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A Default Bayesian Hypothesis Test for Correlations and Partial Correlations

Overview
Journal Psychon Bull Rev
Specialty Psychology
Date 2012 Jul 17
PMID 22798023
Citations 162
Authors
Ruud Wetzels
Eric-Jan Wagenmakers
Affiliations
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Abstract

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 allows researchers to monitor the test results as the data come in. We illustrate the use of the Bayesian correlation test with three examples from the psychological literature. Computer code and example data are provided in the journal archives.

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