An open letter to our frequentist friends

9 Feb

” Science is ultimately about discovery, not about p values.”
I agree with the thrust of this post. In my experience there are three big roadblocks to the adoption of Bayesian methods: 1. the lack of a set of agreed upon standard procedures, 2. journal editors and reviewers not being open to this approach, 3. stats courses in university still teaching the older methods.

prior probability

We have had to sit through a countless number of mind-numbing social science presentations and empirical papers during our academic career, most or all of which have relied on standard frequentist methods. We are writing today to request a favor. Why can’t we just admit that subjective priors are unavoidable in any field of inquiry? After all, we must necessarily begin with our priors when deciding what set of problems to solve and how to solve them. Why pretend otherwise? (By the way, all of you are smart people. Many of you have PhD’s and have many years of book learning and practical experience in your various fields. If any group of individuals is likely to have well-informed priors or good hunches about well-defined research problems, it’s you!

Many of our colleagues, however, continue to reject Bayesian methods. You cling to an idealized conception of science. You equate “science” with standard frequentist methods, that is, with the ad hoc and easily manipulable statistical…

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