[R-sig-ME] Fwd: same old question - lme4 and p-values

Simon Blomberg s.blomberg1 at uq.edu.au
Tue Apr 8 01:46:02 CEST 2008


On Mon, 2008-04-07 at 20:47 +1000, John Maindonald wrote:
[ snip ]
> 
> Douglas's mcmcsamp() has advanced the state of the art
> for multi-level models, offering an approach that had not
> previously been readily available.  It is anyone's guess
> where it, and statistics and graphs that it makes readily
> possible, will in the course of time fit among styles of
> presentation that application area people find helpful.

Well, it's been possible to easily implement multi-level models in BUGS
using MCMC for a long time. Would you agree that BUGS is readily
available? :-) Doug has made it more convenient for R users, but I'm not
sure it has necessarily advanced the state of the art. Maybe brought R
up to speed (but ahead of other software which tends to start with the
letter S).

Simon.

> 
> John Maindonald             email: john.maindonald at anu.edu.au
> phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
> Centre for Mathematics & Its Applications, Room 1194,
> John Dedman Mathematical Sciences Building (Building 27)
> Australian National University, Canberra ACT 0200.
> 
> 
> On 7 Apr 2008, at 12:05 PM, David Henderson wrote:
> 
> > Hi John:
> >
> >> For all practical purposes, a CI is just the Bayesian credible  
> >> interval that one gets with some suitable "non-informative prior".   
> >> Why not then be specific about the prior, and go with the Bayesian  
> >> credible interval?  (There is an issue whether such a prior can  
> >> always be found.  Am right in judging this no practical consequence?)
> >
> >
> > What?  Could you explain this a little more?  There is nothing  
> > Bayesian about a classical (i.e. not Bayesian credible set or  
> > highest posterior density, or whatever terminology you prefer) CI.   
> > The interpretation is completely different, and the assumptions used  
> > in deriving the interval are also different.  Even though the  
> > interval created when using a noninformative prior is similar to a  
> > classical CI, they are not the same entity.
> >
> > Now, while i agree with the arguments about p-values and their  
> > validity, there is one aspect missing from this discussion.  When  
> > creating a general use package like lme4, we are trying to create  
> > software that enables statisticians and researchers to perform the  
> > statistical analyses they need and interpret the results in ways  
> > that HELP them get published.  While I admire Doug for "drawing a  
> > line in the sand" in regard to the use of p-values in published  
> > research, this is counter to HELPING the researcher publish their  
> > results.  There has to be a better way to further your point in the  
> > community than FORCING your point upon them.  Education of the next  
> > generation of researchers and journal editors is admittedly slow,  
> > but a much more community friendly way of getting your point used in  
> > practice.
> >
> > Just my $0.02...
> >
> > Dave H
> > --
> > David Henderson, Ph.D.
> > Director of Community
> > REvolution Computing
> > 1100 Dexter Avenue North, Suite 250
> > 206-577-4778 x3203
> > DNADave at Revolution-Computing.Com
> > http://www.revolution-computing.com
> >
> 
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-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia
Room 320 Goddard Building (8)
T: +61 7 3365 2506
http://www.uq.edu.au/~uqsblomb
email: S.Blomberg1_at_uq.edu.au

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1.  I will NOT analyse your data for you.
2.  Your deadline is your problem.

The combination of some data and an aching desire for 
an answer does not ensure that a reasonable answer can 
be extracted from a given body of data. - John Tukey.




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