On Thu, 29 Apr 2004 14:49:26 +1000 John Maindonald <[EMAIL PROTECTED]> wrote:
> This is, of course, not strictly about R. But if there should be > a decision to pursue such matters on this list, then we'd need > another list to which such discussion might be diverted. > > I've pulled Frank's "Regression Modeling Stratregies" down > from my shelf and looked to see what he says about > inferential issues. There is a suggestion, in the introduction, > that modeling provides the groundwork that can be used a > point of departure for a variety of inferential interpretations. > As far as I can see Bayesian interpretations are never > really explicitly discussed, though the word Bayesian does > appear in a couple of places in the text. Frank, do you now > have ideas on how you would (perhaps, in a future edition, > will) push the discussion in a more overtly Bayesian direction? > What might be the style of a modeling book, aimed at practical > data analysts who of necessity must (mostly, at least) use > off-the-shelf software, that "seriously entertains" the Bayesian > approach? I'm sorry to have taken so long in responding to your excellent question John. And I'm responding to r-help since the question was posed there before taking the discussion offline. In the words of Don Berry "It takes time to be a Bayesian" and that's the main reason there are no explicit Bayesian calculations in the book. I do make a lot of use of prior information though. In the future I could see making some additions to the book along the lines of inclusion of examples using the MCMCpack package, whose design is appealing to me. > > R provides a lot of help for those who want a frequentist > interpretation, even to including by default the *, **, *** > labeling that some of us deplore. There is no similar help > for those who want at least the opportunity to place the > output from a modeling exercise in a Bayesian context of > some description. There is surely a strong argument for > the use of a more neutral form of default output, even to > the excluding of p-values, on the argument that they also > push too strongly in the direction of a frequentist > interpretative framework. Agreed. I do try to approximate the Bayesian approach with the bootstrap. > > There seems, unfortunately, to be a dearth of good ideas > on how the assist the placing of output from modeling > functions such as R provides in an explicitly Bayesian > framework. Or is it, at least in part, that I am unaware of > what is out there? That, I guess, is the point of my > question to Frank. Is it just too technically demanding > to go much beyond trying to get users to understand > that a Bayesian credible interval can, if there is an > informative prior, be very different from a frequentist CI, > that they really do need to pause if there is an > informative prior lurking somewhere in the undergrowth? It's all worth pursuing. I wish there were already a Bayesian package that made use of Bayesian methods irresistable. All the best, Frank > > John Maindonald. > > Frank Harrell wrote: > > > They [p-values] are objective only in the sense that > > subjectivity is deferred in a difficult to document way > > when P-values are translated into decisions. > > > > The statement that frequentist methods are the norm, which I'm > > afraid is usually true, is a sad comment on the state of much > > of "scientific" inquiry. IMHO P-values are so defective that > > the imperfect Bayesian approach should be seriously entertained. > > John Maindonald email: [EMAIL PROTECTED] > phone : +61 2 (6125)3473 fax : +61 2(6125)5549 > Centre for Bioinformation Science, Room 1194, > John Dedman Mathematical Sciences Building (Building 27) > Australian National University, Canberra ACT 0200. > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html --- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html