S-values: Conventional context-minimal measures of the sturdiness of regression coefficients

摘要

This paper proposes a context-minimal range of alternative regression models that is used to generate a range of alternative estimates. A prior distribution is assumed with a zero mean but an ambiguous covariance matrix. The choice of the prior covariance matrix is facilitated by transformation to standardized variables which makes the prior expected R-2 equal to the sum of the prior variances. Three different ranges of the prior expected R-2 are used to define three different intervals of prior covariance matrices which are used to produce three different sets of s-values. (C) 2016 Elsevier B.V. All rights reserved.