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Bayesian inference
Thomas Bayes 1702-1761
Zoltn Dienes
Subjective probability: Personal conviction in an opinion to which a number is assigned that obeys the axioms of probability.
Probabilities reside in the mind of the individual not the external world. Your subjective probability/conviction in a proposition is just up to you
but you must revise your probability in the light of data in ways consistent with the axioms of probability.
Personal probabilities:
Which of the following alternatives would you prefer? If your choice turns out to be true I will pay you 10 pounds:
1. It will rain tomorrow in Brighton 2. I have a bag with one blue chip and one red chip. I randomly pull out one chip and it is red.
Personal probabilities:
Which of the following alternatives would you prefer? If your choice turns out to be true I will pay you 10 pounds:
1. It will rain tomorrow in Brighton 2. I have a bag with one blue chip and one red chip. I randomly pull out one and it is red. If you chose 2, your p(it will rain) is less than .5 If you chose 1, your p(it will rain) is greater than .5
Assume you think it more likely than not that it will rain.
Now which do you chose? I will give you 10 pounds if your chosen statement turns out correct.
2. I have a bag with 3 red chips and 1 blue. I randomly pick a chip and it is red.
Assume you think it more likely than not that it will rain.
Now which do you chose? I will give you 10 pounds if your chosen statement turns out correct.
2. I have a bag with 3 red chips and 1 blue. I randomly pick a chip and it is red. If you chose 2, your p(it will rain) is less than .75 (but more than .5)
If you chose 1, your p(it will rain) is more than .75.
By imagining a bag with differing numbers of red and blue chips, you can make your personal probability as precise as you like.
This is a notion of probability that applies to the truth of theories (Remember objective probability does not apply to theories) So that means we can answer questions about p(H) the probability of a hypothesis being true and also p(H|D) the probability of a hypothesis given data (which we cannot do on the Neyman-Pearson approach).
For example, for the theory you may be testing extroverts have high cortical arousal
Then you might think (its completely up to you)
If you think
P(theory is true) = 0.8 Then you must think
What are your odds in favour of the theory you are testing in your project?
Odds before you have collected your data are called your prior odds
Experimental results tell you by how much to increase your odds (the Bayes Factor, B)
Odds after collecting your data are called your posterior odds
What would your posterior odds for your project hypothesis be?
So if your prior odds had been 1 and the Bayes factor 5 Then posterior odds = 5 Your posterior probability of your theory being true = 5/6 = .83
Not a black and white decision like significance testing (conclude one thing if p = .048 and another if p = .052)
ALL assumptions going into B are explicit, and can be argued about until - in principle - agreed on by everyone
Contrast Neyman Pearson e.g. nobody might know what the actual stopping rule was. Assumptions are not necessarily explicit. People can cheat in this way with Neyman Pearson one cant in Bayes.
If B is greater than 1 then the data supported your experimental hypothesis over the null
If B is less than 1, then the data supported the null hypothesis over the experimental one
If B = about 1, experiment was not sensitive. (Automatically get a notion of sensitivity; contrast: just relying on p values in significance testing.)
For each experiment you run, just keep updating your odds/personal probability by multiplying by each new Bayes factor
No need for p values at all! No need for power calculations! No need for critical values of t-tests! And as we will see: No need for post hoc tests!
To know which theory data support need to know what the theories predict
Need to decide what difference or range of differences are consistent with ones theory Difficult - but forces one to think clearly about ones theory.
And this is what is required for power calculations, so psychologists should be doing it anyway. Bayes forces one to.
Prediction of null
Mean of data
SE
10
15
20
Should one be less confident in the theory relative to the null hypothesis?
Prediction of null
Mean of data If theory predicts a difference of 10 units, should slightly increase confidence in theory over null
SE
10
15
20
Mean of data
SE
10
15
20
NB It is simplistic to think the theory predicts only one value but Bayes can deal with a range of values
Conversely
B) A significant result (i.e. accepting the experimental hypothesis on Neyman Pearson) can mean one should increase ones confidence in the null
A theory predicts a difference between conditions, and one is obtained. Should one be more confident in the theory relative to the null?
Data mean
Prediction of null
SE
10
15
20
Data mean
Prediction of null
If theory predicts e.g. 20 or more, then significant result is evidence against theory
SE
20
More normally it is because the theory is vague that a significant result leads to less confidence in the theory
i.e. many of the possible predictions of the theory are far from the data
The fact the null makes a precise prediction makes it more falsifiable, and hence preferred this CAN mean one should be more confident in null Bayesian inference would encourage scientists to make more falsifiable theories; significance testing (without power) encourages theories of low falsifiability
2. On Neyman Pearson, it matters whether you formulated your hypothesis before or after looking at the data. Post hoc vs planned comparisons Predictions made in advance of rather than before looking at the data are treated differently
Bayesian inference: It does not matter what day of the week you thought of your theory The evidence for your theory is just as strong regardless of its timing
3. On Neyman Pearson standardly you should plan in advance how many subjects you will run.
If you just miss out on a significant result you cant just run 10 more subjects and test again.
Bayes: It does not matter when you decide to stop running subjects. You can always run more subjects if you think it will help.
4. On Neyman Pearson you must correct for how many tests you conduct in total.
For example, if you ran 100 correlations and 4 were just significant, researchers would not try to interpret those significant results.
On Bayes, it does not matter how many other statistical hypotheses you investigated. All that matters is the data relevant to each hypothesis under investigation.
1) P-values do not require specifying a predicted effect size so significance testing is simple. Bayes requires saying what the theory predicts there may be argument over what effect size a theory predicts. Using p-values side steps this argument.
1) P-values do not require specifying a predicted effect size so is simple. Bayes requires saying what the theory predicts there may be argument over what effect size a theory predicts.
BUT isnt this just the sort of argument the field needs?
If someone disagrees they can argue their case in Bayes all assumptions must be explicit.
To calculate a Bayes factor must decide what range of differences is consistent with the theory
1)Uniform distribution
2)Half normal
3)Normal
Probability density
10
20
Maximum difference allowed
Seems more plausible to think the larger effects are less likely than the smaller ones:
Probability density
Similar sorts of effects as those predicted in the past have been on the order of a 5% difference between conditions in classification accuracy.
Probability density
Implies: Smaller effects more likely than bigger ones; effects bigger than 10% very unlikely
Probability density
10
Difference between conditions
To calculate Bayes factor in a t-test situation Need same information from the data as for a t-test:
To calculate Bayes factor in a t-test situation Need same information from the data as for a t-test:
To calculate a Bayes factor: 1) Google Zoltan Dienes 2) First site to come up is the right one: http://www.lifesci.sussex.ac.uk/home/Zoltan_Dienes/ 3) Click on link to book 4) Click on link to Chapter Four 5) Scroll down and click on Click here to calculate your Bayes factor!
Example: On a task where people make binary classifications about 65% correct (i.e. 15% above chance) we load working memory to see if it interferes difference = control condition memory load condition
Probability density
10
15
Maximum difference expected
Jeffreys, 1961: Bayes factors more than 3 or less than a third are substantial
Similar sorts of effects as those predicted in the past have been on the order of a 5% difference between conditions in classification accuracy.
Probability density
Implies: Smaller effects more likely than bigger ones; effects bigger than 10% very unlikely
Probability density
10
Difference between conditions
Assignment: 12) What was the mean difference obtained in the study? 13) What was the standard error of this difference? 14) Extending your answer in (7), specify a probability distribution for the difference expected by the theory and justify it
15) What is the Bayes factor in favour of the theory over the null hypothesis?
16) What does this Bayes factor tell you that the t-test does not?