Archive for Murray Aitkin

Do we need…yes we do (with some delay)!

Posted in Books, Statistics, University life with tags , , , , , , on April 4, 2013 by xi'an

Sometimes, if not that often, I forget about submitted papers to the point of thinking they are already accepted. This happened with the critical analysis of Murray Aitkin’s book Statistical Inference, already debated on the ‘Og, written with Andrew Gelman and Judith Rousseau, and resubmitted to Statistics and Risk Modeling in November…2011. As I had received a few months ago a response to our analysis from Murray, I was under the impression it was published or about to be published. Earlier this week I started looking for the reference in connection with the paper I was completing on the Jeffreys-Lindley paradox and could not find it. Checking emails on that topic I then discovered the latest one was from Novtember 2011 and the editor, when contacted, confirmed the paper was still under review! As it got accepted only a few hours later, my impression is that it had been misfiled and forgotten at some point, an impression reinforced by an earlier experience with the previous avatar of the journal, Statistics & Decisions. In the 1990’s George Casella and I had had a paper submitted to this journal for a while, which eventually got accepted. Then nothing happened for a year and more, until we contacted the editor who acknowledged the paper had been misfiled and forgotten! (This was before the electronic processing of papers, so it is quite plausible that the file corresponding to our accepted paper went under a drawer or into the wrong pile and that the editor was not keeping track of those accepted papers. After all, until Series B turned submission into an all-electronic experience, I was using a text file to keep track of daily submissions…) If you knew George, you can easily imagine his reaction when reading this reply… Anyway, all is well that ends well in that our review and Murray’s reply will appear in Statistics and Risk Modeling, hopefully in a reasonable delay.

inherent difficulties of non-Bayesian likelihood-based inference

Posted in Books, Statistics, University life with tags , , , , , , on November 8, 2011 by xi'an

Following a series of rejections of our discussion of Murray Aitkin’s book, Statistical Inference, discussion written with Andrew Gelman and Judith Rousseau, by the journals Bayesian Analysis, JASA (Book Reviews), and Electronic Journal of Statistics, we have received an encouraging review from the journal Statistics and Risk Modeling (with Applications on Finance and Insurance), formerly Statistics and Decisions. Since the main request was to broaden our perspective, we revised the paper towards a more global analysis of the issues raised by Murray’s book. For a start, the title got changed from the maybe provocative “Do we need an integrated Bayesian/likelihood inference?” into the slightly archaic “Inherent Difficulties of Non-Bayesian Likelihood-based Inference, as Revealed by an Examination of a Recent Book by Aitkin“. If only to explain why it is broader than a mere book review… For another, the paper also addresses similar criticisms to the deviance information criterion (DIC). Hopefully,  this revision will be considered more positively and turn into a discussion paper about this unBayesian use of Bayesian tools…

Do we need…not yet!

Posted in Books, Statistics, University life with tags , , , , , on June 10, 2011 by xi'an

Following rejections of our discussion paper of Murray Aitkin’s book, Statistical Inference, written with Andrew Gelman and Judith Rousseau, by the journals Bayesian Analysis [where I think it truly belonged, being more than a book review, an assessment of the relevance of the approach from a Bayesian viewpoint!], JASA Book Reviews, and Electronic Journal of Statistics, we have decided to try yet another outlet for our discussion, Statistics and Decisions, to which I had not submitted a paper in about twenty years (since the loss of an accepted paper with George Casella by the S&D editor at the time!). More fundamentally, I completely understand and acknowledge the individual decision by each editorial board not to publish our piece in their respective journals, but I bemoan (once again) the lack of outlet for this type of opinion tribune that should appeal to the community as a whole (again, because this is a book that aims at a complete shift in or out of the  Bayesian theory!) and that should be possible given the current electronic communication tools. In other and more precise words, journals should start blogs or forums where readers could comment on published papers and, why not?!, rejected authors could respond to reviews… This is why I liked the format of the review process in the journal Hydrology and Earth System Sciences. that allows for a publication of referee’ reports and comments from the readership. In any case, I hope Statistics and Decisions will be interested in our piece as we are about to run out of options and stamina! (I usually give up much earlier than that!)

Do we need… apparently not!

Posted in Books, Statistics, University life with tags , , , , , , , , on March 31, 2011 by xi'an

We had sent our discussion paper of Murray Aitkin’s Statistical Inference, with Andrew Gelman and Judith Rousseau, to the review section of JASA, but were again unsuccessful as the paper was sent back with the comments that “this paper is not a good fit for JASA Reviews. You may wish to consider broadening your discussion so that the paper reads less as an attack on Aitkin’s book“. While I understand that journals cannot publish all critical accounts of all statistics books, I feel a bit depressed by my overall lack of success in publishing extended book reviews. Electronic journals could easily include book discussions and I do not think this would negatively impact the readership as book reviews are generally appreciated by the community.

Model weights for model choice

Posted in Books, R, Statistics with tags , , , , , , on February 10, 2011 by xi'an

An ‘Og reader. Emmanuel Charpentier, sent me the following email about model choice:

I read with great interest your critique of Peter Congdon’s 2006 paper (CSDA, 50(2):346-357) proposing a method of estimation of posterior model probabilities based on improper distributions for parameters not present in the model inder examination, as well as a more general critique in your recent review of M. Aitkin’s recent book.

However, Peter Congdon’s 2007 proposal (Statistical Methodology. 4(2):143-157.) of another method for model weighting seems to have flown under your radar ; more generally, while the 2006 proposal seems to have been somewhat quoted and used in at least one biological application and two financial applications, ihis 2007 proposal seems to have been largely ignored (as far as a naïve Google Scholar’s user can tell) ; I found no allusion to this technique neither in your blog nor on Andrew Gelman’s blog.

This proposal, which uses a full probability model with proper priors and pseudo-priors, seems, however, to answer your critiques, and offers a number of technical advantages over other proposal :

  1. it can be computed from separate MCMC samples, with no regard to the MCMC sapling technique used to obtain them, therefore allowing the use of the « canned expertise » existing in WinBUGS, OpenBUGS or JAGS (which entails the impossibility of controlling the exact sampling methods used to solve a given problem) ;
  2. it avoids the needs of very long runs to sufficiently explore unlikely models (which is the curse of Carlin & Chib (1995) method) ;
  3. it seems relatively easy to compute in most situations.

I’d be quite interested by any writings, thoughts or reactions to this proposal.

As I had indeed missed this paper, I went and took a look at it.

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