EJ
About
- Username
- EJ
- Joined
- Visits
- 2,598
- Last Active
- Roles
- Member, Administrator, Moderator
Comments
-
Also, and in general for cases such as these, we can help you out but our programming team will probably need some more information. In order to help you effectively please post the issue on our GitHub page (for details see https://jasp-stats.org/2…
-
Dear Boo, Are you using a t-test? If so, you could take a look at the following two papers: 1. Informed t-test (https://arxiv.org/abs/1704.02479) 2. Replication Bayes factors (https://psyarxiv.com/u8m2s/) Cheers, E.J.
-
Sorry to hear that, but glad it's fixed now
-
For a correlation between ordinal data it is generally recommended to use Spearman's rho or Kendall's tau. If you view some of the video's on our YouTube channel you might get a better idea on how to do this. Cheers, E.J.
-
Dear rhea, Thanks for reporting this. We can help you out but our programming team will need some more information. In order to help you effectively please post the issue on our GitHub page (for details see https://jasp-stats.org/2018/03/29/reques…
-
Hi Rhea, Can you say a bit more about the structure of your data and the questions you wish to answer? Cheers, E.J.
-
I mean a statement that says something like "Warning: the prior structure is appropriate only for continuous predictors"
-
This must be due to rounding, in which case it is best to use the BFs. (I'll double check, thanks for bringing this up). Cheers, E.J.
-
Off the top of my head, I would assume that the "sync" option should do the trick. If this does not work for you, please let us know on our GitHub page and our programming team is at your disposal. [BTW, thanks for bringing these issues to…
-
Please post this issue on our GitHub page, because it clearly is a bug. See https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/
-
This is for the Bayesian regression analysis, I assume? We've become a bit more strict on what variables can be entered as predictors. The prior structure that is put on the regression coefficients assumes that the variable values are not factors. W…
-
Dear JLeborgne, You could start by looking at the examples discussed in this paper: https://link.springer.com/article/10.3758/s13423-017-1323-7 Cheers, E.J.
-
That's strange. I hope you can post this issue on our GitHub page -- this way the programmers immediately see it and can respond effectively. For details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/
-
I don't have any ideas straight off the bat, but this is a typical issue we'd like to see posted on our GitHub page. This way the programming team can assist you effectively, and hopefully make life easier for other users who will otherwise encounte…
-
Hi Rachellql, The results in the Bayesian analysis change from one run to the next because they are obtained using a numerical approximation routine. Under Advanced Options you can increase the samples that the routine draws in order to obtain a mo…
-
Yeah, well, with these kinds of nonstandard data I would recommend a more complex analysis. First of all, your data are binomial on the subject level, as you mention. Second, the effect of delay will be to reduce performance, so there's an ordinal …
-
Not yet, but we are working to revamp Bayesian ANOVA to do just these sorts of things. E.J.
-
Hi Rick, I'm not sure whether this can be accomplished (my personal probability is lower than 5%). If Richard does not reply, you could DM him; if you would you can post the answer here. Cheers, E.J.
-
Dear RBJ, Thanks for your question. If you go to my website and search for "replication Bayes factor" you should find the initial Verhagen & Wagenmakers paper, and the recent Ly et al. follow-up. These indicate what you can do to acco…
-
Both make sense. [Captain Hindsight adds: this is of course also why preregistration is a good idea -- it forces you to come up with these choices beforehand, so that it is clearer which analyses were confirmatory and which ones were inspired by the…
-
Sorry about that. Here it is: http://www.ejwagenmakers.com/2017/RouderEtAl2017ANOVAPM.pdf Cheers, E.J.
-
Yes, brms is the ticket. However, the package places less emphasis on testing, and setting the default priors well (for testing) can take some tinkering. It is in the works for JASP, but not in there yet. Cheers, E.J.
-
Dear dontchaknowjo, So isn't that a t-test? If so, the robustness analysis is only a tickbox away. Cheers, E.J.
-
Hi N_C, OK, so let's take variable 1. Going by the p=.114 value, you are interested in the timegroup interaction. If you look at the Bayesian ANOVA, you can see that the model with both main effects outpredicts the null model by a factor of 30, and…
-
Hi Mila, Yes, I agree with what you say. However, if you change what you report across experiments in the same paper, readers might get confused. Hopefully the results of both reports will point in the same direction, and then you could mention thi…
-
Hi AKMneuro, Well, all of our code is online, but you'd probably need to search for a long time. I'll ask the team member with expertise on this to point you in the right direction. Cheers, E.J.
-
Hi v.b, Yes, like MSB says. In general, your description seemed fine to me; there is nothing to be solved. If you were not completely committed to the one-sided test then you ought to do the two-sided one. Cheers, E.J.
-
Hi PeteRose1, There is an earlier discussion on this, see https://forum.cogsci.nl/index.php?p=/discussion/4092/reviewer-wants-justification-for-the-default-prior#latest Cheers, E.J.
-
Hi Arran, The flat Pearson prior translates to a curved Kendall prior. So if you repeatedly generate large fake data sets by values of rho drawn from a flat Pearson prior, and you estimate Kendall's tau for those fake data sets, the point estimates…