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gwern comments on Open thread, Sep. 14 - Sep. 20, 2015 - Less Wrong Discussion
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Sure, I'm aware that this is the sort of thing I need to think about. It's just that right now, even if I do specify exactly how I think the generating process works, I still need to work out how to do the estimation. I somewhat suspect that's outside of my weight class (I wouldn't trust myself to be able to invent linear regression, for example). Even if it's not, if someone else has already done the work, I'd prefer not to duplicate it.
If you can implement a good simulation of the generating process, then you are already done - estimating is as simple as ABC. (Aside from the hilariously high computing demands of the naive/exact ABC, I've been pleased & impressed just how dang easy it is to use ABC. Complicated interval-censored data? No problem. Even more complicated mixture distribution / multilevel problem where data flips from garbage to highly accurate? Ne pas!)