数学2022arxiv.org
是时候停止向非统计学家教授频率主义了(2012)
It is time to stop teaching frequentism to non-statisticians (2012)
入门 · 约 30 分钟读完前置知识:基础统计学、p 值概念
导读
这篇 2012 年的论文主张对非统计学专业的学生停止教授频率学派统计,认为 p 值在实践中被滥用(如选择性分析、追逐显著性),导致大量不可靠结论,作者建议改教贝叶斯方法。论文引用了诸多荒谬的'显著'研究结果来说明 p 值几乎可以'证明'任何事。
HN 关注点:HN 读者长期关注可重复性危机与统计教育问题,讨论焦点是:问题究竟出在频率学派本身,还是研究实践(发表偏倚、p-hacking),以及贝叶斯方法是否真是解药。
HN 评论精选
这几条评论里:质疑 2 补充 2
补充两派并非对立:频率学派关乎方法评估,贝叶斯关乎信息融合,可用模拟(频率派手段)检验贝叶斯方法
贝叶斯方法有很多优点,但你需要某种方式检验方法是否给出合理答案。Andrew Gelman(著名教授、《Bayesian Data Analysis》作者)依赖模拟来验证,而模拟是相当频率学派的做法!贝叶斯与频率学派并不像这类文章暗示的那样对立:频率学派主要关乎方法应如何被评估,贝叶斯主义主要关乎如何融合不同信息来源——你完全可以用频率学派的性质来评估贝叶斯方法。Larry Wasserman 写过一篇很好的相关文章。
rwilson4查看英文原文
Bayesian methods have a lot going for them, but you need some way of checking whether the methods are giving sensible answers. Andrew Gelman (well know professor, blogger, and author of Bayesian Data Analysis) relies on simulation, which is a pretty Frequentist thing to do! Bayesian and Frequentist methods are not nearly as at odds as posts like this suggest. Frequentism is mostly about how methods should be evaluated. Bayesianism is mostly about how to incorporate different sources of information. You can assess the Frequentist properties of Bayesian methods! Larry Wasserman wrote a great post about this topic here: https://normaldeviate.wordpress.com/2012/11/17/what-is-bayesianfrequentist-inference/
质疑认同对 p 值滥用的批评,但质疑贝叶斯方法就是解决方案
(引用论文)'只要可以随意挑选模型和检验统计量、做亚组分析和序贯分析,找不到可发表的 p 值只能说明你懒。p 值可以用来证明任何事,唯一限制是研究者的想象力:短暂看一面 72×45 像素的美国国旗图片会让人变成共和党人;穿过一扇门会损害记忆;凯恩斯主义错了;凯恩斯主义对了……' 写得很真实,但作者过于笃定贝叶斯统计能让事情变好。
oldgradstudent查看英文原文
> The hunt for publishable p-values is nearly always fruitful. If one cannot find a publishable p-value in one’s data—with the freedom to pick and choose models and test statistics, to engage in “sub-group” and sequential analysis, and so on—then one is being lazy. > P-values can and are used to prove anything and everything. The sole limitation is the imagination of the researcher. Fleeting exposure to a 72 × 45 pixel image of the American flag turns one into a Republican; walking through a door (an “event segmentation”) damages your memory; Keynesian theory is wrong; Keynesian theory is right; selenium causes cancer; selenium cures cancer. This list could (and will) go on in perpetuity. Sadly true and well written. However, the author is over certain that using Bayesian statistics will make things better.
质疑反驳:如果连频率统计都教不了普通人,贝叶斯更不行;并质疑作者立场
胡说。频率学派统计(相对)容易理解,如果人们连它都不配用,那更不配用贝叶斯统计。这更像是'干脆别教任何人统计学'的论调,只留给作者心目中某个未言明的精英群体。顺带一提,作者本人有一些相当奇怪的言论(附推特链接)。
civilized查看英文原文
Nonsense. Frequentist statistics is (relatively) easy to understand. If people can't be trusted with it, they certainly can't be trusted with Bayesian statistics. This is more of an argument not to teach anyone statistics at all, other than some unspecified elite that the author feels qualified to learn it. By the way, the author has some interesting obsessions: https://twitter.com/FamedCelebrity/status/1555134947849113600 https://twitter.com/FamedCelebrity/status/1555162475863183361 https://twitter.com/JohnZmirak/status/1554969385860796420?s=20&t=U_yWO3utLkgsPivYuEHc4Q (retweet)
补充真正该做的是改革研究实践:预注册、全量报告、公开数据代码、资助重复研究
无论贝叶斯方法优劣,我认为真正需要的是:预注册所有研究并声明样本量和功效分析;无论结果如何都报告(杜绝'只发显著结果');报告置信/可信区间并酌情做多重比较校正,必要时画出效应量的后验分布;公开所有数据和代码;为重复重要研究提供经费。
rwilson4查看英文原文
Regardless of the pros and cons of Bayesian methods, here is what I believe is needed: - Pre-register all studies, declaring sample sizes and power analysis. - Report results regardless of outcome. Eliminate the "we only publish stat sig results" baloney. - Report confidence/credible intervals, adjusting for multiple comparisons as appropriate. Plot the posterior distribution of the effect size if appropriate. - Publish all data and code. - Provide funding for duplicating important studies.
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