Tenoke comments on Against NHST - Less Wrong

57 Post author: gwern 21 December 2012 04:45AM

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Comment author: Tenoke 21 December 2012 12:43:36PM 2 points [-]

And yet even you who are more against frequentist statistics than most (Given that you are even writing this among other things on the topic) inevitably use the frequentist tools. What I'd be interested in is a good and short(as short as it can be) summary of what methods should be followed to remove as many of the problems of frequentist statistics with properly defined cut-offs for p-values and everything else, where can we fully adapt Bayes, where we can minimize the problems of the frequentist tools and so on. You know, something that I can use on its own to interpret the data if I am to conduct an experiment today the way that currently seems best.

Comment author: gwern 21 December 2012 04:53:40PM 5 points [-]

inevitably use the frequentist tools.

No, I don't. My self-experiments have long focused on effect sizes (an emphasis which is very easy to do without disruptive changes), and I have been using BEST as a replacement for t-tests for a while, only including an occasional t-test as a safety blanket for my frequentist readers.

If non-NHST frequentism or even full Bayesianism were taught as much as NHST and as well supported by software like R, I don't think it would be much harder to use.

Comment author: ahh 28 December 2012 07:54:18AM 1 point [-]

I can't find BEST (as a statistical test or similar...) on Google. What test do you refer to?

Comment author: gwern 28 December 2012 04:38:37PM 2 points [-]
Comment author: [deleted] 22 December 2012 02:32:19AM 0 points [-]

If non-NHST frequentism

That'd be essentially Bayesianism with the (uninformative improper) priors (uniform for location parameters and logarithms of scale parameters) swept under the rug, right?

Comment author: jsteinhardt 25 December 2012 02:04:12AM 1 point [-]

Not at all (I wrote a post refuting this a couple months ago but can't link it from my phone)

Comment author: gwern 25 December 2012 10:16:52PM 4 points [-]
Comment author: jsteinhardt 26 December 2012 06:10:43AM 2 points [-]

Thanks!

Comment author: gwern 22 December 2012 03:51:43AM 1 point [-]

I really couldn't presume to say.

Comment author: Luke_A_Somers 21 December 2012 03:51:00PM -1 points [-]

'Frequentist tools' are common approximations, loaded with sometimes-applicable interpretations. A Bayesian can use the same approximation, even under the same name, and yet not be diving into Frequentism.