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IlyaShpitser comments on Open thread, 24-30 March 2014 - Less Wrong Discussion

6 Post author: Metus 25 March 2014 07:42AM

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Comment author: IlyaShpitser 01 April 2014 12:15:59PM *  0 points [-]

I could never really be correct because various frequentists believe various different things.

The interesting questions to me are: (a) "what is the steelman of the frequentist position?" (folks like Larry are useful here), and (b) "are there actually prominent frequentist statisticians who say stupid things?"

By (b) I mean "actually stupid under any reasonable interpretation."


Clearly many people who identify as frequentists

Quote from the url I linked:

One thing that has harmed statistics — and harmed science — is identity statistics. By this I mean that some people identify themselves as “Bayesians” or “Frequentists.” Once you attach a label to yourself, you have painted yourself in a corner.

When I was a student, I took a seminar course from Art Dempster. He was the one who suggested to me that it was silly to describe a person as being Bayesian of Frequentist. Instead, he suggested that we describe a particular data analysis as being Bayesian of Frequentist. But we shouldn’t label a person that way.

I think Art’s advice was very wise.

"Keep your identity small" -- advice familiar to a LW audience.


Perhaps we could agree on the following statement: "Probabilities such as P(hypothesis) are never needed to do frequentist analysis."

I guess you disagree with Larry's take: B vs F is about goals not methods. I could do Bayesian looking things while having a frequentist interpretation in mind.


In the spirit of collaborative argumentation, can we agree on the following:

We have better things to do than engage in identity politics.