Dear Leo, > Dear R-List, > > I am interested in the Bayesian view on parameter estimation for multilevel > models and ordinary regression models.
You might find Gelman & Hill's recent book to be good reading, and there is a book in the Use-R series that focuses on using R to perform Bayesian analyses. > AFAIU traditional frequentist p-values they give information about > p(data_or_extreme|H0). AFAIU it further, p-values in the Fisherian > sense are also no alpha/type I errors and therefor give no > information about future replications. I don't think that the last comment is necessarily relevant nor is it necessarily true. > However, p(data_or_extreme|H0) is not really interesting for social science > research questions (psychology). Much more interesting is > p(H0|data). That's fine, but first you have to believe that the statement has meaning. > Is there a way or formula to calculate these probabilities of the H0 > (or another hypothesis) from lm-/lmer objects in R? See the books above. Note that in order to do so, you will need to nominate a prior distribution of some kind. > Yes I know that multi-level modeling as well as regression can be done in a > purely Bayesian way. However, I am not capable of Bayesian statistics, > therefor I ask that question. I am starting to learn it a little bit. No offense, but it sounds to me like you want to have the Bayesian omelette without breaking the Bayesian eggs ;). Certain kinds of multi-level models are mathematically identical to certain kinds of Empirical Bayes models, but that does not make them Bayesian (despite what some people say). I caution against your implied goal of obtaining Bayesian statistics without performing a Bayesian analysis. Good luck, Andrew -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
