Teacher's corner : evaluating informative hypotheses using the Bayes factor in structural equation models

This Teacher's Corner paper introduces Bayesian evaluation of informative hypotheses for structural equation models, using the free open-source R packages bain, for Bayesian informative hypothesis testing, and lavaan, a widely used SEM package. The introduction provides a brief non-technical explanation of informative hypotheses, the statistical underpinnings of Bayesian hypothesis evaluation, and the bain algorithm. Three tutorial examples demonstrate informative hypothesis evaluation in the context of common types of structural equation models: 1) confirmatory factor analysis, 2) latent variable regression, and 3) multiple group analysis. We discuss hypothesis formulation, the interpretation of Bayes factors and posterior model probabilities, and sensitivity analysis

Simple Bayesian testing of scientific expectations in linear regression models

Scientific theories can often be formulated using equality and order constraints on the relative effects in a linear regression model. For example, it may be expected that the effect of the first predictor is larger than the effect of the second predictor, and the second predictor is expected to be larger than the third predictor. The goal is then to test such expectations against competing scientific expectations or theories. In this paper a simple default Bayes factor test is proposed for testing multiple hypotheses with equality and order constraints on the effects of interest. The proposed testing criterion can be computed without requiring external prior information about the expected effects before observing the data. The method is implemented in R-package called `{\tt lmhyp}' which is freely downloadable and ready to use. The usability of the method and software is illustrated using empirical applications from the social and behavioral sciences.Comment: 33 pages, 1 figure, 2 appendice

BIC extensions for order-constrained model selection

The Schwarz or Bayesian information criterion (BIC) is one of the most widely used tools for model comparison in social science research. The BIC, however, is not suitable for evaluating models with order constraints on the parameters of interest. This article explores two extensions of the BIC for evaluating order-constrained models, one where a truncated unit information prior is used under the order-constrained model and the other where a truncated local unit information prior is used. The first prior is centered on the maximum likelihood estimate, and the latter prior is centered on a null value. Several analyses show that the order-constrained BIC based on the local unit information prior works better as an Occam’s razor for evaluating order-constrained models and results in lower error probabilities. The methodology based on the local unit information prior is implemented in the R package “BICpack” which allows researchers to easily apply the method for order-constrained model selection. The usefulness of the methodology is illustrated using data from the European Values Study

Dynamic relational event modeling:Testing, exploring, and applying

The relational event model (REM) facilitates the study of network evolution in relational event history data, i.e., time-ordered sequences of social interactions. In real-life social networks it is likely that network effects, i.e., the parameters that quantify the relative importance of drivers of these social interaction sequences, change over time. In these networks, the basic REM is not appropriate to understand what drives network evolution. This research extends the REM framework with approaches for testing and exploring time-varying network effects. First, we develop a Bayesian approach to test whether network effects change during the study period. We conduct a simulation study that illustrates that the Bayesian test accurately quantifies the evidence between a basic (‘static’) REM or a dynamic REM. Secondly, in the case of the latter, time-varying network effects can be studied by means of a moving window that slides over the relational event history. A simulation study was conducted that illustrates that the accuracy and precision of the estimates depend on the window width: narrower windows result in greater accuracy at the cost of lower precision. Third, we develop a Bayesian approach for determining window widths using the empirical network data and conduct a simulation study that illustrates that estimation with empirically determined window widths achieves both good accuracy for time intervals with important changes and good precision for time intervals with hardly any changes in the effects. Finally, in an empirical application, we illustrate how the approaches in this research can be used to test for and explore time-varying network effects of face-to-face contacts at the workplace

Bayesian inference for psychology. Part II:Example applications with JASP

Bayesian hypothesis testing presents an attractive alternative to p value hypothesis testing. Part I of this series outlined several advantages of Bayesian hypothesis testing, including the ability to quantify evidence and the ability to monitor and update this evidence as data come in, without the need to know the intention with which the data were collected. Despite these and other practical advantages, Bayesian hypothesis tests are still reported relatively rarely. An important impediment to the widespread adoption of Bayesian tests is arguably the lack of user-friendly software for the run-of-the-mill statistical problems that confront psychologists for the analysis of almost every experiment: the t-test, ANOVA, correlation, regression, and contingency tables. In Part II of this series we introduce JASP (http://www.jasp-stats.org), an open-source, cross-platform, user-friendly graphical software package that allows users to carry out Bayesian hypothesis tests for standard statistical problems. JASP is based in part on the Bayesian analyses implemented in Morey and Rouder’s BayesFactor package for R. Armed with JASP, the practical advantages of Bayesian hypothesis testing are only a mouse click away

Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses

A new method is proposed for testing multiple hypotheses with equality and inequality constraints on the parameters of interest. The method is based on the fractional Bayes factor with a modification that the updated prior is centered on the boundary of the constrained parameter space under investigation. The resulting prior adjusted default Bayes factors work as an “Ockham’s razor” when testing inequality constrained hypotheses, which is not the case for the fractional Bayes factor. Two different types of prior adjusted default Bayes factors are considered. In the first type, the updated prior is based on imaginary training data. Analytical and numerical examples show that this criterion converges fastest to a true inequality constrained hypothesis. In the second type, the updated prior is based on empirical training data. This second criterion only outperforms the fractional Bayes factor in the case of small samples. Keywords: Fractional Bayes factor, Ockham’s razor, (In)equality constraints, Updated prio