A Simple Method for Comparing Complex Models: Bayesian Model Comparison for Hierarchical Multinomial Processing Tree Models Using Warp-III Bridge Sampling
Quentin F. Gronau, Eric‐Jan Wagenmakers, Daniel W. Heck, Dóra Matzke · Psychometrika · 2018
Multinomial processing trees (MPTs) are a popular class of cognitive models for categorical data. Typically, researchers compare several MPTs, each equipped with many parameters, especially when the models are implemented in a hierarchical framework. A Bayesian solution is to compute posterior model probabilities and Bayes factors. Both quantities, however, rely on the marginal likelihood, a high-dimensional integral that cannot be evaluated analytically. In this case study, we show how Warp-III bridge sampling can be used to compute the marginal likelihood for hierarchical MPTs. We illustrate the procedure with two published data sets and demonstrate how Warp-III facilitates Bayesian model averaging.