Bayesian hypothesis testing for psychologists: a tutorial on the Savage-Dickey method.
In the field of cognitive psychology, the p-value hypothesis test has established a stranglehold on statistical reporting. This is unfortunate, as the p-value provides at best a rough estimate of the evidence that the data provide for the presence of an experimental effect. An alternative and arguably more appropriate measure of evidence is conveyed by a Bayesian hypothesis test, which prefers the model with the highest average likelihood. One of the main problems with this Bayesian hypothesis test, however, is that it often requires relatively sophisticated numerical methods for its computation. Here we draw attention to the Savage-Dickey density ratio method, a method that can be used to compute the result of a Bayesian hypothesis test for nested models and under certain plausible restrictions on the parameter priors. Practical examples demonstrate the method's validity, generality, and flexibility.
Wagenmakers
Eric-Jan
EJ
University of Amsterdam, Department of Psychology, Roetersstraat 15, 1018 WB Amsterdam, The Netherlands. EJ.Wagenmakers@gmail.com
Lodewyckx
Tom
T
Kuriyal
Himanshu
H
Grasman
Raoul
R
D001499:Bayes Theorem; D035841:Behavioral Research / Q000706:statistics & numerical data*; D019336:Cognitive Science / Q000706:statistics & numerical data*; D003627:Data Interpretation, Statistical; D006801:Humans; D016013:Likelihood Functions; D015233:Models, Statistical