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Published on: October 11, 2018
A cautionary note against selective applications of the Bayes factor
Marcel R Schreiner1, Wilfried Kunde1
1Department of Psychology, Julius-Maximilians-Universitat Wurzburg.
Selective use of Bayesian analysis after frequentist tests can overestimate evidence for the null hypothesis. This approach, combining frequentist and Bayesian methods, introduces bias when a true effect exists, recommending consistent use of either approach.
Area of Science:
- Statistics
- Psychological Research Methods
Background:
- Bayes factor analysis is gaining popularity for its ability to support the null hypothesis, unlike traditional frequentist methods.
- A common strategy involves using frequentist analyses first, followed by Bayesian analyses for theoretically interesting null effects.
Purpose of the Study:
- To investigate whether selectively applying Bayesian analyses to nonsignificant frequentist results introduces bias.
- To assess the impact of this combined analytical strategy on the evidence for null hypotheses.
Main Methods:
- Two simulation studies were conducted to examine the proposed analytical approach.
- The simulations focused on scenarios where a true population effect was present.
Main Results:
- The selective application of Bayesian analyses severely overestimated evidence favoring the null hypothesis when a true population effect existed.
- Using more informative priors in Bayesian analyses could attenuate this bias.
Conclusions:
- The practice of selectively combining frequentist and Bayesian analyses is not recommended due to introduced bias.
- Researchers should consistently employ either frequentist or Bayesian analyses for robust and unbiased results.
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