ci.bayes.spcor: Bayesian credible interval for a semipartial correlation with a
skeptical prior
Description
Computes an approximate Bayesian credible interval for a semipartial
correlation with a skeptical prior. The skeptical prior distribution is
Normal with a mean of 0 and a small standard deviation. A skeptical prior
assumes that the population semipartial correlation is within a range of
small values (-r to r). If the skeptic is 95% confident that the population
correlation is between -r and r, then the prior standard deviation can be
set to r/1.96. A semipartial correlation that is less than .2 in absolute
value is typically considered to be "small", and the prior standard
deviation could then be set to .2/1.96 = .1. A semipartial correlation value
that is considered to be small will depend on the application. This function
requires the standard error of the estimated semipartial correlation which
can be obtained from the ci.spcor function.
Usage
ci.bayes.spcor(alpha, prior_sd, cor, se)
Value
Returns a 1-row matrix. The columns are:
Posterior mean - posterior mean (Bayesian estimate of correlation)
LL - lower limit of the credible interval
UL - upper limit of the credible interval
Arguments
alpha
alpha level for 1-alpha credibility interval
prior_sd
standard deviation of skeptical prior distribution
cor
estimated semipartial partial correlation
se
standard error of estimated semipartial correlation