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Title:
Hypothesis testing and model selection in the social sciences / David L. Weakliem.
Author:
Weakliem, David L., author.
Published:
New York : Guilford Press, [2016]

©2016
Description:
xiv, 202 pages : illustrations ; 24 cm.
Series:
Methodology in the social sciences.
Bibliography:
Includes bibliographical references (pages 179-189) and indexes.
ISBN:
9781462525652 hardcover

1462525652 hardcover

9781462525676 electronic bk.

1462525679 electronic bk.

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Summary

Summary

Examining the major approaches to hypothesis testing and model selection, this book blends statistical theory with recommendations for practice, illustrated with real-world social science examples. It systematically compares classical (frequentist) and Bayesian approaches, showing how they are applied, exploring ways to reconcile the differences between them, and evaluating key controversies and criticisms. The book also addresses the role of hypothesis testing in the evaluation of theories, the relationship between hypothesis tests and confidence intervals, and the role of prior knowledge in Bayesian estimation and Bayesian hypothesis testing. Two easily calculated alternatives to standard hypothesis tests are discussed in depth: the Akaike information criterion (AIC) and Bayesian information criterion (BIC). The companion website ([ital]www.guilford.com/weakliem-materials[/ital]) supplies data and syntax files for the book's examples.


Author Notes

David L. Weakliem is Professor of Sociology at the University of Connecticut.


Table of Contents

1 Hypothesis Testing and Model Selectionp. 1
1.1 Introductionp. 1
1.2 Standard Procedure of Hypothesis Testingp. 4
1.2.1 One Parameterp. 4
1.2.2 Multiple Parametersp. 5
1.2.3 Lihelihood Ratio and Wald Testsp. 6
1.2.4 Types of Hypothesesp. 7
1.2.5 Non-Nested Hypothesesp. 8
1.3 Model Selectionp. 9
1.4 Purpose and Plan of the Bookp. 10
2 Hypothesis Testing: Criticisms and Alternativesp. 12
2.1 Hypothesis Testing and Its Discontentsp. 12
2.2 Uses of Hypothesis Testsp. 13
2.2.1 Conclusions about Parameters of interestp. 13
2.2.2 Choice of Control Variablesp. 14
2.2.3 Primary Structurep. 15
2.2.4 Secondary Structurep. 15
2.2.5 Goodness of Fitp. 16
2.3 Criticisms of Conventional Hypothesis Testingp. 17
2.3.1 Samplingp. 17
2.3.2 Credibility of Point Null Hypothesesp. 18
2.3.3 Ranking of Modelsp. 19
2.3.4 'Flexible versus Inflexible Interpretation of Significancep. 20
2.3.5 Arbitrary Nature of Significance Levelsp. 21
2.3.6 Effects of Sample Sizep. 22
2.3.7 Lack of Symmetryp. 24
2.3.8 Likelihood Principlep. 25
2.4 Implications of the Criticismsp. 26
2.5 Alternatives to Conventional Testsp. 27
2.6 Examplesp. 29
2.6.1 Economic Growthp. 30
2.6.2 Development and Fertilityp. 32
2.6.1 Comparative Social Mobilityp. 34
2.6.4 Race and Voting Choicesp. 37
2.7 Summary and Conclusionsp. 41
Recommended Readingp. 42
3 The Classical Approachp. 43
3.1 Random Sampling and Classical Testsp. 43
3.2 Two Approaches to Hypothesis Testsp. 46
3.2.1 Significance Testsp. 46
3.2.2 The Neyman-Pearson Approachp. 50
3.3 Confidence Intervalsp. 51
3.4 Choosing a Significance Levelp. 53
3.4.1 One-Tailed Testsp. 57
3.4.2 Tests with Multiple Degrees of Freedomp. 60
3.5 Comparison to Conventional Practicep. 61
3.5.1 Hypothesis Tests in Small Samplesp. 62
3.6 Implications of Choosing an ¿ Levelp. 63
3.7 Other Kinds of Errorsp. 65
3.8 Example of Choosing an a Levelp. 67
3.9 Evaluation of Criticismsp. 68
3.9.1 Samplingp. 68
3.9.2 Credibility of Point Null Hypothesesp. 69
3.9.3 Ranking of Modelsp. 69
3.9.4 Flexible versus Rigid Interpretation of Significance Levelsp. 70
3.9.5 Arbitrary Nature of Significance Levelsp. 70
3.9.6 Effects of Sample Sizep. 70
3.9.7 Each of Symmetryp. 71
3.9.8 Likelihood Principlep. 71
3.10 Summary and Conclusionsp. 72
Recommended Readingp. 74
4 Bayesian Hypothesis Testsp. 75
4.1 Bayes's Theoremp. 75
4.2 Bayesian Estimationp. 77
4.2.1 Accuracy of Bayesian and Classical Estimatesp. 80
4.3 Bayes Factorsp. 80
4.3.1 Bayes Factors for General Alternative Hypothesesp. 82
4.3.2 Prior Distributions and Bayes Factorsp. 83
4.3.3 Influence of Sample Size on Bayes Factorsp. 85
4.4 Bayesian Confidence Intervals and Bayes Factorsp. 88
4.5 Approaches to Bayesian Hypothesis Testingp. 91
4.6 The Unit Information Priorp. 92
4.6.1 An Example of the Unit Information Priorp. 92
4.6.2 Evaluationp. 94
4.7 Limits on Bayes Factorsp. 97
4.7.1 Most Favorable Bayes Factors and Evidence for the Null Hypothesisp. 101
4.8 Bayes Factors for Multiple Parametersp. 102
4.9 Summary and Conclusionsp. 105
Recommended Readingp. 106
5 The Akaike Information Criterionp. 108
5.1 Informationp. 108
5.2 Prediction and Model Selectionp. 109
5.3 The AICp. 110
5.3.1 The AIC in Small Samplesp. 111
5.3.2 The AIC and Related Criteria for Regression Modelsp. 112
5.4 Consistency and Efficiencyp. 113
5.5 Cross-Validattan and the AICp. 114
5.6 A Classical Perspective on the AICp. 115
5.7 A Bayesian Perspective on the AICp. 116
5.8 A General Class of Model Selection Criteriap. 119
5.9 Summary and Conclusionsp. 120
Recommended Readingp. 122
6 Three-Way Decisionsp. 123
6.1 Substantive and Statistical Hypothesesp. 123
6.2 Bayes Factors for Directional Hypothesesp. 125
6.2.1 Sample Sizep. 128
6.3 Bayes Factors for Three-Way Decisionsp. 129
6.3.1 Posterior Probabilities in Three-Way Choicesp. 131
6.3.2 Sample Size and Bayes Factors for Three-Way Choicesp. 132
6.3.3 Prior Distributions for Directional Hypothesesp. 133
6.4 Summary and Conclusionsp. 136
Recommended Readingp. 137
7 Model Selectionp. 139
7.1 Introductionp. 139
7.2 Bayesian Model Selectionp. 140
7.2.1 Model Averagingp. 143
7.2.2 Bayesian Model Selection and Bayesian Estimationp. 144
7.3 The Value of Model Selectionp. 145
7.4 The Risks of Model Selectionp. 146
7.4.1 Simple to Complex or Complex to Simple?p. 148
7.5 Examples of Model Selectionp. 149
7.5.1 Social Mobility in 16 Nationsp. 149
7.5.2 Social Mobility in Britain and the United Statesp. 152
7.5.3 Interactions between State and Race in Voting Choicesp. 155
7.6 Summary and Conclusionsp. 156
Recommended Readingp. 157
8 Hypothesis Testsp. 158
8.1 Hypothesis Tests and the Strength of Evidencep. 158
8.2 When Should Hypotheses Be Tested?p. 162
8.3 The Role of Hypothesis Testsp. 165
8.3.1 Specification and Goodness-of-Fit Testsp. 167
8.3.2 Testing and Replicationp. 167
8.4 Overfittingp. 168
8.5 Hypothesis Tests and the Development of Theoryp. 170
8.5.1 Making a Theory Elaboratep. 173
8.5.2 Evaluation of Multiple Implicationsp. 174
8.6 Summary and Conclusionsp. 176
Recommended Readingp. 178
Referencesp. 179
Author Indexp. 191
Subject Indexp. 195
About the Authorp. 202