Hi,
I fit multilevel nominal models using mcmc by running runmlwin in Stata. In their results tables, I found a pattern that the p values of coefficients tend to be smaller than expected. For example, there is one coefficient like this:
Mean S.D. EES P 95% cred. Interval
-.2965969 .1812569 548 0.049 -.6563954 .0521605
Based on the Mean and sd, the p value should not have been below 0.05. The CI (-.6563954, .0521605) also suggests that zero can not be ruled out.
Why the p value is 0.049?
Does anyone know this? Thank you very much!
Best wishes,
Rodrigo
p value in mcmc model
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GeorgeLeckie
- Site Admin
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- Joined: Fri Apr 01, 2011 2:14 pm
Re: p value in mcmc model
Dear Rodrigo,
The default presented p-value is a Bayesian one-sided p-value (the proportion of the MCMC chain which is the opposite sign to the point estimate).
You report a p-value of 0.049 so a conventional two-sided p-value would be more like 0.100
You can actually request the 'properly calculated' classical frequentist two-sided p-value to be displayed in the runmlwin output when fitting models by MCMC by specifying the zratio option.
Best wishes
George
The default presented p-value is a Bayesian one-sided p-value (the proportion of the MCMC chain which is the opposite sign to the point estimate).
You report a p-value of 0.049 so a conventional two-sided p-value would be more like 0.100
You can actually request the 'properly calculated' classical frequentist two-sided p-value to be displayed in the runmlwin output when fitting models by MCMC by specifying the zratio option.
Best wishes
George
Re: p value in mcmc model
Thank you, George. Your reply is very helpful!
best wishes,
Rodrigo
best wishes,
Rodrigo