[R] Occams Razor Was: lm -- significance of x ...

[Prof Brian D Ripley]

On Fri, 29 Sep 2000, Mark Hall wrote:

> Hasn't Adrian Raferty in the Bayesian Modelling papers, particularly for the
> SPLUS package BMA, revived this whole idea for statistics?  A lot of his
> preprints
> are at the Univ. of Washington Statistics home page.

His `Occam's Window' is just one view of the role of parsimony in 
modelling, and not one that seems widely accepted in my experience.
Bayesians have a problem with parsimony, and some of them wriggle
to justify non-Bayesian methods (like model selection in regression).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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