Bayesian inference for psychology, part III: Parameter estimation in nonstandard models

Psychon Bull Rev. 2018 Feb;25(1):77-101. doi: 10.3758/s13423-017-1394-5.

Abstract

We demonstrate the use of three popular Bayesian software packages that enable researchers to estimate parameters in a broad class of models that are commonly used in psychological research. We focus on WinBUGS, JAGS, and Stan, and show how they can be interfaced from R and MATLAB. We illustrate the use of the packages through two fully worked examples; the examples involve a simple univariate linear regression and fitting a multinomial processing tree model to data from a classic false-memory experiment. We conclude with a comparison of the strengths and weaknesses of the packages. Our example code, data, and this text are available via https://osf.io/ucmaz/ .

Keywords: Bayesian estimation; Bayesian inference; JAGS; Stan; WinBUGS.

Publication types

  • Research Support, Non-U.S. Gov't
  • Research Support, U.S. Gov't, Non-P.H.S.

MeSH terms

  • Bayes Theorem*
  • Humans
  • Linear Models
  • Psychology*
  • Software*