https://github.com/cran/bayestestR
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Tip revision: e1fa15d202de277bb07e58bb3013557724072b2b authored by Dominique Makowski on 22 September 2019, 15:30 UTC
version 0.3.0
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bayesfactor_models.Rd
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/bayesfactor_models.R
\name{bayesfactor_models}
\alias{bayesfactor_models}
\title{Bayes Factors (BF) for model comparison}
\usage{
bayesfactor_models(..., denominator = 1, verbose = TRUE)
}
\arguments{
\item{...}{Fitted models (see details), all fit on the same data, or a single \code{BFBayesFactor} object (see 'Details').}

\item{denominator}{Either an integer indicating which of the models to use as the denominator,
or a model to be used as a denominator. Ignored for \code{BFBayesFactor}.}

\item{verbose}{Toggle off warnings.}
}
\value{
A data frame containing the models' formulas (reconstructed fixed and random effects) and their BFs, that prints nicely.
}
\description{
This function computes or extracts Bayes factors from fitted models.
}
\details{
If the passed models are supported by \pkg{insight} the DV of all models will be tested for equality
(else this is assumed to be true), and the models' terms will be extracted (allowing for follow-up
analysis with \code{bayesfactor_inclusion}).

\itemize{
  \item For \code{brmsfit} or \code{stanreg} models, Bayes factors are computed using the \CRANpkg{bridgesampling} package.
  \itemize{
    \item \code{brmsfit} models must have been fitted with \code{save_all_pars = TRUE}.
    \item \code{stanreg} models must have been fitted with a defined \code{diagnostic_file}.
  }
  \item For \code{BFBayesFactor}, \code{bayesfactor_models()} is mostly a wraparoud \code{BayesFactor::extractBF()}.
  \item For all other model types (supported by \CRANpkg{insight}), BIC approximations are used to compute Bayes factors.
}
In order to correctly and precisely estimate Bayes factors, a rule of thumb are
the 4 P's: \strong{P}roper \strong{P}riors and \strong{P}lentiful \strong{P}osterior
(i.e. probably at leat 40,000 samples instead of the default of 4,000).
\cr \cr
A Bayes factor greater than 1 can be interpereted as evidence against the compared-to
model (the denominator). One convention is that a Bayes factor greater than 3 can be considered
as "substantial" evidence against the denominator model (and vice versa, a Bayes factor
smaller than 1/3 indicates substantial evidence in favor of the denominator model)
(\cite{Wetzels et al. 2011}).
\cr \cr
See also \href{https://easystats.github.io/bayestestR/articles/bayes_factors.html}{the Bayes factors vignette}.
}
\examples{
# With lm objects:
# ----------------
lm1 <- lm(Sepal.Length ~ 1, data = iris)
lm2 <- lm(Sepal.Length ~ Species, data = iris)
lm3 <- lm(Sepal.Length ~ Species + Petal.Length, data = iris)
lm4 <- lm(Sepal.Length ~ Species * Petal.Length, data = iris)
bayesfactor_models(lm1, lm2, lm3, lm4, denominator = 1)
bayesfactor_models(lm2, lm3, lm4, denominator = lm1) # same result
bayesfactor_models(lm1, lm2, lm3, lm4, denominator = lm1) # same result

# With lmerMod objects:
# ---------------------
library(lme4)
lmer1 <- lmer(Sepal.Length ~ Petal.Length + (1 | Species), data = iris)
lmer2 <- lmer(Sepal.Length ~ Petal.Length + (Petal.Length | Species), data = iris)
lmer3 <- lmer(
  Sepal.Length ~ Petal.Length + (Petal.Length | Species) + (1 | Petal.Width),
  data = iris
)
bayesfactor_models(lmer1, lmer2, lmer3, denominator = 1)
bayesfactor_models(lmer1, lmer2, lmer3, denominator = lmer1)
\dontrun{
# rstanarm models
# ---------------------
# (note that a unique diagnostic_file MUST be specified in order to work)
library(rstanarm)
stan_m0 <- stan_glm(Sepal.Length ~ 1,
  data = iris,
  family = gaussian(),
  diagnostic_file = file.path(tempdir(), "df0.csv")
)
stan_m1 <- stan_glm(Sepal.Length ~ Species,
  data = iris,
  family = gaussian(),
  diagnostic_file = file.path(tempdir(), "df1.csv")
)
stan_m2 <- stan_glm(Sepal.Length ~ Species + Petal.Length,
  data = iris,
  family = gaussian(),
  diagnostic_file = file.path(tempdir(), "df2.csv")
)
bayesfactor_models(stan_m1, stan_m2, denominator = stan_m0)


# brms models
# --------------------
# (note the save_all_pars MUST be set to TRUE in order to work)
library(brms)
brm1 <- brm(Sepal.Length ~ 1, data = iris, save_all_pars = TRUE)
brm2 <- brm(Sepal.Length ~ Species, data = iris, save_all_pars = TRUE)
brm3 <- brm(
  Sepal.Length ~ Species + Petal.Length,
  data = iris,
  save_all_pars = TRUE
)

bayesfactor_models(brm1, brm2, brm3, denominator = 1)


# BayesFactor
# ---------------------------
library(BayesFactor)
data(puzzles)
BF <- anovaBF(RT ~ shape * color + ID,
  data = puzzles,
  whichRandom = "ID", progress = FALSE
)
BF
bayesfactor_models(BF) # basically the same
}

}
\references{
\itemize{
  \item Gronau, Q. F., Wagenmakers, E. J., Heck, D. W., and Matzke, D. (2019). A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling. Psychometrika, 84(1), 261-284.
  \item Kass, R. E., and Raftery, A. E. (1995). Bayes Factors. Journal of the American Statistical Association, 90(430), 773-795.
  \item Robert, C. P. (2016). The expected demise of the Bayes factor. Journal of Mathematical Psychology, 72, 33–37.
  \item Wagenmakers, E. J. (2007). A practical solution to the pervasive problems of p values. Psychonomic bulletin & review, 14(5), 779-804.
  \item Wetzels, R., Matzke, D., Lee, M. D., Rouder, J. N., Iverson, G. J., and Wagenmakers, E.-J. (2011). Statistical Evidence in Experimental Psychology: An Empirical Comparison Using 855 t Tests. Perspectives on Psychological Science, 6(3), 291–298. \doi{10.1177/1745691611406923}
}
}
\author{
Mattan S. Ben-Shachar
}
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