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The minimum Bayes factor hypothesis test for correlations and partial correlations. (English) Zbl 07533678

Summary: In this paper, we follow the work [L. Held and M. Ott, Am. Stat. 70, No. 4, 335–341 (2016; doi:10.1080/00031305.2016.1209128)] and propose a sample-size adjusted minimum Bayes factor (minBF) for testing the presence of a correlation or a partial correlation. The proposed minBF is related to the two-sided \(p\)-value from the frequentist test and can be easily calculated using either a pocket calculator or spreadsheets, so long as the researcher is familiar with the frequentist paradigm. It turns out that the minBF increases with an increasing sample size, which implies that the maximal evidence of the two-sided \(p\)-value decreases with an increasing sample size. Simulation studies and two real-data applications are provided for illustrative purposes.

MSC:

62F15 Bayesian inference
62H15 Hypothesis testing in multivariate analysis
62-XX Statistics
Full Text: DOI

References:

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