p-value for the MCMC approach

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vivian1234
Posts: 30
Joined: Tue Apr 12, 2016 10:54 am

p-value for the MCMC approach

Post by vivian1234 »

Hi,

While I was looking for information about the p-value for MCMC estimation, I came across the following link:

https://www.cmm.bristol.ac.uk/forum/vie ... 57d6#p3459

Does it mean that we have to use the one-tailed p-value to examine the significance of predictor variables when we use the MCMC approach? I have read through the online course materials, but I didn't see anything about halving the p-value if I use the MCMC approach in MLwiN. I am quite confused about that.

Thanks a lot.
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GeorgeLeckie
Site Admin
Posts: 432
Joined: Fri Apr 01, 2011 2:14 pm

Re: p-value for the MCMC approach

Post by GeorgeLeckie »

Hi Vivian,

While the one-sided p-values are displayed by default, if you instead specify the zratio option you will get "conventional" p-values based on assuming the parameters have normal sampling distributions. These p-values are associated with two-sided hypothesis testing.

Best wishes

George
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