JSM 2011 Online Program

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Abstract Details

Activity Number: 618
Type: Contributed
Date/Time: Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
Sponsor: Section on Bayesian Statistical Science
Abstract - #302964
Title: Bayesian Testing in ANOVA Using Neutral-Data Comparisons
Author(s): Dan J. Spitzner*+
Companies: University of Virginia
Address: P.O. Box 400135, Charlottesville, VA, 22904-4135,
Keywords: ANOVA ; Bayes factors ; default priors ; Bayesian consistency ; partition analysis ; Bayesian hypothesis testing
Abstract:

It is common for Bayesian approaches to classical analysis problems such as ANOVA to focus on estimation rather than testing. Part of the reason is that the default priors for estimation may be understood in a straightforward way, whereas the underlying intuition of default priors for testing is complex and subtle. In this talk I will discuss a new testing procedure which gives sensible results even when using vague priors that would be specified for estimation. This is a ``neutral-data comparison,'' which serves as both an alternative to the Bayes factor, and an approximation to it. The result for Bayesian ANOVA is a coherent, flexible multiple-testing tool that supplements the usual estimation-based analysis. Among its benefits, the approach provides sophisticated, modern tools with which to test multiple contrasts, allowing, e.g., the classical ``mean separation'' procedure to evolve into a comprehensive partition analysis.


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