Re: st: interesting reference

[Austin Nichols <austinnichols@gmail.com>]

Stas--
I love this rant!
Now, what if a crazy Russian says everyone must use entropic inference
from now on?

ps. how do you feel about the bus vs. the train?

On Thu, Sep 30, 2010 at 1:25 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> Being unhappy about p-values and NHST is like being unhappy with
> traffic in a city. Everybody complains about it, but nobody takes the
> train. (At least, that's the story in the US, the European experiences
> are very different.) There is no competing view that is ready to take
> over the NHST. Of course Bayesian statistics is a strong contender,
> but many things (anything that is not likelihood based -- think
> Kolmogorov-Smirnov tests or instrumental variables) cannot be fit into
> it. You can also entertain data mining, but even the hard core data
> miners recognize the need for cross-validation and other measures to
> ensure that your results are reproducible and make sense outside of
> the sample -- and that's just a step away from say permutation testing
> framework. Psychologists came up with p-rep, but unfortunately there
> is a gross mathematical error in the very first numbered formula in
> the paper that introduced it (having to do with conditional
> probabilities that these authors had no clue about). Frankly, I am not
> expecting the field of and practice of statistics to change due to
> episodic attacks from the neighboring literature, be that ecology or
> psychology. One needs to come up with a mathematically founded
> paradigm that can be published in Annals of Statistics, JASA, JRSS,
> Biometrika, The American Statistician and a range of books from
> no-calculus undergraduate to advanced measure theory based graduate
> (preferably simultaneously). And everybody must agree that it is
> better than NHST, and move on to incorporate it. That's a megadeal.
> It's like saying that Stata is a better package than SAS (which I
> personally have no doubts about) so SAS should step out of business
> and give all of its clients to Stata Corp. (and who cares what's going
> to happen with the terracotta army of SAS Certified programmers;
> nobody would need to remember the awkward semicolon conventions
> anymore). In the long run, something like that might happen; but it
> won't happen overnight, and it won't happen because some crazy Russian
> said that Stata is better than SAS on a mailing list with about 50 SAS
> users.
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