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

[John Maindonald]

Well, I may have been a bit carried away!

BUGS is though a bit different, surely. Estimation is done from
the beginning in a Bayesian framework.  It had not occurred to
me. till mcmcsamp() came along, that one could do use classical
estimates, and then graft an MCMC calculation on the end to
get posterior density estimates.  Purists may think this hybrid
approach not quite kosher. I'd expect that it would be problematic
if a highly informative prior was used in the MCMC calculation
(is that correct?).

Note however that a prior is chosen that makes the calculation
relatively straightforward.

I presume this hybrid approach is a lot less expensive,
computationally, than Bayesian MCMC estimation of parameters
as well as posterior densities?

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 8 Apr 2008, at 9:46 AM, Simon Blomberg wrote:

> 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
>
> Policies:
> 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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