Understanding Bayes: How to become a Bayesian in eight easy steps

How to become a Bayesian in eight easy steps: An annotated reading list

(TLDR: We wrote an annotated reading list to get you started in learning Bayesian statistics. Published version. Researchgate. PsyArxiv.)

It can be hard to know where to start when you want to learn about Bayesian statistics. I am frequently asked to share my favorite introductory resources to Bayesian statistics, and my go-to answer has been to share a dropbox folder with a bunch of PDFs that aren’t really sorted or cohesive. In some sense I was acting as little more than a glorified Google Scholar search bar.

It seems like there is some tension out there with regard to Bayes, in that many people want to know more about it, but when they pick up, say, Andrew Gelman and colleagues’ Bayesian Data Analysis they get totally overwhelmed. And then they just think, “Screw this esoteric B.S.” and give up because it doesn’t seem like it is worth their time or effort.

I think this happens a lot. Introductory Bayesian texts usually assume a level of training in mathematical statistics that most researchers simply don’t have time (or otherwise don’t need) to learn. There are actually a lot of accessible Bayesian resources out there that don’t require much math stat background at all, but it just so happens that they are not consolidated anywhere so people don’t necessarily know about them.

Enter the eight step program

Beth Baribault, Peter Edelsbrunner (@peter1328), Fabian Dablander (@fdabl), Quentin Gronau, and I have just finished a new paper that tries to remedy this situation, titled, “How to become a Bayesian in eight easy steps: An annotated reading list.” We were invited to submit this paper for a special issue on Bayesian statistics for Psychonomic Bulletin and Review. Each paper in the special issue addresses a specific question we often hear about Bayesian statistics, and ours was the following:

I am a reviewer/editor handling a manuscript that uses Bayesian methods; which articles should I read to get a quick idea of what that means?

So the paper‘s goal is not so much to teach readers how to actually perform Bayesian data analysis — there are other papers in the special issue for that — but to facilitate readers in their quest to understand basic Bayesian concepts. We think it will serve as a nice introductory reading list for any interested researcher.

The format of the paper is straightforward. We highlight eight papers that had a big impact on our own understanding of Bayesian statistics, as well as short descriptions of an additional 28 resources in the Further reading appendix. The first four papers are focused on theoretical introductions, and the second four have a slightly more applied focus.

We also give every resource a ranking from 1–9 on two dimensions: Focus (theoretical vs. applied) and Difficulty (easy vs. hard). We tried to provide a wide range of resources, from easy applications (#14: Wagenmakers, Lee, and Morey’s “Bayesian benefits for the pragmatic researcher”) to challenging theoretical discussions (#12: Edwards, Lindman and Savage’s “Bayesian statistical inference for psychological research”) and others in between.

The figure below (Figure A1, available on the last page of the paper) summarizes our rankings:

Readinglist.png

The emboldened numbers (1–8) are the papers that we’ve commented on in detail, numbers in light text (9–30) are papers we briefly describe in the appendix, and the italicized numbers (31–36) are our recommended introductory books (also listed in the appendix).

This is how we chose to frame the paper,

Overall, the guide is designed such that a researcher might be able to read all eight of the highlighted articles and some supplemental readings within a few days. After readers acquaint themselves with these sources, they should be well-equipped both to interpret existing research and to evaluate new research that relies on Bayesian methods.

The list

Here’s the list of papers we chose to cover in detail:

  1.  Lindley (1993): The analysis of experimental data: The appreciation of tea and wine. PDF.
  2. Kruschke (2015, chapter 2): Introduction: Credibility, models, and parameters. Available on the DBDA website.
  3. Dienes (2011): Bayesian versus orthodox statistics: Which side are you on? PDF.
  4. Rouder, Speckman, Sun, Morey, & Iverson (2009): Bayesian t tests for accepting and rejecting the null hypothesis. PDF.
  5. Vandekerckhove, Matzke, & Wagenmakers (2014): Model comparison and the principle of parsimony. PDF.
  6. van de Schoot, Kaplan, Denissen, Asendorpf, Neyer, & Aken (2014): A gentle introduction to Bayesian analysis: Applications to developmental research. PDF.
  7. Lee and Vanpaemel (from the same special issue): Determining priors for cognitive models. PDF.
  8. Lee (2008): Three case studies in the Bayesian analysis of cognitive models. PDF.

You’ll have to check out the paper to see our commentary and to find out what other articles we included in the Further reading appendix. We provide urls (web archived when possible; archive.org/web/) to PDFs of the eight main papers (except #2, that’s on the DBDA website), and wherever possible for the rest of the resources (some did not have free copies online; see the References).

I thought this was a fun paper to write, and if you think you might want to learn some Bayesian basics I hope you will consider reading it.

Oh, and I should mention that we wrote the whole paper collaboratively on Overleaf.com. It is a great site that makes it easy to get started using LaTeX, and I highly recommend trying it out.

This is the fifth post in the Understanding Bayes series. Until next time,

bill-murray-youre-awesome

Confidence intervals won’t save you: My guest post for the Psychonomic Society

I was asked by Stephan Lewandowski of the Psychonomic Society to contribute to a discussion of confidence intervals for their Featured Content blog. The purpose of the digital event was to consider the implications of some recent papers published in Psychonomic Bulletin & Review, and I gladly took the opportunity to highlight the widespread confusion surrounding interpretations of confidence intervals. And let me tell you, there is a lot of confusion.

Here are the posts in the series:

Part 1 (By Lewandowski): The 95% Stepford Interval: Confidently not what it appears to be

Part 2 (By Lewandowski): When you could be sure that the submarine is yellow, it’ll frequentistly appear red, blue, or green

Part 3 (By Me): Confidence intervals? More like confusion intervals

Check them out! Lewandowski mainly sticks to the content of the papers in question, but I’m a free-spirit stats blogger and went a little bit more broad with my focus. I end my post with an appeal to Bayesian statistics, which I think are much more intuitive and seem to answer the exact kinds of questions people think confidence intervals answer.

And remember, try out JASP for Bayesian analysis made easy — and it also does most classic stats — for free! Much better than SPSS, and it automatically produces APA formatted tables (this alone is worth the switch)!

Aside: This is not the first time I have written about confidence intervals. See my short series (well, 2 posts) on this blog called “Can confidence intervals save psychology?” part 1 and part 2. I would also like to point out Michael Lee’s excellent commentary on (takedown of?) “The new statistics” (PDF link).

 

Slides: “Bayesian statistical concepts: A gentle introduction”

I recently gave a talk in Bielefeld, Germany with the title “Bayesian statistical concepts: A gentle introduction.” I had a few people ask for the slides so I figured I would post them here. If you are a regular reader of this blog, it should all look pretty familiar. It was a mesh of a couple of my Understanding Bayes posts, combining “A look at the Likelihood” and the most recent one, “Evidence vs. Conclusions.” The main goal was to give the audience an appreciation for the comparative nature of Bayesian statistical evidence, as well as demonstrate how evidence in the sample has to be interpreted in the context of the specific problem. I didn’t go into Bayes factors or posterior estimation because I promised that it would be a simple and easy talk about the basic concepts.

I’m very grateful to JP de Ruiter for inviting me out to Bielefeld to give this talk, in part because it was my first talk ever! I think it went well enough, but there are a lot of things I can improve on; both in terms of slide content and verbal presentation. JP is very generous with his compliments, and he also gave me a lot of good pointers to incorporate for the next time I talk Bayes.

The main narrative of my talk was that we were to draw candies from one of two possible bags and try to figure out which bag we were drawing from. After each of the slides where I proposed the game I had a member of the audience actually come up and play it with me. The candies, bags, and cards were real but the bets were hypothetical. It was a lot of fun. 🙂

Here is a picture JP took during the talk.

Bielefeld Bayes intro

Here are the slides. (You can download a pdf copy from here.)

Understanding Bayes: Evidence vs. Conclusions

In this installment of Understanding Bayes I want to discuss the nature of Bayesian evidence and conclusions. In a previous post I focused on Bayes factors’ mathematical structure and visualization. In this post I hope to give some idea of how Bayes factors should be interpreted in context. How do we use the Bayes factor to come to a conclusion?

How to calculate a Bayes factor

I’m going to start with an example to show the nature of the Bayes factor. Imagine I have 2 baskets with black and white balls in them. In basket A there are 5 white balls and 5 black balls. In basket B there are 10 white balls. Other than the color, the balls are completely indistinguishable. Here’s my advanced high-tech figure depicting the problem.

Screenshot 2015-11-01 01.00.02

You choose a basket and bring it to me. The baskets aren’t labeled so I can’t tell by their appearance which one you brought. You tell me that in order to figure out which basket I have, I am allowed to take a ball out one at a time and then return it and reshuffle the balls around. What outcomes are possible here? In this case it’s super simple: I can either draw a white ball or a black ball.

If I draw a black ball I immediately know I have basket A, since this is impossible in basket B. If I draw a white ball I can’t rule anything out, but drawing a white ball counts as evidence for basket B over basket A. Since the white ball occurs with probability 1 if I have basket B, and probability .5 if I have basket A, then due to what is known as the Likelihood AxiomI have evidence for basket B over basket A by a factor of 2.  See this post for a refresher on likelihoods, including the concepts such as the law of likelihood and the likelihood principle. The short version is that observations count as evidence for basket B over basket A if they are more probable given basket B than basket A.

Screenshot 2015-11-01 00.59.27

I continue to sample, and end up with this set of observations: {W, W, W, W, W, W}. Each white ball that I draw counts as evidence of 2 for basket B over basket A, so my evidence looks like this: {2, 2, 2, 2, 2, 2}. Multiply them all together and my total evidence for B over A is 2^6, or 64. This interpretation is simple: The total accumulated data are, all together, 64 times more probable under basket B than basket A. This number represents a simple Bayes factor, or likelihood ratio.

How to interpret a Bayes factor

In one sense, the Bayes factor always has the same interpretation in every problem: It is a ratio formed by the probability of the data under each hypothesis. It’s all about prediction. The bigger the Bayes factor the more one hypothesis outpredicted the other.

But in another sense the interpretation, and our reaction, necessarily depends on the context of the problem, and that is represented by another piece of the Bayesian machinery: The prior odds. The Bayes factor is the factor by which the data shift the balance of evidence from one hypothesis to another, and thus the amount by which the prior odds shift to posterior odds.

Imagine that before you brought me one of the baskets you told me you would draw a card from a standard, shuffled deck of cards. You have a rule: Bring me basket B if the card drawn is a black suit and bring basket A if it is a red suit. You pick a card and, without telling me what it was, bring me a basket. Which basket did you bring me? What information do I have about the basket before I get to draw a sample from it?

I know that there is a 50% chance that you choose a black card, so there is a 50% chance that you bring me basket B. Likewise for basket A. The prior probabilities in this scenario are 50% for each basket, so the prior odds for basket A vs basket B are 1-to-1. (To calculate odds you just divide the probability of one hypothesis by the other.)

Screenshot 2015-11-01 01.00.54

Let’s say we draw our sample and get the same results as before: {W, W, W, W, W, W}. The evidence is the same: {2, 2, 2, 2, 2, 2} and the Bayes factor is the same, 2^6=64. What do we conclude from this? Should we conclude we have basket A or basket B?

The conclusion is not represented by the Bayes factor, but by the posterior odds. The Bayes factor is just one piece of the puzzle, namely the evidence contained in our sample. In order to come to a conclusion the Bayes factor has to be combined with the prior odds to obtain posterior odds. We have to take into account the information we had before we started sampling. I repeat: The posterior odds are where the conclusion resides. Not the Bayes factor.

Posterior odds (or probabilities) and conclusions

In the example just given, the posterior odds happen to equal the Bayes factor. Since the prior odds were 1-to-1, we multiply by the Bayes factor of 1-to-64, to obtain posterior odds of 1-to-64 favoring basket B. This means that, when these are the only two possible baskets, the probability of basket A has shrunk from 50% to 2% and the probability of basket B has grown from 50% to 98%. (To convert odds to probabilities divide the odds by odds+1.) This is the conclusion, and it necessarily depends on the prior odds we assign. 
Screenshot 2015-11-01 01.47.24

Say you had a different rule for picking the baskets. Let’s say that this time you draw a card and bring me basket B if you draw a King (of any suit) and you bring me basket A if you draw any other card. Now the prior odds are 48-to-4, or 12-to-1, in favor of basket A.

The data from our sample are the same, {W, W, W, W, W, W}, and so is the Bayes factor, 2^6= 64. The conclusion is qualitatively the same, with posterior odds of 1-to-5.3 that favor basket B. This means that, again when considering these as the only two possible baskets, the probability of basket A has been shrunk from 92% to 16% and the probability of basket B has grown from 8% to 84%. The Bayes factor is the same, but we are less confident in our conclusion. The prior odds heavily favored basket A, so it takes more evidence to overcome this handicap and reach as strong a conclusion as before.

What happens when we change the rule once again: Bring me basket B if you draw a King of Hearts and basket A if you draw any other card. Now the prior odds are 51-to-1 in favor of basket A. The data are the same again, and the Bayes factor is still 64. Now the posterior odds are 1-to-1.3 in favor of basket B. This means that the probability of basket A has been shrunk from 98% to 43% and the probability of basket B has grown from 2% to 57%. The evidence, and the Bayes factor, is exactly the same — but the conclusion is totally ambiguous. 

Screenshot 2015-11-01 01.53.35

Evidence vs. Conclusions

In each case I’ve considered, the evidence has been exactly the same: 6 draws, all white. As a corollary to the discussion above, if you try to come to conclusions based only on the Bayes factor then you are implicitly assuming prior odds of 1-to-1. I think this is unreasonable in most circumstances. When someone looks at a medium-to-large Bayes factor in a study claiming “sadness impairs color perception” (or some other ‘cute’ metaphor study published in Psych Science) and thinks, “I don’t buy this,” they are injecting their prior odds into the equation. Their implicit conclusion is: “My posterior odds for this study are not favorable.” This is the conclusion. The Bayes factor is not the conclusion.

Many studies follow-up on earlier work, so we might give favorable prior odds; thus, when we see a Bayes factor of 5 or 10 we “buy what the study is selling,” so to speak. Or the study might be testing something totally new, so we might give unfavorable prior odds; thus, when we see a Bayes factor of 5 or 10 we remain skeptical. This is just another way of saying that we may reasonably require more evidence for extraordinary claims.

When to stop collecting data

It also follows from the above discussion that sometimes enough is enough. What I mean is that sometimes the conclusion for any reasonable prior odds assignment is strong enough that collecting more data is not worth the time, money, or energy. In the Bayesian framework the stopping rules don’t affect the Bayes factor, and subsequently they don’t affect the posterior odds. Take the second example above, where you gave me basket B if you drew any King. I had prior odds of 12-to-1 in favor of basket A, drew 6 white balls in a row, and ended up with 1-to-5.3 posterior odds in favor of basket B. This translated to a posterior probability of 84% for basket B. If I draw 2 more balls and they are both white, my Bayes factor increases to 2^8=256 (and this should not be corrected for multiple comparisons or so-called “topping up”). My posterior odds increase to roughly 1-to-21 in favor of basket B, and the probability for basket B shoots up from 84% to 99%. I would say that’s enough data for me to make a firm conclusion. But someone else might have other relevant information about the problem I’m studying, and they can come to a different conclusion.

Conclusions are personal

There’s no reason another observer has to come to the same conclusion as me. She might have talked to you and you told her that you actually drew three cards (with replacement and reshuffle) and that you would only have brought me basket B if you drew three kings in a row. She has different information than I do, so naturally she has different prior odds (1728-to-1 in favor of basket A). She would come to a different conclusion than I would, namely that I was actually probably sampling from basket A — her posterior odds are roughly 7-to-1 in favor of basket A. We use the same evidence, a Bayes factor of 2^8=256, but come to different conclusions. 

Conclusions are personal. I can’t tell you what to conclude because I don’t know all the information you have access to. But I can tell you what the evidence is, and you can use that to come to your own conclusion. In this post I used a mechanism to generate prior odds that are intuitive and obvious, but we come to our scientific judgments through all sorts of ways that aren’t always easily expressed or quantified. The idea is the same however you come to your prior odds: If you’re skeptical of a study that has a large Bayes factor, then you assigned it strongly unfavorable prior odds.

This is why I, and other Bayesians, advocate for reporting the Bayes factor in experiments. It is not because it tells someone what to conclude from the study, but that it lets them take the information contained in your data to come to their own conclusion. When you report your own Bayes factors for your experiments, in your discussion you might consider how people with different prior odds will react to your evidence. If your Bayes factor is not strong enough to overcome a skeptic’s prior odds, then you may consider collecting more data until it is. If you’re out of resources and the Bayes factor is not strong enough to overcome the prior odds of a moderate skeptic, then there is nothing wrong with acknowledging that other people may reasonably come to different conclusions about your study. Isn’t that how science works?

Bottom line

If you want to come to a conclusion you need the posterior. If you want to make predictions about future sampling you need the posterior. If you want to make decisions you need the posterior (and a utility function; a topic for future blog). If you try to do all this with only the Bayes factor then you are implicitly assuming equal prior odds — which I maintain are almost never appropriate. (Insofar as you do ignore the prior and posterior, then do not be surprised when your Bayes factor simulations find strange results.) In the Bayesian framework each piece has its place. Bayes factors are an important piece of the puzzle, but they are not the only piece. They are simply the most basic piece from my perspective (after the sum and product rules) because they represent the evidence you accumulated in your sample. When you need to do something other than summarize evidence you have to expand your statistical arsenal.


For more introductory material on Bayesian inference, see the Understanding Bayes hub here.

Technical caveat

It’s important to remember that everything is relative and conditional in the Bayesian framework. The posterior probabilities I mention in this post are simply the probabilities of the baskets under the assumption that those are the only relevant hypotheses. They are not absolute probabilities. In other words, instead of writing the posterior probability as P(H|D), it should really be written P(H|D,M), where M is the conditional that the only hypotheses considered are in the following model index: M= {A, B, … K). This is why I personally prefer to use odds notation, since it makes the relativity explicit.

The Bayesian Reproducibility Project

[Edit: There is a now-published Bayesian reanalysis of the RPP. See here.]

The Reproducibility Project was finally published this week in Science, and an outpouring of media articles followed. Headlines included “More Than 50% Psychology Studies Are Questionable: Study”, “Scientists Replicated 100 Psychology Studies, and Fewer Than Half Got the Same Results”, and “More than half of psychology papers are not reproducible”.

Are these categorical conclusions warranted? If you look at the paper, it makes very clear that the results do not definitively establish effects as true or false:

After this intensive effort to reproduce a sample of published psychological findings, how many of the effects have we established are true? Zero. And how many of the effects have we established are false? Zero. Is this a limitation of the project design? No. It is the reality of doing science, even if it is not appreciated in daily practice. (p. 7)

Very well said. The point of this project was not to determine what proportion of effects are “true”. The point of this project was to see what results are replicable in an independent sample. The question arises of what exactly this means. Is an original study replicable if the replication simply matches it in statistical significance and direction? The authors entertain this possibility:

A straightforward method for evaluating replication is to test whether the replication shows a statistically significant effect (P < 0.05) with the same direction as the original study. This dichotomous vote-counting method is intuitively appealing and consistent with common heuristics used to decide whether original studies “worked.” (p. 4)

How did the replications fare? Not particularly well.

Ninety-seven of 100 (97%) effects from original studies were positive results … On the basis of only the average replication power of the 97 original, significant effects [M = 0.92, median (Mdn) = 0.95], we would expect approximately 89 positive results in the replications if all original effects were true and accurately estimated; however, there were just 35 [36.1%; 95% CI = (26.6%, 46.2%)], a significant reduction … (p. 4)

So the replications, being judged on this metric, did (frankly) horribly when compared to the original studies. Only 35 of the studies achieved significance, as opposed to the 89 expected and the 97 total. This gives a success rate of either 36% (35/97) out of all studies, or 39% (35/89) relative to the number of studies expected to achieve significance based on power calculations. Either way, pretty low. These were the numbers that most of the media latched on to.

Does this metric make sense? Arguably not, since the “difference between significant and not significant is not necessarily significant” (Gelman & Stern, 2006). Comparing significance levels across experiments is not valid inference. A non-significant replication result can be entirely consistent with the original effect, and yet count as a failure because it did not achieve significance. There must be a better metric.

The authors recognize this, so they also used a metric that utilized confidence intervals over simple significance tests. Namely, does the confidence interval from the replication study include the originally reported effect? They write,

This method addresses the weakness of the first test that a replication in the same direction and a P value of 0.06 may not be significantly different from the original result. However, the method will also indicate that a replication “fails” when the direction of the effect is the same but the replication effect size is significantly smaller than the original effect size … Also, the replication “succeeds” when the result is near zero but not estimated with sufficiently high precision to be distinguished from the original effect size. (p. 4)

So with this metric a replication is considered successful if the replication result’s confidence interval contains the original effect, and fails otherwise. The replication effect can be near zero, but if the CI is wide enough it counts as a non-failure (i.e., a “success”). A replication can also be quite near the original effect but have high precision, thus excluding the original effect and “failing”.

This metric is very indirect, and their use of scare-quotes around “succeeds” is telling. Roughly 47% of confidence intervals in the replications “succeeded” in capturing the original result. The problem with this metric is obvious: Replications with effects near zero but wide CIs get the same credit as replications that were bang on the original effect (or even larger) with narrow CIs. Results that don’t flat out contradict the original effects count as much as strong confirmations? Why should both of these types of results be considered equally successful?

Based on these two metrics, the headlines are accurate: Over half of the replications “failed”. But these two reproducibility metrics are either invalid (comparing significance levels across experiments) or very vague (confidence interval agreement). They also only offer binary answers: A replication either “succeeds” or “fails”, and this binary thinking leads to absurd conclusions in some cases like those mentioned above. Is replicability really so black and white? I will explain below how I think we should measure replicability in a Bayesian way, with a continuous measure that can find reasonable answers with replication effects near zero with wide CIs, effects near the original with tight CIs, effects near zero with tight CIs, replication effects that go in the opposite direction, and anything in between.

A Bayesian metric of reproducibility

I wanted to look at the results of the reproducibility project through a Bayesian lens. This post should really be titled, “A Bayesian …” or “One Possible Bayesian …” since there is no single Bayesian answer to any question (but those titles aren’t as catchy). It depends on how you specify the problem and what question you ask. When I look at the question of replicability, I want to know if is there evidence for replication success or for replication failure, and how strong that evidence is. That is, should I interpret the replication results as more consistent with the original reported result or more consistent with a null result, and by how much?

Verhagen and Wagenmakers (2014), and Wagenmakers, Verhagen, and Ly (2015) recently outlined how this could be done for many types of problems. The approach naturally leads to computing a Bayes factor. With Bayes factors, one must explicitly define the hypotheses (models) being compared. In this case one model corresponds to a probability distribution centered around the original finding (i.e. the posterior), and the second model corresponds to the null model (effect = 0). The Bayes factor tells you which model the replication result is more consistent with, and larger Bayes factors indicate a better relative fit. So it’s less about obtaining evidence for the effect in general and more about gauging the relative predictive success of the original effects. (footnote 1)

If the original results do a good job of predicting replication results, the original effect model will achieve a relatively large Bayes factor. If the replication results are much smaller or in the wrong direction, the null model will achieve a large Bayes factor. If the result is ambiguous, there will be a Bayes factor near 1. Again, the question is which model better predicts the replication result? You don’t want a null model to predict replication results better than your original reported effect.

A key advantage of the Bayes factor approach is that it allows natural grades of evidence for replication success. A replication result can strongly agree with the original effect model, it can strongly agree with a null model, or it can lie somewhere in between. To me, the biggest advantage of the Bayes factor is it disentangles the two types of results that traditional significance tests struggle with: a result that actually favors the null model vs a result that is simply insensitive. Since the Bayes factor is inherently a comparative metric, it is possible to obtain evidence for the null model over the tested alternative. This addresses my problem I had with the above metrics: Replication results bang on the original effects get big boosts in the Bayes factor, replication results strongly inconsistent with the original effects get big penalties in the Bayes factor, and ambiguous replication results end up with a vague Bayes factor.

Bayes factor methods are often criticized for being subjective, sensitive to the prior, and for being somewhat arbitrary. Specifying the models is typically hard, and sometimes more arbitrary models are chosen for convenience for a given study. Models can also be specified by theoretical considerations that often appear subjective (because they are). For a replication study, the models are hardly arbitrary at all. The null model corresponds to that of a skeptic of the original results, and the alternative model corresponds to a strong theoretical proponent. The models are theoretically motivated and answer exactly what I want to know: Does the replication result fit more with the original effect model or a null model? Or as Verhagen and Wagenmakers (2014) put it, “Is the effect similar to what was found before, or is it absent?” (p.1458 here).

Replication Bayes factors

In the following, I take the effects reported in figure 3 of the reproducibility project (the pretty red and green scatterplot) and calculate replication Bayes factors for each one. Since they have been converted to correlation measures, replication Bayes factors can easily be calculated using the code provided by Wagenmakers, Verhagen, and Ly (2015). The authors of the reproducibility project kindly provide the script for making their figure 3, so all I did was take the part of the script that compiled the converted 95 correlation effect sizes for original and replication studies. (footnote 2) The replication Bayes factor script takes the correlation coefficients from the original studies as input, calculates the corresponding original effect’s posterior distribution, and then compares the fit of this distribution and the null model to the result of the replication. Bayes factors larger than 1 indicate the original effect model is a better fit, Bayes factors smaller than 1 indicate the null model is a better fit. Large (or really small) Bayes factors indicate strong evidence, and Bayes factors near 1 indicate a largely insensitive result.

The replication Bayes factors are summarized in the figure below (click to enlarge). The y-axis is the count of Bayes factors per bin, and the different bins correspond to various strengths of replication success or failure. Results that fall in the bins left of center constitute support the null over the original result, and vice versa. The outer-most bins on the left or right contain the strongest replication failures and successes, respectively. The bins labelled “Moderate” contain the more muted replication successes or failures. The two central-most bins labelled “Insensitive” contain results that are essentially uninformative.

 

Rep_bfs

So how did we do?

You’ll notice from this crude binning system that there is quite a spread from super strong replication failure to super strong replication success. I’ve committed the sin of binning a continuous outcome, but I think it serves as a nice summary. It’s important to remember that Bayes factors of 2.5 vs 3.5, while in different bins, aren’t categorically different. Bayes factors of 9 vs 11, while in different bins, aren’t categorically different. Bayes factors of 15 and 90, while in the same bin, are quite different. There is no black and white here. These are the categories Bayesians often use to describe grades of Bayes factors, so I use them since they are familiar to many readers. If you have a better idea for displaying this please leave a comment. 🙂 Check out the “Results” section at the end of this post to see a table which shows the study number, the N in original and replications, the r values of each study, the replication Bayes factor and category I gave it, and the replication p-value for comparison with the Bayes factor. This table shows the really wide spread of the results. There is also code in the “Code” section to reproduce the analyses.

Strong replication failures and strong successes

Roughly 20% (17 out of 95) of replications resulted in relatively strong replication failures (2 left-most bins), with resultant Bayes factors at least 10:1 in favor of the null. The highest Bayes factor in this category was over 300,000 (study 110, “Perceptual mechanisms that characterize gender differences in decoding women’s sexual intent”). If you were skeptical of these original effects, you’d feel validated in your skepticism after the replications. If you were a proponent of the original effects’ replicability you’ll perhaps want to think twice before writing that next grant based around these studies.

Roughly 25% (23 out of 95) of replications resulted in relatively strong replication successes (2 right-most bins), with resultant Bayes factors at least 10:1 in favor of the original effect. The highest Bayes factor in this category was 1.3×10^32 (or log(bf)=74; study 113, “Prescribed optimism: Is it right to be wrong about the future?”) If you were a skeptic of the original effects you should update your opinion to reflect the fact that these findings convincingly replicated. If you were a proponent of these effects you feel validation in that they appear to be robust.

These two types of results are the most clear-cut: either the null is strongly favored or the original reported effect is strongly favored. Anyone who was indifferent to these effects has their opinion swayed to one side, and proponents/skeptics are left feeling either validated or starting to re-evaluate their position. There was only 1 very strong (BF>100) failure to replicate but there were quite a few very strong replication successes (16!). There were approximately twice as many strong (10<BF<100) failures to replicate (16) than strong replication successes (7).

Moderate replication failures and moderate successes

The middle-inner bins are labelled “Moderate”, and contain replication results that aren’t entirely convincing but are still relatively informative (3<BF<10). The Bayes factors in the upper end of this range are somewhat more convincing than the Bayes factors in the lower end of this range.

Roughly 20% (19 out of 95) of replications resulted in moderate failures to replicate (third bin from the left), with resultant Bayes factors between 10:1 and 3:1 in favor of the null. If you were a proponent of these effects you’d feel a little more hesitant, but you likely wouldn’t reconsider your research program over these results. If you were a skeptic of the original effects you’d feel justified in continued skepticism.

Roughly 10% (9 out of 95) of replications resulted in moderate replication successes (third bin from the right), with resultant Bayes factors between 10:1 and 3:1 in favor of the original effect. If you were a big skeptic of the original effects, these replication results likely wouldn’t completely change your mind (perhaps you’d be a tad more open minded). If you were a proponent, you’d feel a bit more confident.

Many uninformative “failed” replications

The two central bins contain replication results that are insensitive. In general, Bayes factors smaller than 3:1 should be interpreted only as very weak evidence. That is, these results are so weak that they wouldn’t even be convincing to an ideal impartial observer (neither proponent nor skeptic). These two bins contain 27 replication results. Approximately 30% of the replication results from the reproducibility project aren’t worth much inferentially!

A few examples:

  • Study 2, “Now you see it, now you don’t: repetition blindness for nonwords” BF = 2:1 in favor of null
  • Study 12, “When does between-sequence phonological similarity promote irrelevant sound disruption?” BF = 1.1:1 in favor of null
  • Study 80, “The effects of an implemental mind-set on attitude strength.” BF = 1.2:1 in favor of original effect
  • Study 143, “Creating social connection through inferential reproduction: Loneliness and perceived agency in gadgets, gods, and greyhounds” BF = 2:1 in favor of null

I just picked these out randomly. The types of replication studies in this inconclusive set range from attentional blink (study 2), to brain mapping studies (study 55), to space perception (study 167), to cross national comparisons of personality (study 154).

Should these replications count as “failures” to the same extent as the ones in the left 2 bins? Should studies with a Bayes factor of 2:1 in favor of the original effect count as “failures” as much as studies with 50:1 against? I would argue they should not, they should be called what they are: entirely inconclusive.

Interestingly, study 143 mentioned above was recently called out in this NYT article as a high-profile study that “didn’t hold up”. Actually, we don’t know if it held up! Identifying replications that were inconclusive using this continuous range helps avoid over-interpreting ambiguous results as “failures”.

Wrap up

To summarize the graphic and the results discussed above, this method identifies roughly as many replications with moderate success or better (BF>3) as the counting significance method (32 vs 35). (footnote 3) These successes can be graded based on their replication Bayes factor as moderate to very strong. The key insight from using this method is that many replications that “fail” based on the significance count are actually just inconclusive. It’s one thing to give equal credit to two replication successes that are quite different in strength, but it’s another to call all replications failures equally bad when they show a highly variable range. Calling a replication a failure when it is actually inconclusive has consequences for the original researcher and the perception of the field.

As opposed to the confidence interval metric, a replication effect centered near zero with a wide CI will not count as a replication success with this method; it would likely be either inconclusive or weak evidence in favor of the null. Some replications are indeed moderate to strong failures to replicate (36 or so), but nearly 30% of all replications in the reproducibility project (27 out of 95) were not very informative in choosing between the original effect model and the null model.

So to answer my question as I first posed it, are the categorical conclusions of wide-scale failures to replicate by the media stories warranted? As always, it depends.

  • If you count “success” as any Bayes factor that has any evidence in favor of the original effect (BF>1), then there is a 44% success rate (42 out of 95).
  • If you count “success” as any Bayes factor with at least moderate evidence in favor of the original effect (BF>3), then there is a 34% success rate (32 out of 95).
  • If you count  “failure” as any Bayes factor that has at least moderate evidence in favor of the null (BF<1/3), then there is a 38% failure rate (36 out of 95).
  • If you only consider the effects sensitive enough to discriminate the null model and the original effect model (BF>3 or BF<1/3) in your total, then there is a roughly 47% success rate (32 out of 68). This number jives (uncannily) well with the prediction John Ioannidis made 10 years ago (47%).

However you judge it, the results aren’t exactly great.

But if we move away from dichotomous judgements of replication success/failure, we see a slightly less grim picture. Many studies strongly replicated, many studies strongly failed, but many studies were in between. There is a wide range! Judgements of replicability needn’t be black and white. And with more data the inconclusive results could have gone either way.  I would argue that any study with 1/3<BF<3 shouldn’t count as a failure or a success, since the evidence simply is not convincing; I think we should hold off judging these inconclusive effects until there is stronger evidence. Saying “we didn’t learn much about this or that effect” is a totally reasonable thing to do. Boo dichotomization!

Try out this method!

All in all, I think the Bayesian approach to evaluating replication success is advantageous in 3 big ways: It avoids dichotomizing replication outcomes, it gives an indication of the range of the strength of replication successes or failures, and it identifies which studies we need to give more attention to (insensitive BFs). The Bayes factor approach used here can straighten out when a replication shows strong evidence in favor of the null model, strong evidence in favor of the original effect model, or evidence that isn’t convincingly in favor of either position. Inconclusive replications should be targeted for future replication, and perhaps we should look into why these studies that purport to have high power (>90%) end up with insensitive results (large variance, design flaw, overly optimistic power calcs, etc). It turns out that having high power in planning a study is no guarantee that one actually obtains convincingly sensitive data (Dienes, 2014; Wagenmakers et al., 2014).

I should note, the reproducibility project did try to move away from the dichotomous thinking about replicability by correlating the converted effect sizes (r) between original and replication studies. This was a clever idea, and it led to a very pretty graph (figure 3) and some interesting conclusions. That idea is similar in spirit to what I’ve laid out above, but its conclusions can only be drawn from batches of replication results. Replication Bayes factors allow one to compare the original and replication results on an effect by effect basis. This Bayesian method can grade a replication on its relative success or failure even if your reproducibility project only has 1 effect in it.

I should also note, this analysis is inherently context dependent. A different group of studies could very well show a different distribution of replication Bayes factors, where each individual study has a different prior distribution (based on the original effect). I don’t know how much these results would generalize to other journals or other fields, but I would be interested to see these replication Bayes factors employed if systematic replication efforts ever do catch on in other fields.

Acknowledgements and thanks

The authors of the reproducibility project have done us all a great service and I am grateful that they have shared all of their code, data, and scripts. This re-analysis wouldn’t have been possible without their commitment to open science. I am also grateful to EJ Wagenmakers, Josine Verhagen, and Alexander Ly for sharing the code to calculate the replication Bayes factors on the OSF. Many thanks to Chris Engelhardt and Daniel Lakens for some fruitful discussions when I was planning this post. Of course, the usual disclaimer applies and all errors you find should be attributed only to me.


 

Notes

footnote 1: Of course, a model that takes publication bias into account could fit better by tempering the original estimate, and thus show relative evidence for the bias-corrected effect vs either of the other models; but that’d be answering a different question than the one I want to ask.

footnote 2: I left out 2 results that I couldn’t get to work with the calculations. Studies 46 and 139, both appear to be fairly strong successes, but I’ve left them out of the reported numbers because I couldn’t calculate a BF.

footnote 3: The cutoff of BF>3 isn’t a hard and fast rule at all. Recall that this is a continuous measure. Bayes factors are typically a little more conservative than significance tests in supporting the alternative hypothesis. If the threshold for success is dropped to BF>2 the number of successes is 35 — an even match with the original estimate.

Results

This table is organized from smallest replication Bayes factor to largest (i.e., strongest evidence in favor of null to strongest evidence in favor of original effect). The Ns were taken from the final columns in the master data sheet,”T_N_O_for_tables” and “T_N_R_for_tables”. Some Ns are not integers because they presumably underwent df correction. There is also the replication p-value for comparison; notice that BFs>3 generally correspond to ps less than .05 — BUT there are some cases where they do not agree. If you’d like to see more about the studies you can check out the master data file in the reproducibility project OSF page (linked below).

Study# N_orig N_rep r_orig r_rep bfRep rep_pval bin # code
110 278 142 0.55 0.09 3.84E-06 0.277 1 Very strong
97 73 1486 0.38 -0.04 1.35E-03 0.154 2 Strong
8 37 31 0.56 -0.11 1.63E-02 0.540 2 Strong
4 190 268 0.23 -0.01 2.97E-02 0.920 2 Strong
65 41 131 0.43 0.01 3.06E-02 0.893 2 Strong
93 83 68 0.32 -0.14 3.12E-02 0.265 2 Strong
81 90 137 0.27 -0.10 3.24E-02 0.234 2 Strong
151 41 124 0.40 0.00 4.52E-02 0.975 2 Strong
7 99 14 0.72 0.13 5.04E-02 0.314 2 Strong
148 194 259 0.19 -0.03 5.24E-02 0.628 2 Strong
106 34 45 0.38 -0.22 6.75E-02 0.132 2 Strong
48 92 192 0.23 -0.05 7.03E-02 0.469 2 Strong
56 99 38 0.38 -0.04 7.54E-02 0.796 2 Strong
49 34 86 0.38 -0.03 7.96E-02 0.778 2 Strong
118 111 158 0.21 -0.05 8.51E-02 0.539 2 Strong
124 34 68 0.38 -0.03 9.07E-02 0.778 2 Strong
61 108 220 0.22 0.00 9.56E-02 0.944 2 Strong
3 24 31 0.42 -0.22 1.03E-01 0.229 3 Moderate
165 56 51 0.28 -0.18 1.05E-01 0.210 3 Moderate
149 194 314 0.19 0.02 1.15E-01 0.746 3 Moderate
87 51 47 0.40 0.01 1.22E-01 0.929 3 Moderate
155 50 69 0.31 -0.03 1.30E-01 0.778 3 Moderate
104 236 1146 0.13 0.02 1.59E-01 0.534 3 Moderate
115 31 8 0.50 -0.45 1.67E-01 0.192 3 Moderate
72 257 247 0.21 0.04 1.68E-01 0.485 3 Moderate
68 116 222 0.19 0.00 1.69E-01 0.964 3 Moderate
64 76 65 0.43 0.11 1.76E-01 0.426 3 Moderate
136 28 56 0.50 0.10 1.76E-01 0.445 3 Moderate
129 26 64 0.37 0.02 1.91E-01 0.888 3 Moderate
39 68 153 0.37 0.10 2.23E-01 0.211 3 Moderate
20 94 106 0.22 0.02 2.54E-01 0.842 3 Moderate
53 31 73 0.38 0.08 2.71E-01 0.513 3 Moderate
153 7 7 0.86 0.12 2.87E-01 0.758 3 Moderate
58 182 278 0.17 0.04 3.01E-01 0.540 3 Moderate
150 13 18 0.72 0.21 3.04E-01 0.380 3 Moderate
140 81 122 0.23 0.04 3.06E-01 0.787 3 Moderate
63 68 145 0.27 0.07 3.40E-01 0.374 4 Insensitive
71 373 175 0.22 0.07 3.41E-01 0.332 4 Insensitive
1 13 28 0.59 0.15 3.49E-01 0.434 4 Insensitive
5 31 47 0.46 0.13 3.57E-01 0.356 4 Insensitive
28 31 90 0.34 0.10 4.52E-01 0.327 4 Insensitive
161 44 44 0.48 0.18 4.56E-01 0.237 4 Insensitive
2 23 23 0.61 0.23 4.89E-01 0.270 4 Insensitive
22 93 90 0.22 0.06 5.07E-01 0.717 4 Insensitive
55 54 68 0.23 0.07 5.33E-01 0.742 4 Insensitive
154 67 13 0.43 0.11 5.58E-01 0.690 4 Insensitive
143 108 150 0.17 0.06 5.93E-01 0.678 4 Insensitive
89 26 26 0.14 0.03 6.81E-01 0.882 4 Insensitive
167 17 21 0.60 0.25 7.47E-01 0.242 4 Insensitive
52 131 111 0.21 0.09 8.29E-01 0.322 4 Insensitive
12 92 232 0.18 0.08 8.97E-01 0.198 4 Insensitive
43 64 72 0.35 0.16 9.58E-01 0.147 4 Insensitive
107 84 156 0.22 0.10 9.74E-01 0.189 4 Insensitive
80 43 67 0.26 0.16 1.24E+00 0.190 5 Insensitive
86 82 137 0.21 0.12 1.30E+00 0.141 5 Insensitive
44 67 176 0.35 0.15 1.40E+00 0.045 5 Insensitive
132 69 41.458 0.25 0.18 1.44E+00 0.254 5 Insensitive
37 11 17 0.55 0.35 1.59E+00 0.142 5 Insensitive
26 94 92 0.16 0.14 1.83E+00 0.166 5 Insensitive
120 28 40 0.38 0.25 1.98E+00 0.053 5 Insensitive
50 92 103 0.21 0.16 2.22E+00 0.079 5 Insensitive
146 14 11 0.65 0.50 2.60E+00 0.084 5 Insensitive
84 52 150 0.50 0.22 2.94E+00 0.008 5 Insensitive
19 31 19 0.56 0.40 3.01E+00 0.071 6 Moderate
33 39 39 0.52 0.32 3.20E+00 0.044 6 Moderate
82 47 41 0.30 0.27 3.21E+00 0.086 6 Moderate
73 37 120 0.32 0.20 4.55E+00 0.028 6 Moderate
24 152 48 0.36 0.28 5.32E+00 0.045 6 Moderate
6 23 31 0.59 0.40 5.89E+00 0.023 6 Moderate
25 48 63 0.35 0.27 6.65E+00 0.002 6 Moderate
94 26 59 0.34 0.29 6.73E+00 0.012 6 Moderate
111 55 116 0.33 0.23 9.22E+00 0.014 6 Moderate
112 9 9 0.70 0.75 1.17E+01 0.008 7 Strong
11 21 29 0.67 0.47 1.29E+01 0.008 7 Strong
133 23 37 0.45 0.42 1.98E+01 0.007 7 Strong
127 28 25 0.69 0.53 2.40E+01 0.005 7 Strong
29 7 14 0.74 0.70 3.32E+01 0.002 7 Strong
32 36 37 0.62 0.48 5.43E+01 0.002 7 Strong
117 660 660 0.13 0.12 8.57E+01 0.000 7 Strong
27 31 70 0.38 0.38 1.10E+02 0.001 8 Very strong
36 20 20 0.71 0.68 1.97E+02 0.000 8 Very strong
17 76 72.4 0.30 0.43 7.21E+02 0.000 8 Very strong
15 94 241 0.20 0.25 8.66E+02 0.000 8 Very strong
116 172 139 0.29 0.32 1.30E+03 0.000 8 Very strong
114 30 30 0.57 0.65 1.39E+03 0.000 8 Very strong
158 38 93 0.37 0.41 2.35E+03 0.000 8 Very strong
145 76 36 0.77 0.65 5.93E+03 0.000 8 Very strong
13 68 68 0.52 0.52 2.89E+04 0.000 8 Very strong
122 7 16 0.72 0.92 5.38E+04 0.000 8 Very strong
10 28 29 0.70 0.78 1.60E+05 0.000 8 Very strong
121 11 24 0.85 0.83 1.88E+05 0.000 8 Very strong
135 562 3511.1 0.005 0.11 1.19E+07 0.000 8 Very strong
134 115 234 0.21 0.50 2.20E+12 0.000 8 Very strong
142 162 174 0.59 0.61 1.58E+17 0.000 8 Very strong
113 124 175 0.68 0.76 1.34E+32 0.000 8 Very strong
view raw Rep_BF_table.R hosted with ❤ by GitHub

R Code

If you want to check/modify/correct my code, here it is. If you find a glaring error please leave a comment below or tweet at me 🙂

## from the reproducibility project code here https://osf.io/vdnrb/
#make sure this file is in your working directory
info <- GET('https://osf.io/fgjvw/?action=download', write_disk('rpp_data.csv', overwrite = TRUE)) #downloads data file from the OSF
MASTER <- read.csv("rpp_data.csv")[1:167, ]
colnames(MASTER)[1] <- "ID" # Change first column name to ID to be able to load .csv file
studies<-MASTER$ID[!is.na(MASTER$T_r..O.) & !is.na(MASTER$T_r..R.)] ##to keep track of which studies are which
studies<-studies[-31]##remove the problem studies (46 and 139)
studies<-studies[-80]
orig<-MASTER$T_r..O.[studies] ##read in the original rs that have matching rep rs
rep<-MASTER$T_r..R.[studies] ##read in the rep rs that have matching original rs
N.R<-MASTER$T_N_R_for_tables[studies] ##n of replications for analysis
N.O<-MASTER$T_N_O_for_tables[studies] ##n of original studies for analysis
p<-MASTER$T_pval_USE..R.[studies] #extract p-values for the studies
bfRep<- numeric(length=95) #prepare for running replications against original study posterior
#download the code for replication functions from here https://osf.io/v7nux/ and load functions into globale environment
for(i in 1:95){
bfRep[i]<- repBfR0(nOri=N.O[i],rOri=orig[i],nRep=N.R[i],rRep=rep[i])
}
#bfRep Remove hash to disply BFs
#create bin numbers
bfstrength<-seq(1,8,1)
#create labels for the bins
barlabels<-c("BF<1/100","1/100<BF<1/10","1/10<BF<1/3","1/3<BF<1", "1<BF<3","3<BF<10","10<BF<100","BF>100")
#create category labels to add to bins
g<-c("Very strong","Strong","Moderate","Insensitive","Insensitive", "Moderate","Strong","Very strong")
barlabels<-as.vector(barlabels)
#create new dummy variables for different BFs in the categories
bf<-numeric(length=95)
for(i in 1:95){
if(bfRep[i]<.001){ #BF<1/100
bf[i]<-bfstrength[1]
}
if(bfRep[i]<.1 & bfRep[i]>=.001){ #1/100<BF<1/10
bf[i]<-bfstrength[2]
}
if(bfRep[i]<.3333 & bfRep[i]>=.1){ #1/10<BF<1/3
bf[i]<-bfstrength[3]
}
if(bfRep[i]<1 & bfRep[i]>=.3333){ #1/3<BF<1
bf[i]<-bfstrength[4]
}
if(bfRep[i]>1 & bfRep[i]<=3){ #1<BF<3
bf[i]<-bfstrength[5]
}
if(bfRep[i]>3 & bfRep[i]<=10){ #3<BF<10
bf[i]<-bfstrength[6]
}
if(bfRep[i]>10 & bfRep[i]<=100){ #10<BF<100
bf[i]<-bfstrength[7]
}
if(bfRep[i]>100){ #BF>100
bf[i]<-bfstrength[8]
}
}
table(bf) #shows counts for each bin
#plot the bins
barplot(table(bf),names.arg=barlabels,border="gray80",col="paleturquoise1",
xlab="Replication Bayes Factor Categories",las=1,
main="Bayesian Replication Outcomes from the Reproducibility Project: Psychology",
ylim=c(0,25), sub="BFs > 1 are evidence in favor of the original effect")
arrows(x0=4.8,x1=-.1,y0=21,y1=21,col="red",lwd=5) #replication strength arrow
arrows(x0=5,x1=9.8,y0=21,y1=21,col="darkorchid1",lwd=5) #ditto
text("STRONGER REPLICATION 'FAILURE'",y=22,x=2.5,cex=1.5,col="red") #add text above arrows
text("STRONGER REPLICATION 'SUCCESS'",y=22,x=7.5,cex=1.5,col="darkorchid1") #ditto
text(g,x=c(.7,1.9,3.1,4.3,5.5,6.7,7.9,9.1),y=rep(.5,8)) #add verbal labels to the bottom of bins (e.g., very strong)
k=c(2/95,16/95,20/95,17/95,9/95,8/95,8/95,16/95) #percent of reps in each bin
tab2<-cbind(studies,N.O,N.R,orig,rep,bfRep,p,bf,g) #create matrix of values

References

Link to the reproducibility project OSF

Link to replication Bayes factors OSF

Dienes, Z. (2014). Using Bayes to get the most out of non-significant results. Frontiers in psychology, 5.

Gelman, A., & Stern, H. (2006). The difference between “significant” and “not significant” is not itself statistically significant. The American Statistician, 60(4), 328-331.

Open Science Collaboration (2015). Estimating the reproducibility of psychological science. Science 28 August 2015: 349 (6251), aac4716 [DOI:10.1126/science.aac4716]

Verhagen, J., & Wagenmakers, E. J. (2014). Bayesian tests to quantify the result of a replication attempt. Journal of Experimental Psychology: General,143(4), 1457.

Wagenmakers, E. J., Verhagen, A. J., & Ly, A. (in press). How to quantify the evidence for the absence of a correlation. Behavior Research Methods.

Wagenmakers, E. J., Verhagen, J., Ly, A., Bakker, M., Lee, M. D., Matzke, D., … & Morey, R. D. (2014). A power fallacy. Behavior research methods, 1-5.