Pragmatism should Not be a Substitute for Statistical Literacy, a Commentary on Albers, Kiers, and Van Ravenzwaaij (2018)

Abstract

Based on the observation that frequentist confidence intervals and Bayesian credible intervals sometimes happen to have the same numerical boundaries (under very specific conditions), Albers et al. (2018) proposed to adopt the heuristic according to which they can usually be treated as equivalent. We argue that this heuristic can be misleading by showing that it does not generalise well to more complex (realistic) situations and models. Instead of pragmatism, we advocate for the use of parsimony in deciding which statistics to report. In a word, we recommend that a researcher interested in the Bayesian interpretation simply reports credible intervals.

Keywords

• Bayesian statistics
• Bayes
• confidence interval
• credible interval