DOCSLIB.ORG

Bayesian Analysis of Logistic Regression with an Unknown Change Point

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Bayesian Analysis of Logistic Regression with an Unknown Change Point Gössl, Küchenhoff: Bayesian analysis of logistic regression with an unknown change point Sonderforschungsbereich 386, Paper 148 (1999) Online unter: http://epub.ub.uni-muenchen.de/ Projektpartner Bayesian analysis of logistic regression with an unknown change point Christo Gossl Helmut Kuchenho University of Munich Institute of Statistics Akademiestrae D Munc hen Abstract We discuss Bayesian estimation of a logistic regression mo del with an unknown threshold limiting value TLV In these mo dels it is assumed that there is no eect of a covariate on the resp onse under a certain unknown TLV The estimation of these mo dels with a fo cus on the TLV in a Bayesian context by Markovchain Monte Carlo MCMC metho ds is considered We extend the mo del by accounting for measurement error in the covariate The Bayesian solution is compared with the likeliho o d solution prop osed by Kuchenho and Carroll using a data set concerning the relationship between dust concentration in the working place and the o ccurrence of chronic bronchitis Keywords threshold limiting value TLV segmented regression mea surement error MCMC Intro duction In toxicology environmental and o ccupational epidemiology the assessment of threshold limiting values TLVs is an imp ortant task In a doseresp onse relati onship the TLV is the dose of the toxin or a substance under which there is no inuence on the resp onse In many applications there is a controversy ab out the existence of such a TLV from a substantive point of view In empirical studies evidence for the existence of a TLV and its estimation is often dicult since distinguishing between no eect and a small eect can only be done by huge data sets There are dierent mo dels and metho ds for assessing a TLV see eg Kuchenho and Ulm In this pap er we concentrate on a fully parametric logistic regression mo del prop osed by Ulm In this mo del which is a seg mented regression mo del the TLV is treated as an unknown parameter which can b e estimated assuming its existence The interval estimates of the TLV give some evidence ab out its existence since a TLV which is smaller than the smallest observed dose is equivalent to a non existing TLV While the theoretical and prac tical problems in maximum likeliho o d estimation and the frequentist treatment of this mo del has b een discussed by Kuchenho and Wellisch we use a Bayesian approach In this context no dierentiability assumptions are necessary and it can be implemented with Markov chain Monte Carlo MCMC metho ds We apply our metho ds to a study concerning the relationship b etween dust con centration in the working place and the o ccurrence of chronic bronchitis In this study the exp osure can only be measured with substantial measurement error Therefore we also showhow to incorp orate this measurement error in our mo del Since there are dierent approaches and p ossibilities concerning the MCMC al gorithm and the assumption of the distribution of the regressor variable we give a detailed discussion of the bronchitis example The results are compared with those of a frequentist approach The pap er is organized as follows In Section we present the mo del and a Bayesian solution of the problem of estimating the limiting value of a logistic threshold mo del We prop ose a way to calculate the estimates by means of MCMC metho ds The mo deling and the handling of measurement error in the dose covariate of our mo del is treated in Section In Section we apply our metho ds to analyze in detail an o ccupational study regarding the assessing of a TLV for dust concentration in the working place Further our metho ds are compared with the dierent approaches as investigated b y Kuchenho and Carroll A Bayesian Approach to the Logistic Thres hold Mo del In the following we fo cus our analysis on the logistic threshold mo del prop osed by Ulm P Y jX x Z z Gz x k k where Gt exp t k maxx IR and x k k Here Y denotes the resp onse variable X is the dose variable Z refers to further covariates The unknown mo del parameters are and the TLV As can b e seen from there is no inuence of X on Y if X is smaller than which exactly reects the concept ofaTLV In contrast to the classical frequentist inference the parameters of a Bayesian mo del are not supp osed to be x but at random For each of them exists a probability function which reects the prior knowledge of their value the so called priors Now it is p ossible according to the theorem of Bayes to determine in combination with the likeliho o d function of the data a socalled p osterior of the parameters This p osterior distribution includes all knowledge relating to the parameters once from the prior and on the other hand from the likeliho o d The theorem of Bayes in its simplest form runs p data p jdata pdata Here data denotes the observed and the unknown parameters and latent va riables The numerator is the pro duct of the likeliho o d and the priors Note that in contrast to likeliho o d analysis no further assumptions on p data like dierentiability in are needed for the analysis From this p osterior the Bayesian p oint and interval estimates are derived The median or the mean of the partial densities are dep ending on the used loss function appropriate estimates for the parameters In this pap er we use the mean of the p osterior as p oint estimate and probability intervals which can be regarded as Bayesian equivalents to the classical condencesets Thus to derive the Bayesian p osterior for our logistic threshold mo del we have to determine the conditional likeliho o d function and the prior distributions The conditional likeliho o d of the iid sample y z x i n is according i i i to given by n Y y y i i Y jZ X i i i where G z x i k i k i As usual refers to the density or probability of the corresp onding random variables We assume that the threshold is in the range of our observed data X and use a uniform prior in the range of the observed data for the threshold For a at prior is assumed Now the p osterior density of the parameters is Y jZ X R jY Z X Y jZ X d Based on this density the ab ove mentioned estimates are to be calculated Alt hough the determination of the numerator is easy in most practical cases it is not p ossible to evaluate the denominator in an analytic way For the threshold mo del wesolve this problem by means of MCMC metho ds These metho ds allow to take a sample from a densityonlyknown up to a normalizing constant which is in our particular problem the denominator Then on the basis of this sample of the p osterior the Bayesian estimates can simply b e calculated see eg Gilks Richardson and Spiegelhalter For the logistic threshold mo del we use a two step Metrop olis Hastings MH algorithm with multivariate random walk prop osals in each step We sample the parameter and the threshold in one step and the parameter vector in k k step two The full conditionals are straightforward Since the densities cannot be analytically determined it is not p ossible to apply the GibbsSampler We take two steps b ecause of the strong dep endence between the threshold and The covariance matrices of the prop osals are tuned according to test runs to k acceptance rates from to The starting values are chosen overdisp ersed at random and the burnin phase has to be determined by comparing several runs and then discarded Due to high auto correlation and slow convergence in the MHoutput it is often necessary to thin out the simulated chain by taking only every k th observation into the sample Wecho ose k such that the auto correlation decreases to a suciently lowlevel The total extend of the runs dep ends on the convergence of the Markovchains and can b e determined by comparing the p oint estimates of several runs Figure shows a tra jectory of such a run and the b elonging histogram with kernel density estimate for a simulated dataset For results on real data we refer to Section Figure Errors in Variables In many practical regression problems the regressors can only b e measured with measurement error Here we want to prop ose a solution for incorp orating mea surement error of the variable X in our Bayesian mo del A general intro duction to the measurement error problem in threshold mo dels is given by Kuchenho and Carroll see also Carroll Rupp ert Stefanski We assume an additive measurement error mo del ie instead of X the variable W X U is observed where U is the measurement error which is indep endent of Y X Z and is normally distributed with E U and V U u Now we split our mo del in three parts main mo del Y j X Z error mo del W j X covariable mo del X j Z where and are the mo del parameters Using the indep endence assumption of U and Y W X the likeliho o d of the whole mo del can be written as Z n Y y jx z w jx xjz dx Y WjZ i i i i i where For our Bayesian approach the underlying mo del is the threshold mo del as and nally we assume measurement error mo del we dene W j X N X u X to be indep endent from Z and to have a normal distribution This approach distributions which is a is extended in Section to a nite mixture of normal exible mo del for X with few parameters With resp ect to the priors we prop ose as in Section that no additional informa tion is available and therefore dene again noninformatives for and For the parameters and of the covariable mo del we assume similar to the nonin x x formatives a normal distribution with mean and a very large variance s and a highly disp ersed inversegamma
Load more

Recommended publications
  • Bayesian Inference in Linguistic Analysis Stephany Palmer 1
    Bayesian Inference in Linguistic Analysis Stephany Palmer 1 | Introduction: Besides the dominant theory of probability, Frequentist inference, there exists a different interpretation of probability. This other interpretation, Bayesian inference, factors in prior knowledge of the situation of interest and lends itself to allow strongly worded conclusions from the sample data. Although having not been widely used until recently due to technological advancements relieving the computationally heavy nature of Bayesian probability, it can be found in linguistic studies amongst others to update or sustain long-held hypotheses. 2 | Data/Information Analysis: Before performing a study, one should ask themself what they wish to get out of it. After collecting the data, what does one do with it? You can summarize your sample with descriptive statistics like mean, variance, and standard deviation. However, if you want to use the sample data to make inferences about the population, that involves inferential statistics. In inferential statistics, probability is used to make conclusions about the situation of interest. 3 | Frequentist vs Bayesian: The classical and dominant school of thought is frequentist probability, which is what I have been taught throughout my years learning statistics, and I assume is the same throughout the American education system. In taking a sample, one is essentially trying to estimate an unknown parameter. When interpreting the result through a confidence interval (CI), it is not allowed to interpret that the actual parameter lies within the CI, so you have to circumvent and say that “we are 95% confident that the actual value of the unknown parameter lies within the CI, that in infinite repeated trials, 95% of the CI’s will contain the true value, and 5% will not.” Bayesian probability says that only the data is real, and as the unknown parameter is abstract, thus some potential values of it are more plausible than others.
    [Show full text]
  • The Bayesian Approach to Statistics
    THE BAYESIAN APPROACH TO STATISTICS ANTHONY O’HAGAN INTRODUCTION the true nature of scientific reasoning. The fi- nal section addresses various features of modern By far the most widely taught and used statisti- Bayesian methods that provide some explanation for the rapid increase in their adoption since the cal methods in practice are those of the frequen- 1980s. tist school. The ideas of frequentist inference, as set out in Chapter 5 of this book, rest on the frequency definition of probability (Chapter 2), BAYESIAN INFERENCE and were developed in the first half of the 20th century. This chapter concerns a radically differ- We first present the basic procedures of Bayesian ent approach to statistics, the Bayesian approach, inference. which depends instead on the subjective defini- tion of probability (Chapter 3). In some respects, Bayesian methods are older than frequentist ones, Bayes’s Theorem and the Nature of Learning having been the basis of very early statistical rea- Bayesian inference is a process of learning soning as far back as the 18th century. Bayesian from data. To give substance to this statement, statistics as it is now understood, however, dates we need to identify who is doing the learning and back to the 1950s, with subsequent development what they are learning about. in the second half of the 20th century. Over that time, the Bayesian approach has steadily gained Terms and Notation ground, and is now recognized as a legitimate al- ternative to the frequentist approach. The person doing the learning is an individual This chapter is organized into three sections.
    [Show full text]
  • Hypothesis Testing and the Boundaries Between Statistics and Machine Learning
    Hypothesis Testing and the boundaries between Statistics and Machine Learning The Data Science and Decisions Lab, UCLA April 2016 Statistics vs Machine Learning: Two Cultures Statistical Inference vs Statistical Learning Statistical inference tries to draw conclusions on the data generation model Data Generation X Process Y Statistical learning just tries to predict Y The Data Science and Decisions Lab, UCLA 2 Statistics vs Machine Learning: Two Cultures Leo Breiman, “Statistical Modeling: The Two Cultures,” Statistical Science, 2001 The Data Science and Decisions Lab, UCLA 3 Descriptive vs. Inferential Statistics • Descriptive statistics: describing a data sample (sample size, demographics, mean and median tendencies, etc) without drawing conclusions on the population. • Inferential (inductive) statistics: using the data sample to draw conclusions about the population (conclusion still entail uncertainty = need measures of significance) • Statistical Hypothesis testing is an inferential statistics approach but involves descriptive statistics as well! The Data Science and Decisions Lab, UCLA 4 Statistical Inference problems • Inferential Statistics problems: o Point estimation Infer population Population properties o Interval estimation o Classification and clustering Sample o Rejecting hypotheses o Selecting models The Data Science and Decisions Lab, UCLA 5 Frequentist vs. Bayesian Inference • Frequentist inference: • Key idea: Objective interpretation of probability - any given experiment can be considered as one of an infinite sequence of possible repetitions of the same experiment, each capable of producing statistically independent results. • Require that the correct conclusion should be drawn with a given (high) probability among this set of experiments. The Data Science and Decisions Lab, UCLA 6 Frequentist vs. Bayesian Inference • Frequentist inference: Population Data set 1 Data set 2 Data set N .
    [Show full text]
  • Statistical Inference: Paradigms and Controversies in Historic Perspective
    Jostein Lillestøl, NHH 2014 Statistical inference: Paradigms and controversies in historic perspective 1. Five paradigms We will cover the following five lines of thought: 1. Early Bayesian inference and its revival Inverse probability – Non-informative priors – “Objective” Bayes (1763), Laplace (1774), Jeffreys (1931), Bernardo (1975) 2. Fisherian inference Evidence oriented – Likelihood – Fisher information - Necessity Fisher (1921 and later) 3. Neyman- Pearson inference Action oriented – Frequentist/Sample space – Objective Neyman (1933, 1937), Pearson (1933), Wald (1939), Lehmann (1950 and later) 4. Neo - Bayesian inference Coherent decisions - Subjective/personal De Finetti (1937), Savage (1951), Lindley (1953) 5. Likelihood inference Evidence based – likelihood profiles – likelihood ratios Barnard (1949), Birnbaum (1962), Edwards (1972) Classical inference as it has been practiced since the 1950’s is really none of these in its pure form. It is more like a pragmatic mix of 2 and 3, in particular with respect to testing of significance, pretending to be both action and evidence oriented, which is hard to fulfill in a consistent manner. To keep our minds on track we do not single out this as a separate paradigm, but will discuss this at the end. A main concern through the history of statistical inference has been to establish a sound scientific framework for the analysis of sampled data. Concepts were initially often vague and disputed, but even after their clarification, various schools of thought have at times been in strong opposition to each other. When we try to describe the approaches here, we will use the notions of today. All five paradigms of statistical inference are based on modeling the observed data x given some parameter or “state of the world” , which essentially corresponds to stating the conditional distribution f(x|(or making some assumptions about it).
    [Show full text]
  • Frequentist Interpretation of Probability
    Frequentist Inference basis the data can then be used to select d so as to Symposium of Mathematics, Statistics, and Probability. Uni­ obtain a desirable balance between these two aspects. versity of California Press, Vol. I, pp. 187-95 Criteria for selecting d (and making analogous choices Tukey J W 1960 Conclusions versus decisions. Technology 2: within a family of proposed models in other problems) 423- 33 von Mises R 1928 Wahrscheinlichkeit, Statistik and Wahrheit. have been developed by Akaike, Mallows, Schwarz, Springer, Wien, Austria and others (for more details, see, for example, Linhart WaldA 1950 Statistical Decision Functions. Wiley, New York and Zucchini 1986): Wilson E B 1952 An Introduction to Scientific Research. McGraw Bayesian solutions to this problem differ in a Hill, New York number of ways, reflecting whether we assume that the true model belongs to the hypothesized class of models P. J. Bickel and E. L. Lehmann (e.g., is really a polynomial) or can merely be approxi­ mated arbitrarily closely by such models. For more on this topic see Shao (1997). See also: Estimation: Point and Interval; Robustness in Statistics. Frequentist Interpretation of Probability If the outcome of an event is observed in a large number of independent repetitions of the event under Bibliography roughly the same conditions, then it is a fact of the real Bickel P, Doksum K 2000 Mathematical Statistics, 2nd edn. world that the frequency of the outcome stabilizes as Prentice Hall, New York, Vol. I the number of repetitions increases. If another long Blackwell D, Dubins L 1962 Merging of opinions with increasing sequence of such events is observed, the frequency of information.
    [Show full text]
  • The Role of Randomization in Bayesian and Frequentist Design of Clinical Trial Berchialla Paola1, Gregori Dario2, Baldi Ileana2
    The Role of Randomization in Bayesian and Frequentist Design of Clinical Trial Berchialla Paola1, Gregori Dario2, Baldi Ileana2 1Department of Clinical and Biological Sciences, University of Torino, Via Santena 5bis, 10126, Torino, Italy 2Unit of Biostatistics, Epidemiology and Public Health, Department of Cardiac, Thoracic and Vascular Sciences, University of Padova, Via Loredan 18, 35131, Padova, Italy Aknowledgements This research was supported by the University of Torino, Grant no. BERP_RILO_17_01. Corresponding author Paola Berchialla, PhD Dept. of Clinical and Biological Sciences University of Torino Via Santena 5 bis 10126 Torino e-mail: [email protected] 1 Abstract A key role in inference is played by randomization, which has been extensively used in clinical trials designs. Randomization is primarily intended to prevent the source of bias in treatment allocation by producing comparable groups. In the frequentist framework of inference, randomization allows also for the use of probability theory to express the likelihood of chance as a source for the difference of end outcome. In the Bayesian framework, its role is more nuanced. The Bayesian analysis of clinical trials can afford a valid rationale for selective controls, pointing out a more limited role for randomization than it is generally accorded. This paper is aimed to offer a view of randomization from the perspective of both frequentist and Bayesian statistics and discussing the role of randomization also in theoretical decision models. Keywords. Clinical Trials; Bayesian Inference; Frequentist Inference; Randomization Introduction 2 The origin of randomization in experimental design can be dated back to its application in psychophysics research in the late nineteenth century.
    [Show full text]
  • Principles of Statistical Inference
    Principles of Statistical Inference In this important book, D. R. Cox develops the key concepts of the theory of statistical inference, in particular describing and comparing the main ideas and controversies over foundational issues that have rumbled on for more than 200 years. Continuing a 60-year career of contribution to statistical thought, Professor Cox is ideally placed to give the comprehensive, balanced account of the field that is now needed. The careful comparison of frequentist and Bayesian approaches to inference allows readers to form their own opinion of the advantages and disadvantages. Two appendices give a brief historical overview and the author’s more personal assessment of the merits of different ideas. The content ranges from the traditional to the contemporary. While specific applications are not treated, the book is strongly motivated by applications across the sciences and associated technologies. The underlying mathematics is kept as elementary as feasible, though some previous knowledge of statistics is assumed. This book is for every serious user or student of statistics – in particular, for anyone wanting to understand the uncertainty inherent in conclusions from statistical analyses. Principles of Statistical Inference D.R. COX Nuffield College, Oxford CAMBRIDGE UNIVERSITY PRESS Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo Cambridge University Press The Edinburgh Building, Cambridge CB2 8RU, UK Published in the United States of America by Cambridge University Press, New York www.cambridge.org Information on this title: www.cambridge.org/9780521866736 © D. R. Cox 2006 This publication is in copyright. Subject to statutory exception and to the provision of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press.
    [Show full text]
  • A Tutorial on Conducting and Interpreting a Bayesian ANOVA in JASP
    A Tutorial on Conducting and Interpreting a Bayesian ANOVA in JASP Don van den Bergh∗1, Johnny van Doorn1, Maarten Marsman1, Tim Draws1, Erik-Jan van Kesteren4, Koen Derks1,2, Fabian Dablander1, Quentin F. Gronau1, Simonˇ Kucharsk´y1, Akash R. Komarlu Narendra Gupta1, Alexandra Sarafoglou1, Jan G. Voelkel5, Angelika Stefan1, Alexander Ly1,3, Max Hinne1, Dora Matzke1, and Eric-Jan Wagenmakers1 1University of Amsterdam 2Nyenrode Business University 3Centrum Wiskunde & Informatica 4Utrecht University 5Stanford University Abstract Analysis of variance (ANOVA) is the standard procedure for statistical inference in factorial designs. Typically, ANOVAs are executed using fre- quentist statistics, where p-values determine statistical significance in an all-or-none fashion. In recent years, the Bayesian approach to statistics is increasingly viewed as a legitimate alternative to the p-value. How- ever, the broad adoption of Bayesian statistics {and Bayesian ANOVA in particular{ is frustrated by the fact that Bayesian concepts are rarely taught in applied statistics courses. Consequently, practitioners may be unsure how to conduct a Bayesian ANOVA and interpret the results. Here we provide a guide for executing and interpreting a Bayesian ANOVA with JASP, an open-source statistical software program with a graphical user interface. We explain the key concepts of the Bayesian ANOVA using two empirical examples. ∗Correspondence concerning this article should be addressed to: Don van den Bergh University of Amsterdam, Department of Psychological Methods Postbus 15906, 1001 NK Amsterdam, The Netherlands E-Mail should be sent to: [email protected]. 1 Ubiquitous across the empirical sciences, analysis of variance (ANOVA) al- lows researchers to assess the effects of categorical predictors on a continuous outcome variable.
    [Show full text]
  • Statistical Inference 1 Introduction
    Statistical Inference Frank Schorfheide1 This Version: October 8, 2018 Abstract Joint, conditional, and marginal distributions for data and parameters, prior dis- tribution, posterior distribution, likelihood function, loss functions, decision-theoretic approach to inference, frequentist risk, minimax estimators, admissible estimators, pos- terior expected loss, integrated risk, Bayes risk, calculating Bayes estimators, gener- alized Bayes estimators, improper prior distributions, maximum likelihood estimators, least squares estimators. Neyman-Pearson tests, null hypothesis, alternative hypoth- esis, point hypothesis, composite hypothesis, type-I error, type-II error, power, uni- formly most powerful tests, Neyman-Pearson lemma, likelihood ratio test, frequentist confidence intervals via inversion of test statistics, Bayesian credible sets. 1 Introduction After a potted introduction to probability we proceed with statistical inference. Let X be the sample space and Θ be the parameter space. We will start from the product space X ⊗Θ. We equip this product space with a sigma-algebra as well as a joint probability distribution PX,θ. We denote the marginal distributions of X and θ by X θ P ; P and the conditional distributions by X θ Pθ ; PX ; where the subscript denotes the conditioning information and the superscript the random element. In the context of Bayesian inference the marginal distribution Pθ is typically called a prior and reflects beliefs about θ before observing the data. The conditional distribution θ PX is called a posterior and summarizes beliefs after observing the data, i.e., the realization X of the random variable X. The most important object for frequentist inference is Pθ , which is the sampling distribution of X conditional on the unknown parameter θ.
    [Show full text]
  • Convergence Diagnostics for Markov Chain Monte Carlo
    Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy Department of statistics, Iowa state University Ames, Iowa, USA; email: [email protected] xxxxxx 0000. 00:1{25 Keywords Copyright c 0000 by Annual Reviews. All rights reserved autocorrelation, empirical diagnostics, Gibbs sampler, Metropolis algorithm, MCMC, stopping rules Abstract Markov chain Monte Carlo (MCMC) is one of the most useful ap- proaches to scientific computing because of its flexible construction, ease of use and generality. Indeed, MCMC is indispensable for perform- ing Bayesian analysis. Two critical questions that MCMC practitioners need to address are where to start and when to stop the simulation. Although a great amount of research has gone into establishing conver- gence criteria and stopping rules with sound theoretical foundation, in practice, MCMC users often decide convergence by applying empirical arXiv:1909.11827v2 [stat.CO] 16 Oct 2019 diagnostic tools. This review article discusses the most widely used MCMC convergence diagnostic tools. Some recently proposed stopping rules with firm theoretical footing are also presented. The convergence diagnostics and stopping rules are illustrated using three detailed ex- amples. 1 1. INTRODUCTION Markov chain Monte Carlo (MCMC) methods are now routinely used to fit complex models in diverse disciplines. A Google search for \Markov chain Monte Carlo" returns more than 11.5 million hits. The popularity of MCMC is mainly due to its widespread usage in computational physics and Bayesian statistics, although it is also used in frequentist inference (see e.g. Geyer and Thompson 1995, Christensen 2004). The fundamental idea of MCMC is that if simulating from a target density π is difficult so that the ordinary Monte Carlo method based on independent and identically distributed (iid) samples cannot be used for making inference on π, it may be possible to construct a Markov chain fXngn≥0 with stationary density π for forming Monte Carlo estimators.
    [Show full text]
  • Frequentist and Bayesian Inference 1
    View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by University of Johannesburg Institutional Repository Running head: FREQUENTIST AND BAYESIAN INFERENCE 1 To cite published article: van Zyl, C. J. J. (2018). Frequentist and Bayesian inference: A conceptual primer. New Ideas in Psychology, 51, 44-49. Frequentist and Bayesian inference: A conceptual primer Casper J J van Zyl University of Johannesburg Abstract In recent years, there has been a crisis of confidence in many empirical fields including psychology, regarding the reproducibility of scientific findings. Among several causes thought to have contributed to this situation, the inferential basis of traditional, or so-called frequentist statistics, is arguably chief among them. Of particular concern is null hypothesis significance testing (NHST), which inadvertently became the de facto basis of scientific inference in the frequentist paradigm. The objective of this paper is to describe some of the most prominent issues plaguing frequentist inference, including NHST. In addition, some Bayesian benefits are introduced to show that it offers solutions to several problems inherent in frequentist statistics. The overall aim is to provide a non-threatening, conceptual overview of these concerns. The hope is that this will facilitate greater awareness and understanding of the need to address these matters in empirical psychology. Keywords: Frequentist, Bayes, statistics, Null Hypothesis Significance Testing, reproducibility crisis, inference FREQUENTIST AND BAYESIAN INFERENCE 2 1. Introduction In recent years, a crisis of confidence has emerged in psychology (Ioannidis, 2005; John, Loewenstein, & Prelec, 2012; Nosek & Bar-Anan, 2012; Nosek, Spies, & Motyl, 2012; Pashler & Wagenmakers, 2012; Simmons, Nelson, & Simonsohn, 2011).
    [Show full text]
  • Bayesian and Frequentist Inference for Ecological Inference: the R 3 C Case
    134 Statistica Neerlandica (2001) Vol. 55, nr. 2, pp. 134±156 Bayesian and frequentist inference for ecological inference: the R 3 C case Ori Rosenà Department of Statistics, University of Pittsburgh, 2702 Cathedral of Learning, Pittsburgh, PA 15260, USA Wenxin Jiang Department of Statistics, Northwestern University, USA Gary King Department of Government, Harvard University, USA Martin A. Tanner Department of Statistics, Northwestern University, USA In this paper we propose Bayesian and frequentist approaches to ecological inference, based on R 3 C contingency tables, including a covariate. The proposed Bayesian model extends the binomial-beta hierarchical model developed by KING,ROSEN and TANNER (1999) from the 2 3 2 case to the R 3 C case. As in the 2 3 2 case, the inferential procedure employs Markov chain Monte Carlo (MCMC) methods. As such, the resulting MCMC analysis is rich but computationally intensive. The frequentist approach, based on ®rst moments rather than on the entire likelihood, provides quick inference via nonlinear least-squares, while retaining good frequentist properties. The two approaches are illustrated with simulated data, as well as with real data on voting patterns in Weimar Germany. In the ®nal section of the paper we provide an overview of a range of alternative inferential approaches which trade-off computational intensity for statistical ef®ciency. Key Words and Phrases: ecological inference, Bayesian inference, frequentist inference, voting patterns. 1 Introduction to ecological inference Ecological inference is the process of inferring discrete individual behavior from data available on groups of individuals ± or, more precisely, learning about the cells of p cross-tabulations from the observed marginal totals in each.
    [Show full text]