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Power priors for replication studies 复制研究的功率先验

test Pub Date : 2023-09-21 DOI: 10.1007/s11749-023-00888-5

Samuel Pawel, Frederik Aust, Leonhard Held, Eric-Jan Wagenmakers

{"title":"Power priors for replication studies","authors":"Samuel Pawel, Frederik Aust, Leonhard Held, Eric-Jan Wagenmakers","doi":"10.1007/s11749-023-00888-5","DOIUrl":"https://doi.org/10.1007/s11749-023-00888-5","url":null,"abstract":"Abstract The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study’s data is raised to the power of $$alpha $$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mi>α</mml:mi> </mml:math> , and then used as the prior distribution in the analysis of the replication data. Posterior distribution and Bayes factor hypothesis tests related to the power parameter $$alpha $$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mi>α</mml:mi> </mml:math> quantify the degree of compatibility between the original and replication study. Inferences for other parameters, such as effect sizes, dynamically borrow information from the original study. The degree of borrowing depends on the conflict between the two studies. The practical value of the approach is illustrated on data from three replication studies, and the connection to hierarchical modeling approaches explored. We generalize the known connection between normal power priors and normal hierarchical models for fixed parameters and show that normal power prior inferences with a beta prior on the power parameter $$alpha $$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mi>α</mml:mi> </mml:math> align with normal hierarchical model inferences using a generalized beta prior on the relative heterogeneity variance $$I^2$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:msup> <mml:mi>I</mml:mi> <mml:mn>2</mml:mn> </mml:msup> </mml:math> . The connection illustrates that power prior modeling is unnatural from the perspective of hierarchical modeling since it corresponds to specifying priors on a relative rather than an absolute heterogeneity scale.","PeriodicalId":101465,"journal":{"name":"test","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136135886","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Gender wage difference estimation at quantile levels using sample survey data 使用抽样调查数据在分位数水平上估计性别工资差异

test Pub Date : 2023-09-19 DOI: 10.1007/s11749-023-00885-8

Mihaela-Cătălina Anastasiade-Guinand, Alina Matei, Yves Tillé

引用次数: 0

On the Randić index and its variants of network data 论网络数据的randiic指数及其变体

test Pub Date : 2023-09-15 DOI: 10.1007/s11749-023-00887-6

Mingao Yuan

引用次数: 4

Selective inference for false discovery proportion in a hidden Markov model 隐马尔可夫模型中错误发现比例的选择性推断

test Pub Date : 2023-09-14 DOI: 10.1007/s11749-023-00886-7

Marie Perrot-Dockès, Gilles Blanchard, Pierre Neuvial, Etienne Roquain

引用次数: 0

Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers 基于乘子交替方向法的标量函数单指标模型变量选择

test Pub Date : 2023-09-13 DOI: 10.1007/s11749-023-00884-9

Rahul Ghosal, Arnab Maity

引用次数: 0

Analysis of conditional randomisation and permutation schemes with application to conditional independence testing 条件随机化和排列方案的分析及其在条件独立性检验中的应用

test Pub Date : 2023-09-12 DOI: 10.1007/s11749-023-00878-7

Małgorzata Łazȩcka, Bartosz Kołodziejek, Jan Mielniczuk

{"title":"Analysis of conditional randomisation and permutation schemes with application to conditional independence testing","authors":"Małgorzata Łazȩcka, Bartosz Kołodziejek, Jan Mielniczuk","doi":"10.1007/s11749-023-00878-7","DOIUrl":"https://doi.org/10.1007/s11749-023-00878-7","url":null,"abstract":"Abstract We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables X and Y given a random variable Z . Namely, we investigate asymptotic behaviour of estimates of a vector of probabilities in such settings, establish their asymptotic normality and ordering between asymptotic covariance matrices. The results are used to derive asymptotic distributions of the empirical Conditional Mutual Information in those set-ups. Somewhat unexpectedly, the distributions coincide for the two scenarios, despite differences in the asymptotic distributions of the estimates of probabilities. We also prove validity of permutation p -values for the Conditional Permutation scheme. The above results justify consideration of conditional independence tests based on resampled p -values and on the asymptotic chi-square distribution with an adjusted number of degrees of freedom. We show in numerical experiments that when the ratio of the sample size to the number of possible values of the triple exceeds 0.5, the test based on the asymptotic distribution with the adjustment made on a limited number of permutations is a viable alternative to the exact test for both the Conditional Permutation and the Conditional Randomisation scenarios. Moreover, there is no significant difference between the performance of exact tests for Conditional Permutation and Randomisation schemes, the latter requiring knowledge of conditional distribution of X given Z , and the same conclusion is true for both adaptive tests.","PeriodicalId":101465,"journal":{"name":"test","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135826240","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Comments on: Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models 高维回归模型的统计推断与大规模多元检验

test Pub Date : 2023-08-29 DOI: 10.1007/s11749-023-00880-z

Ye Tian, Yang Feng

引用次数: 0

Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence 修正:基于鞅差分散度的同步加性并发模型公式的新规范试验

test Pub Date : 2023-05-05 DOI: 10.1007/s11749-023-00863-0

Laura Freijeiro-González, Manuel Febrero-Bande, Wenceslao González-Manteiga

引用次数: 0