1. Why you should attend the course. (Notice that the
Bayesian analysis reveals many credible regression lines, for which
the slopes and intercepts trade off, instead of just one "best"
Bayesian data analysis is rapidly replacing traditional methods because if provides richer inferences and without reference to ill-defined p values.
This workshop introduces modern Bayesian data analysis, starting with ground-level concepts of probabilities and Bayes’ rule, and moving up to Bayesian hierarchical modeling applied to multiple regression and analysis of variance.
Pre-requisites: Only “rusty” familiarity with integrals; no linear algebra.
Day 1: Probabilities, Bayes’ rule, R (freeware), beta distribution, grid approximation.
Day 2: Markov chain Monte Carlo methods, BUGS/BRugs (freeware), hierarchical models.
Day 3: Null hypothesis significance testing, Bayesian model comparison, Bayesian assessment of null values, power.
Day 4: Multiple linear regression.
Day 5: Analysis of variance and contingency table analysis.
Why go Bayesian?See Figure 1. But beyond that,
sciences from astronomy to zoology are changing from 20th-century
null-hypothesis significance testing to Bayesian data analysis.
An open letter explaining why it's time to go
An article* that explains a critical flaw
of p-values in null hypothesis significance testing, and two
different Bayesian approaches to assessing null values.
Kruschke, J. K. (2010). Bayesian data analysis. Wiley
Interdisciplinary Reviews: Cognitive Science, 1(5),
An article* that emphasizes advantages of
Bayesian data analysis and the fact that Bayesian data analysis is
appropriate regardless of the status of Bayesian models of cognition.
Kruschke, J. K. (2010). What to believe: Bayesian methods
for data analysis. Trends in Cognitive Sciences,
14(7), 293-300. (doi:10.1016/j.tics.2010.05.001)
*Your click on this link constitutes your request to
the author for a personal copy of the article exclusively for
Who is the instructor?John
Kruschke is five-time winner of
Teaching Excellence Recognition Awards from Indiana University, where
he is Professor of Psychological and Brain Sciences, and Adjunct
Professor of Statistics. He has written
an introductory textbook on
Bayesian data analysis; see also the
articles linked above. His research interests include models of
attention in learning, which he has developed in both connectionist
and Bayesian formalisms. He received the Troland Research Award from the
National Academy of Sciences.
Bringing a notebook computer?
You do not need to bring a notebook computer to the course. But you are invited to bring one, so that you can run the programs and see how their output corresponds with the presentation material.
If you want to bring a notebook computer to the course,
you must install the software listed below before arriving at the course, because there will not be time to do it during the tutorial.
One of the packages we'll be using requires the Windows
operating system (OS). If your machine can operate with Windows,
the tutorial materials may operate best that way. If you are using
Macintosh OS or Linux without the option to boot with Windows, you
must install a Windows emulator such as the freeware
WINE (which stands for WINE Is Not an Emulator). WINE can be
downloaded from http://www.winehq.org/. From this point on, these
instructions assume you are running Windows or a Windows
Install the free programming language R. Go to http://cran.r-project.org/. In the box labelled
"Download and Install R" click the "Windows" link. On the page
that appears, click the "base" link. The next page that appears
has the latest version of R as its top link. Click that link and
follow the installation instructions. Use the 32-bit version, not the
64-bit version. (Even if you are using MacOS or Linux, download the
32-bit Windows executable and install R within WINE!)
Invoke R. (If you are using MacOS or Linux, invoke the Windows
version of R within WINE.) At the command line in the R console
window, type install.packages("BRugs") You must
include the quotes around "BRugs", and type "BR" in uppercase and
everything else in lowercase. You will be prompted to select an
internet repository; choose a site that is geographically near you.
Note: You must be using a recent version of R, preferably version
2.11.0 or later, for the install.packages("BRugs") command to work
properly. Are you getting an error message that the package is not
available? If so, try this: In the R console window, click menu items
Packages > Select Repositories, and, in the resulting pop-up window,
make sure to select both CRAN and CRAN(extras), then click
okay. BRugs lives in CRAN(extras). Then try install.packages("BRugs")
again. Thanks to Uwe Ligges for these hints!
Copy the following data analysis program to your computer and
be sure that it runs. Right clickthis link and save the linked file on your
computer, using any file name with a ".R" extension. Then, invoke R,
and on the R console window click the menu items File >
Source R code... Browse to your saved file and
select it (and click Open or OK). The program should run in R and
produce a graph in a new window and some output text in the R console.
If the program does not run, please study all the previous steps
and be sure that each was successfully accomplished.
zip file of data analysis programs. This file will be updated in mid June. Please check back at that time.
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