with specific prior using JAGS module
hello jaspers,
i used JAGS module in estimating the posterior slope of a simple linear regression model with a specific prior from the literature.
i wonder if there is a way to determine the Bayes Factor of the slope? thanks.
cheers
Comments
Hi Narcilili,
The easiest way is the Savage-Dickey density ratio (see papers on http://www.ejwagenmakers.com/papers.html).
Cheers,
E.J.
hello E.J.,
thanks for the reply. i will read your paper and try to work it out. thanks a lot.
cheers
hello jaspers,
i used JAGS module in JASP to estimate the posterior slope of a simple linear regression model with a specific prior from the literature of 3.04. the analysis showed a posterior slope of 2.99. I wonder if someone could share R code to determine if the Bayes Factor for the null hypothesis that the posterior slope = zero? thanks a lot.
cheers
You could check out some of the R code that goes with the 2013 book by Michael Lee and myself: https://bayesmodels.com/ (the later chapters are about Savage-Dickey Bayes factors)
hello E.J.,
thanks a lot for your help. i will check it out.
cheers