It’s not April Fool’s Day yet, so I take it that Corey Yanofsky, one of the top 6 commentators on this blog, is serious in today’s exchange, despite claiming to be a Jaynesian (whatever that is). I dare not scratch too deep or look too close…along the lines of not looking a gift horse in the mouth, or however that goes. So here’s a not-too selective report from our exchange in the comments on my previous blogpost:
Mayo: You wrote:”I think I wrote something to the effect that your philosophy was the only one I have encountered that could possibly put frequentist procedures on a sound footing; I stand by that.” I’m curious as to why I deserve this honor ….
Corey: Mayo: It was always obvious no competent frequentist statistician would use a procedure criticized by the howlers; the problem was that I had never seen a compelling explanation why (beyond “that’s obviously stupid”). So you deserve the honor for putting forth a single principle from which error statistical procedures flow that refutes all of the howlers at once.
Mayo : Corey: Wow, that’s a big concession even coupled with your remaining doubts….maybe I should highlight this portion of our exchange for our patient readers, looking for any sign of progress…
Corey: Mayo: Feel free to highlight it. I will point out that this “concession” shouldn’t be news to you: in an email I sent you on September 11, 2012, I wrote, ‘I now appreciate how the severity-based approach fully addresses all the typical criticisms offered during “Bayesian comedy hour”. Now, when I encounter these canards in Bayesian writings, I feel chagrin that they are being propagated; I certainly shall not be repeating them myself.’
Mayo: Ok, so you get an Honorable Mention, especially as I’m always pushing this bolder, or maybe it’s a stone egg. It will be a miracle if any to-be-published Bayesian texts or new editions excise some of the howlers!
But I still don’t understand the hesitancy in coming over to the error statistical side….