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Bayesian Hypothesis Testing Using JASP Eric-Jan Wagenmakers

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Page 1: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayesian Hypothesis Testing Using JASP

Eric-Jan

Wagenmakers

Page 2: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest
Page 3: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Outline

The Bayesian hypothesis test

The Bayesian t-test

Example: Turning the hands of time

Page 4: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayesian Inferencein a Nutshell

In Bayesian inference, uncertainty or degree of belief is quantified by probability.

Prior beliefs are updated by means of the data to yield posterior beliefs.

Page 5: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayesian Hypothesis Test

Suppose we have two models, H0 and H1.

After seeing the data, which one is preferable?

The one that has the highest posterior probability!

Page 6: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayesian Hypothesis Tests

Page 7: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayes Factor Inverse

Page 8: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayes Factor Transitivity

Page 9: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayes Factor Transitivity

Page 10: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Guidelines for Interpretation of the Bayes Factor

BF Evidence

1 – 3 Anecdotal 3 – 10 Moderate10 – 30 Strong 30 – 100 Very strong >100 Extreme

Page 11: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Visual Interpretation of the Bayes Factor

Page 12: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Visual Interpretation of the Bayes Factor

Page 13: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Visual Interpretation of the Bayes Factor

Page 14: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Advantages of the Bayes Factor

Quantifies evidence instead of forcing an all-or-none decision.

Allows evidence to be monitored as data accumulate.

Able to distinguish between “data support H0” and “data are not diagnostic”.

Page 15: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Disadvantages of the Bayes Factor

Where are the course books for psychologists?

Where is the software?

Page 16: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

August 6 & August 7, 2015University of Amsterdam

First Annual JASP WorkshopA Fresh Way to do Bayesian Statistics

jasp-stats.org

Page 17: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

August 10 - August 14, 2015University of Amsterdam

Fifth Annual JAGS and WinBUGS WorkshopBayesian Modeling for Cognitive Science

http://bayescourse.socsci.uva.nl/

Page 18: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest
Page 19: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Outline

The Bayesian hypothesis test

The Bayesian t-test

Example: Turning the hands of time

Page 20: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayes Factor for the t Test

Predictive Success for the Null Hypothesis

Predictive Success for the Alternative Hypothesis

Page 21: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Bayes Factor for the t Test

Prob. of Data Under the Null Hypothesis

Prob. of Data Under the Alternative Hypothesis

H0 states that effect size δ = 0.

But how do we specify H1?

Page 22: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Effect size δ under H1

δ = .1

δ = .3

δ = .5

•••

•••

•••

Likelihood ratio

p(data | H0)

p(data | δ = .1)

p(data | H0)

p(data | δ = .3)

p(data | H0)

p(data | δ = .5)

The Bayes factoris the weighted average of the likelihood ratios.The weights are given by the prior plausibility assigned to the effect sizes.

Page 23: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

So we need to assign weight to the different values of effect size.

For complicated reasons, a popular default choice is to assume a Cauchy distribution (like a Normal, but with fatter tails):

These weigths reflect the relative plausibility of the effect sizes before seeing the data.

Page 24: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest
Page 25: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Outline

The Bayesian hypothesis test

The Bayesian t-test

Example: Turning the hands of time

Page 26: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Turning the Wheels of Time

Topolinski and Sparenberg (2012): clockwise movements induce psychological states of temporal progression and an orientation toward the future and novelty.

Concretely: participants who turn kitchen rolls clockwise report more openness to experience.

Page 27: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Turning the Wheels of Time

Page 28: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Turning the Wheels of Time

Let's demonstrate:

– How to run a Bayesian t-test in JASP;

– How to interpret the output;

– How to conduct a sequential analysis;

– How to assess the robustness of the result.

Page 29: Bayesian Hypothesis Testing Using JASP · Bayesian Hypothesis Test Suppose we have two models, H0 and H1. After seeing the data, which one is preferable? The one that has the highest

Conclusions

Bayesian hypothesis tests have a number of practical advantages;

These advantages are easily available through JASP;

The example discussed here was simple, but JASP handles more complicated analyses as well!