[OT] Re: [R] p-values
rolf at math.unb.ca
Tue Apr 27 22:53:53 CEST 2004
Greg Tarpinian wrote:
> I apologize if this question is not completely appropriate for this
> I have been using SAS for a while and am now in the process of
> learning some C and R as a part of my graduate studies. All of the
> statistical packages I have used generally yield p-values as a
> default output to standard procedures.
> This week I have been reading "Testing Precise Hypotheses" by J.O.
> Berger & Mohan Delampady, Statistical Science, Vol. 2, No. 3, 317-355
> and "Bayesian Analysis: A Look at Today and Thoughts of Tomorrow" by
> J.O. Berger, JASA, Vol. 95, No. 452, p. 1269 - 1276, both as
> supplements to my Math Stat. course.
> It appears, based on these articles, that p-values are more or less
> useless. If this is indeed the case, then why is a p-value typically
> given as a default output? For example, I know that PROC MIXED and
> lme( ) both yield p-values for fixed effects terms.
> The theory I am learning does not seem to match what is commonly
> available in the software, and I am just wondering why.
You shouldn't pay too much attention to the religeous ranting of
Of course p-values should be taken with a grain of salt. But
then so should everything else. Including Bayesian methods.
Remember that all models are just that --- models. They are not
reality. George Box said something like ``All models are wrong.
Some models are useful.''
Experience has shown that p-values, ***interpreted with proper
caution and good common sense***, are very useful indeed.
And that's why they're there.
Bayesian methods and models are good too; they're just not the
be-all-and-end-all that the Zealots proclaim them to be. And you
have to avoid the utterly ridiculous concept of ``personal
probability'' that Bayesians seem to find central.
A propos of the notion of ``personal probability'', the physicist
Carl Sagan (in his wonderful book ``The Demon Haunted World'')
referred to the ``dangerous doctrine'' that strength of belief has
anything to do with the truth of a proposition. He was not writing
in any statistical context. Rather, he was discussing the daffy
notion of ``alien abductions'' which apparently has been taken
seriously by some Ivy League psychologist on the basis that many of
those who claim to have been abducted so fervently ***believe***
their own tales. (So they must be true!) However, the point still
rolf at math.unb.ca
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