1. How the Choice of Distance Measure Influences the Detection of Prior-Data Conflict
- Author
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Lek, K.M., van de Schoot, R., Methodology and statistics for the behavioural and social sciences, and Leerstoel Schoot
- Subjects
Kullback–Leibler divergence ,distance measure ,data agreement criterion ,05 social sciences ,050401 social sciences methods ,General Physics and Astronomy ,lcsh:Astrophysics ,01 natural sciences ,Measure (mathematics) ,Kullback-Leibler ,Article ,lcsh:QC1-999 ,prior-data conflict ,010104 statistics & probability ,0504 sociology ,Statistics ,lcsh:QB460-466 ,lcsh:Q ,0101 mathematics ,lcsh:Science ,lcsh:Physics ,Mathematics - Abstract
The present paper contrasts two related criteria for the evaluation of prior-data conflict: the Data Agreement Criterion (DAC, Bousquet, 2008) and the criterion of Nott et al. (2016). One aspect that these criteria have in common is that they depend on a distance measure, of which dozens are available, but so far, only the Kullback-Leibler has been used. We describe and compare both criteria to determine whether a different choice of distance measure might impact the results. By means of a simulation study, we investigate how the choice of a specific distance measure influences the detection of prior-data conflict. The DAC seems more susceptible to the choice of distance measure, while the criterion of Nott et al. seems to lead to reasonably comparable conclusions of prior-data conflict, regardless of the distance measure choice. We conclude with some practical suggestions for the user of the DAC and the criterion of Nott et al.
- Published
- 2019