tag:blogger.com,1999:blog-2198942534740642384.post5903825736689356643..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Frequentist vs. Bayesian AnalysisDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-2198942534740642384.post-77754800327609398182014-06-10T05:38:02.387-07:002014-06-10T05:38:02.387-07:00This is reminiscent of the hard-headed attitude of...This is reminiscent of the hard-headed attitude of R. W. Hamming, who had no patience with any philosophy of statistics if it would prevent him from adopting the best method to solve the problem in hand.<br /><br />Gelman and Shalizi take a different and more subtle view in their paper "Philosophy and the practice of Bayesian statistics". They come very close to being Bayesian modelers with a frequentist philosophy, in that they regard the test of a model to be its frequentist properties - and they are clear that every model requires testing. In their more figurative flights, models have nearly an adversarial relationship with the modeler, almost anthropomorphized as agents requiring constant supervision.Phil Koopnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-45964426679704354742014-06-07T16:07:28.494-07:002014-06-07T16:07:28.494-07:00[I believe it's Bayarri.] It's fine to say...[I believe it's Bayarri.] It's fine to say we need both, that “philosophical unification of the Bayesian and frequentist positions is not likely, nor desirable, since each illuminates a different aspect of statistical inference", the worry I find is that Bayesians may not be open to seeing the distinct frequentist aspect of statistical inference. Indeed, the very idea of their being distinct functions, each valuable, is in tension with the claim that "there are many areas of frequentist methodology that should be replaced by (existing) Bayesian methodology that provides superior answers, and the verdict is still out on those Bayesian methodologies that have been exposed as having potentially serious frequentist problems." A judgment of "superior answers" and recommending replacement (!) is to assume one standpoint of appraisal (the Bayesian). Note too how Bayesian answers with "potentially serious frequentist problems" are allowed to have the verdict be "still out". Whether one wants to use the terms frequentist (or sampling theory, or error probability statistics or the like), these methods have demonstrated, over some time now, their abilities to control and assess error rates of methods. If that is to be understood as a distinct goal from Bayesian methods, that’s fine, but then the claims to superiority (without qualification) are unwarranted. (Some of the lessons about the importance of error control are perhaps being relearned nowadays in the face of reproducibility problems.) But my real point is simply to highlight a certain bias in typical claims about pluralism of foundations. Possibly it cannot be helped.<br />MAYO:ERRORSTAThttps://www.blogger.com/profile/02967648219914411407noreply@blogger.com