A default Bayesian hypothesis test for correlations and partial correlations

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A default Bayesian hypothesis test for correlations and partial correlations

We propose a default Bayesian hypothesis test for the presence of a correlation or a partial correlation. The test is a direct application of Bayesian techniques for variable selection in regression models. The test is easy to apply and yields practical advantages that the standard frequentist tests lack; in particular, the Bayesian test can quantify evidence in favor of the null hypothesis and...

متن کامل

A default Bayesian hypothesis test for mediation.

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology u...

متن کامل

A Default Bayesian Hypothesis Test for ANOVA Designs

This article presents a Bayesian hypothesis test for analysis of variance (ANOVA) designs. The test is an application of standard Bayesian methods for variable selection in regression models. We illustrate the effect of various g-priors on the ANOVA hypothesis test. The Bayesian test for ANOVA designs is useful for empirical researchers and for students; both groups will get a more acute apprec...

متن کامل

Default probabilities and default correlations under stress

We investigate default probabilities and default correlations of Merton-type credit portfolio models in stress scenarios where a common risk factor is truncated. The analysis is performed in the class of elliptical distributions, a family of light-tailed to heavy-tailed distributions encompassing many distributions commonly found in financial modelling. It turns out that the asymptotic limit of...

متن کامل

The Determinants of Default Correlations

This paper analyses the ability of some structural models to predict corporate bankruptcy. The study extends the existing empirical work on default risk in three ways. First, it estimates the expected default probabilities and computes default correlations using a copula function for a sample of bankrupt in the US. Second, it extracts common or latent factors that drive companies’ default corre...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Psychonomic Bulletin & Review

سال: 2012

ISSN: 1069-9384,1531-5320

DOI: 10.3758/s13423-012-0295-x