Re:Bayesians Moving from Defense to Offense
by nextos on Sunday December 24, 2023 @01:37AM
(#38751634)
I am referring to https://en.wikipedia.org/wiki/Stein%27s_example. See also https://www.statslab.cam.ac.uk/~rjs57/SteinParadox.pdf.
However it seems that you are suggesting another use. If I have 10 cognitive measures each measured once in my subjectd, the default has been to do a multiple comparison correction, either FDR or FWER on 10 tests. We know that the 10 tests are not truly independent, so Bonferroni is probably too conservative.
It seems here you suggest running this with test being a random effect. I've seen this approach with item level data in a task, but I didn't really think to do it when the tests are not from the same battery, construct. And more to the point, this fixed effect model would be of no particular interest, while random effect CIs are difficult to estimate. So I am left a bit confused.