Why optional stopping can be a problem for Bayesians.

Psychonomic Bulletin & Review
Rianne de Heide, Peter D Grünwald

Abstract

Recently, optional stopping has been a subject of debate in the Bayesian psychology community. Rouder (Psychonomic Bulletin & Review 21(2), 301-308, 2014) argues that optional stopping is no problem for Bayesians, and even recommends the use of optional stopping in practice, as do (Wagenmakers, Wetzels, Borsboom, van der Maas & Kievit, Perspectives on Psychological Science 7, 627-633, 2012). This article addresses the question of whether optional stopping is problematic for Bayesian methods, and specifies under which circumstances and in which sense it is and is not. By slightly varying and extending Rouder's (Psychonomic Bulletin & Review 21(2), 301-308, 2014) experiments, we illustrate that, as soon as the parameters of interest are equipped with default or pragmatic priors-which means, in most practical applications of Bayes factor hypothesis testing-resilience to optional stopping can break down. We distinguish between three types of default priors, each having their own specific issues with optional stopping, ranging from no-problem-at-all (type 0 priors) to quite severe (type II priors).

References

Dec 20, 2007·Psychonomic Bulletin & Review·Eric-Jan Wagenmakers
Mar 19, 2009·Psychonomic Bulletin & Review·Jeffrey N RouderGeoffrey Iverson
Apr 18, 2012·Psychological Science·Leslie K JohnDrazen Prelec
Sep 5, 2013·Psychonomic Bulletin & Review·Erica C YuMichael R Dougherty
Oct 9, 2013·Psychonomic Bulletin & Review·Adam N Sanborn, Thomas T Hills
Mar 25, 2014·Psychonomic Bulletin & Review·Jeffrey N Rouder
Nov 1, 2012·Perspectives on Psychological Science : a Journal of the Association for Psychological Science·Eric-Jan WagenmakersRogier A Kievit
Dec 15, 2015·Psychological Methods·Felix D SchönbrodtMarco Perugini
Nov 1, 2012·Multivariate Behavioral Research·Jeffrey N Rouder, Richard D Morey
Jun 22, 2016·Behavior Research Methods·Tahira JamilEric-Jan Wagenmakers
May 17, 2019·Psychological Methods·Jorge N Tendeiro, Henk A L Kiers

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Citations

Mar 8, 2021·International Journal of Psychophysiology : Official Journal of the International Organization of Psychophysiology·Mariella PaulAntonio Schettino

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Software Mentioned

R
R package Bayesfactor
BayesFactor
package

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