The following is my commentary on a paper by Gelman and Shalizi, forthcoming (some time in 2013) in the British Journal of Mathematical and Statistical Psychology* (submitted February 14, 2012).
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“The Error Statistical Philosophy and the Practice of Bayesian Statistics: Comments on A. Gelman and C. Shalizi: Philosophy and the Practice of Bayesian Statistics”**
Deborah G. Mayo
- Introduction
I am pleased to have the opportunity to comment on this interesting and provocative paper. I shall begin by citing three points at which the authors happily depart from existing work on statistical foundations.
First, there is the authors’ recognition that methodology is ineluctably bound up with philosophy. If nothing else “strictures derived from philosophy can inhibit research progress” (p. 4). They note, for example, the reluctance of some Bayesians to test their models because of their belief that “Bayesian models were by definition subjective,” or perhaps because checking involves non-Bayesian methods (4, n4).
Second, they recognize that Bayesian methods need a new foundation. Although the subjective Bayesian philosophy, “strongly influenced by Savage (1954), is widespread and influential in the philosophy of science (especially in the form of Bayesian confirmation theory),”and while many practitioners perceive the “rising use of Bayesian methods in applied statistical work,” (2) as supporting this Bayesian philosophy, the authors flatly declare that “most of the standard philosophy of Bayes is wrong” (2 n2). Despite their qualification that “a statistical method can be useful even if its philosophical justification is in error”, their stance will rightly challenge many a Bayesian.
Error Statistics Philosophy 