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If you want to get an informed opinion on modern Frequentist methods check out the book "In All Likelihood" by Yudi Pawitawn. In an early chapter it outlines,
by bayesian_trout 2y ago
If you want to get an informed opinion on modern Frequentist methods check out the book "In All Likelihood" by Yudi Pawitawn.
In an early chapter it outlines, rather eloquently, the distinctions between the Frequentist and Bayesian paradigms and in particular the power of well-designed Frequentist or likelihood-based models. With few exceptions, an analyst should get the same answer using a Bayesian vs. Frequentist model if the Bayesian is actually using uninformative priors. In the worlds I work in, 99% of the time I see researchers using Bayesian methods they are also claiming to use uninformative priors, which makes me wonder if they are just using Bayesian methods to sound cool and skip through peer review.
One potential problem with Bayesian statistics lies in the fact that for complicated models (100s or even 1000s of parameters) it can be extremely difficult to know if the priors are truly uninformative in the context of a particular dataset. One has to wait for models to run, and when systematically changing priors this can take an extraordinary amount of time, even when using high powered computing resources. Additionally, in the Bayesian setting it becomes easy to accidentally "glue" a model together with a prior or set of priors that would simply bomb out and give a non-positive definite hessian in the Frequentist world (read: a diagnostic telling you that your model is likely bogus and/or too complex for a given dataset). One might scoff at models of this complexity, but that is the reality in many applied settings, for example spatio-temporal models facing the "big n" problem or for stuff like integrated fisheries assessment models used to assess status and provide information on stock sustainability.
So my primary beef with Bayesian statistics (and I say this as someone who teaches graduate level courses on the Bayesian inference) is that it can very easily be misused by non-statisticians and beginners, particularly given the extremely flexible software programs that currently are available to non-statisticians like biologists etc. In general though, both paradigms are subjective and Gelman's argument that it is turtles (i.e., subjectivity) all the way down is spot on and really resonates with me.
- usgroup 2y ago+1 for “in all likelihood” but it should be stated that the book explains a third approach which doesn’t lean on either subjective or objective probability.
- bayesian_trout 2y agofair :)
- deleted 2y ago[deleted]
- kgwgk 2y ago> So my primary beef with Bayesian statistics (...) is that it can very easily be misused by non-statisticians and beginners Unlike frequentist statistics? :-)
- bayesian_trout 2y agohard to accidentally glue a frequentist model together with a prior ;)
- kgwgk 2y agoAlso hard to interpret correctly frequentist results. -- Misinterpretations of P-values and statistical tests persists among researchers and professionals working with statistics and epidemiology "Correct inferences to both questions, which is that a statistically significant finding cannot be inferred as either proof or a measure of a hypothesis’ probability, were given by 10.7% of doctoral students and 12.5% of statisticians/epidemiologists." https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9383044/ https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9383044/ -- Robust misinterpretation of confidence intervals "Only 8 first-year students (2%), no master students, and 3 postmasters researchers (3%) correctly indicated that all statements were wrong." https://link.springer.com/article/10.3758/s13423-013-0572-3 https://link.springer.com/article/10.3758/s13423-013-0572-3 -- P-Value, Confidence Intervals, and Statistical Inference: A New Dataset of Misinterpretation "The data indicates that 99% subjects have at least 1 wrong answer of P-value understanding (Figure 1A) and 93% subjects have at least 1 wrong answer of CI understanding (Figure 1B)." https://www.frontiersin.org/journals/psychology/articles/10.3389/fpsyg.2018.00868/full https://www.frontiersin.org/journals/psychology/articles/10....
- ants_everywhere 2y agoOh it happens all the time. I've been in several lab meetings where the experiment was redesigned because the results came out "wrong." I.e. the (frequentist) statistics didn't match with the (implicit) prior.
- bayesian_trout 2y ago