same old question - lme4 and p-values

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