For Gamma: from 0.
HDI (Highest Density Interval) — The shortest interval containing X% of the posterior mass. The key property: no value outside the HDI has a higher density than any value inside. This means the HDI contains exactly the "most plausible" parameter values — those most strongly supported by the posterior. Density is proportional to probability, so a value with higher density is more credible than one with lower density. For a unimodal distribution the HDI is always a contiguous interval around the mode (densest point). For symmetric posteriors (Normal, t) HDI = ETI.
ETI (Equal-Tailed Interval) — Cuts equal probability mass from both tails (at 95%: 2.5% each). The ETI corresponds to what frequentist confidence intervals approximate. Key property: invariant under monotone transformations. If you transform a parameter (e.g. log(σ) instead of σ), the ETI on the original scale gives the same decision as on the transformed scale. The HDI can lead to different decisions depending on parameterisation (HDI on log scale ≠ exp(HDI on log scale)). For Normal and t distributions: HDI = ETI, since both distributions are symmetric. Differences arise only with skewed posteriors (here: Gamma).
Kruschke's decision rule (Approach A) — Trichotomous using the chosen interval (HDI or ETI): Interval completely outside ROPE → accept effect as real Interval completely inside ROPE → accept practical equivalence Interval overlaps ROPE → withhold judgment
Full-ROPE approach (Approach B, bayestestR) — Computes the proportion of the entire posterior mass that lies within the ROPE. This is a gradual, continuous statement: "37% of the posterior mass lies in the ROPE." Decision rule following Makowski et al. (2019): <2.5% = effect (negligible proportion in ROPE); >97.5% = practical equivalence; in between = undecided.
Setting the ROPE: SESOI — The ROPE should always be determined by content. The key concept is SESOI (Smallest Effect Size Of Interest): Which effect would be so small that it has no practical relevance for your research question? This is a scientific, not a statistical question. Example therapy study: An IQ gain of less than 3 points is indistinguishable in practice — so ROPE = [−3, +3]. Methods for determining SESOI: (1) pilot data / expert knowledge, (2) standardised effect size (e.g. d=0.2 as "small effect"), (3) what clinicians specify as the minimal clinically important difference (MCID). Lakens et al. (2018) provide a detailed introduction: Lakens, D., Scheel, A. M., & Isager, P. M. (2018). Equivalence testing for psychological research: A tutorial. Advances in Methods and Practices in Psychological Science, 1(2), 259–301. — Without any prior knowledge: Kruschke suggests ±0.1·SD(y).
Interval width 89% vs. 95% — McElreath prefers 89% because there is no special privilege for the number 95 — this convention comes from the frequentist world. 89 is the largest prime number below 90. The 95% interval is widely used and facilitates communication. Choose deliberately and justify the choice.
Install bayestestR: install.packages("bayestestR")