EJ
About
- Username
- EJ
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Comments
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Hello Hoon, In order to add the information to the plot you will have to save it (note that we offer a range of options, including pdf) and add the desired information using some graph editing software (e.g., adobe). Cheers, E.J.
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Hi Cathy, JASP offers a range of different priors, but all of them are designed to work for *testing*. My suspicion is that brms uses default priors that are designed to work for *estimation*. But I'd look up the brms documentation to see what prior…
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Hello Manhervart, This would be a good bug report for our GitHub page -- see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/ for details. Cheers, E.J.
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This is strange. If you post this issue on our GitHub page then one of our programmers can help you out. They will probably need more information in order to reproduce the issue. For details see https://jasp-stats.org/2018/03/29/request-feature-repo…
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I'll forward this to our expert! E.J.
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Yes, that's the plan Cheers, E.J.
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Hi Anabela, I'll forward this to our expert but I think he might need some more concrete guidance on what the data look like, what you've already tried, and what you seek to accomplish. Cheers, E.J.
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Ah, good point, I'll bring this to the attention of our experts on this topic. Cheers, E.J.
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hmm I can't even find the Durbin test. Can you attach a screenshot? I'll forward this to our ANOVA expert. Cheers, E.J.
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This is a tricky question. I'll ask Richard and Don to help out. Cheers, E.J.
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Sorry about the hardy reply, I was on vacation. It seems to me the offending column includes comma's, and this tricks JASP into believing these are text entries. Note that the comma's will be problematic for other programs such as R as well. Cheers,…
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Hello Klodin, Our Bayesian multiple linear regression routine is theoretically not suited for this problem, because: The error term is not normally distributed, as the questionnaire scores are bounded and discrete. Some kind of ordinal model seems m…
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Hi Laura, This is probably not a mistake. When you filter out 48, this reduces the variance, and this may cause another outlier to be identified. I am not sure this is problematic -- there are a number of ways in which you can detect outliers, and i…
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Hi Paula, Just execute a Bayesian independent-samples t-test and then pick "Mann-Whitney" under "Tests". So it is part of the GUI for the regular t-test. You can check out this paper, for details: https://www.tandfonline.com/doi/…
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You can use Stan, but note that we also have a JAGS module inside JASP. JASP should offer effect size estimates in addition to the testing results. If there is anything you think is missing please let us know on our GitHub page. The underlying R co…
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These model-averaged posteriors are based on the single-model posteriors, weighted with each model's posterior probability. So you can think of it as first sampling a model (according to the posterior model probabilities) and then, conditional on th…
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Hello Tarandeep, This is not yet possible, but it is on our radar. Adding it as a feature request on GitHub will bump its priority! Cheers, E.J.
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I would not use those data to inform your prior. Ideally, the prior is determined before you see any data. Using the data to inform the prior and then using the same prior to model the data is a sort of statistical double dipping. I would simply sti…
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Hello AWong, This is a feature, not a bug, intended to avoid visual overlap in the intervals. I do agree that if you do not have any overlap you'd want them lined out perfectly. We have a graph editor coming up, but this functionality will not be pr…
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Hi Alan, You can start the detective work by considering the icon on top of the column -- what measurement level does it indicate? Also you can run Descriptives on the columns of interest -- do they show standard deviations? Do they indicate particu…
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Hi Anke, I'll forward this to the team, but they will probably recommend that you open an issue on our GitHub page so we can get to the bottom of this (https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) Cheers, E.J.
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My first thought is that you'd have to weigh the error percentages with the posterior model probabilities, such that error percentages have a bigger impact when they are associated with models that exert a large effect on the end result. Cheers, E.J.
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This is a good question. I'll pass it on to our experts. My initial gut-level response was to say "why not use SEM"? But maybe we ought to expand our CFA to make this possible (or maybe the upcoing version can do this -- we'll know soon en…
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Probably because the values are relatively large. If you express the item price in a different unit (e.g., times a thousand of what you have now) the scales will return to normal. E.J.
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Yes, you can always transform to normality. We also offer several rank-based Bayesian methods (depending on the analysis you want to do) E.J.
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I'll attend Johnny van Doorn to this, but if you want to stress your recommendation please post it as a feature request on our GitHub page! (https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/) E.J.
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Yes, definitely, this just looks like a bug -- there may even be a simple fix, let's see what they say
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That is strange and unexpected. It would be great if you could post this on GitHub, so the programmers can fix it! Cheers, E.J.
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Hi Laura, Thanks for noting this. I'll pass it on to the relevant team members and they will get back to you soon, I hope. Cheers, E.J.