[R] p(H0|data) for lm/lmer-objects R

Leo Gürtler leog at anicca-vijja.de
Thu Dec 25 19:51:36 CET 2008

Dear R-List,

I am interested in the Bayesian view on parameter estimation for
multilevel models and ordinary regression models. 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.

However, p(data_or_extreme|H0) is not really interesting for social
science research questions (psychology). Much more interesting is
p(H0|data). Is there a way or formula to calculate these probabilities
of the H0 (or another hypothesis) from lm-/lmer objects in R?

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.

The frequentist literature - of course - does not cover that topic.

Thanks a lot,

leo gürtler

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