bayes factors

Souvenir From the NISS Stat Debate for Users of Bayes Factors (& P-Values)

Posted on October 24, 2020 by Mayo

What would I say is the most important takeaway from last week’s NISS “statistics debate” if you’re using (or contemplating using) Bayes factors (BFs)–of the sort Jim Berger recommends–as replacements for P-values? It is that J. Berger only regards the BFs as appropriate when there’s grounds for a high concentration (or spike) of probability on a sharp null hypothesis, e.g.,H₀: θ = θ₀.

Thus, it is crucial to distinguish between precise hypotheses that are just stated for convenience and have no special prior believability, and precise hypotheses which do correspond to a concentration of prior belief. (J. Berger and Delampady 1987, p. 330).

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Categories: bayes factors, Berger, P-values, S. Senn

My Responses (at the P-value debate)

Posted on October 21, 2020 by Mayo

How did I respond to those 7 burning questions at last week’s (“P-Value”) Statistics Debate? Here’s a fairly close transcript of my (a) general answer, and (b) final remark, for each question–without the in-between responses to Jim and David. The exception is question 5 on Bayes factors, which naturally included Jim in my general answer.

The questions with the most important consequences, I think, are questions 3 and 5. I’ll explain why I say this in the comments. Please share your thoughts. Continue reading →

Categories: bayes factors, P-values, Statistics, statistics debate NISS

Live Exhibit: Bayes Factors & Those 6 ASA P-value Principles

Posted on September 22, 2020 by Mayo

Live Exhibit: So what happens if you replace “p-values” with “Bayes Factors” in the 6 principles from the 2016 American Statistical Association (ASA) Statement on P-values? (Remove “or statistical significance” in question 5.)

Does the one positive assertion hold? Are the 5 “don’ts” true? Continue reading →

Categories: ASA Guide to P-values, bayes factors