Icabalceta, Jorge L.
2004-Feb-16  15:44 UTC
[R] How do we obtain Posterior Predictive (Bayesian) P-values in R
Dear Friends,
    According to Gelman et al (2003), "...Bayesian P-values are defined as
the probability that the replicated data could be more extreme than the
observed data, as measured by the test quantity p=pr[T(y_rep,tetha)
>T(y,tetha)|y]..." where p=Bayesian P-value, T=test statistics,
y_rep=data
from replicated experiment, y=data from original experiment, tetha=the
function of interest. My question is, How do I calculate p (the bayesian
P-value) in R from the chain I obtained from the Gibbs sampler? I have a
matrix 'samp' [10,000x86] where I stored the result of each of the
10,000
iterations of the 86 variables of interest.
Thanks for your help.
Jorge
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