bayestestR (version 0.3.0)

bayesfactor_inclusion: Inclusion Bayes Factors for testing predictors across Bayesian models

Description

Inclusion Bayes Factors for testing predictors across Bayesian models

Usage

bayesfactor_inclusion(models, match_models = FALSE, prior_odds = NULL,
  ...)

Arguments

models

An object of class bayesfactor_models or BFBayesFactor.

match_models

See details.

prior_odds

Optional vector of prior odds for the models. See BayesFactor::priorOdds<-.

...

Arguments passed to or from other methods.

Value

a data frame containing the prior and posterior probabilities, and BF for each effect.

Details

Inclusion Bayes factors answer the question: Are the observed data more probable under models with a particular effect, than they are under models without that particular effect? In other words, on average - are models with effect $X$ more likely to have produced the observed data than models without effect $X$?

For more info, see the Bayes factors vignette.

Match Models

If match_models=FALSE (default), Inclusion BFs are computed by comparing all models with a predictor against all models without that predictor. If TRUE, comparison is restricted to models that (1) do not include any interactions with the predictor of interest; (2) for interaction predictors, averaging is done only across models that containe the main effect from which the interaction predictor is comprised.

References

• Hinne, M., Gronau, Q. F., van den Bergh, D., and Wagenmakers, E. (2019, March 25). A conceptual introduction to Bayesian Model Averaging. 10.31234/osf.io/wgb64

• Clyde, M. A., Ghosh, J., & Littman, M. L. (2011). Bayesian adaptive sampling for variable selection and model averaging. Journal of Computational and Graphical Statistics, 20(1), 80-101.

• Mathot. S. (2017). Bayes like a Baws: Interpreting Bayesian Repeated Measures in JASP [Blog post]. Retrieved from https://www.cogsci.nl/blog/interpreting-bayesian-repeated-measures-in-jasp

Examples

# NOT RUN {
library(bayestestR)

# Using bayesfactor_models:
# ------------------------------
mo0 <- lm(Sepal.Length ~ 1, data = iris)
mo1 <- lm(Sepal.Length ~ Species, data = iris)
mo2 <- lm(Sepal.Length ~ Species + Petal.Length, data = iris)
mo3 <- lm(Sepal.Length ~ Species * Petal.Length, data = iris)

BFmodels <- bayesfactor_models(mo1, mo2, mo3, denominator = mo0)
bayesfactor_inclusion(BFmodels)
# }
# NOT RUN {
# BayesFactor
# -------------------------------
library(BayesFactor)

BF <- generalTestBF(len ~ supp * dose, ToothGrowth, progress = FALSE)

bayesfactor_inclusion(BF)

# compare only matched models:
bayesfactor_inclusion(BF, match_models = TRUE)
# }