Re:What’s Wrong with Bayes
by nazgulnarsil on Wednesday December 04, 2019 @06:46PM
(#21708410)
Right, one should run a sensitivity analysis in general, and your prior is one of the parameters you definitely check the sensitivity of.
If we do this under a frequentist framework we compute the regression coefficients, and can get some confidence bounds with some appeal to asymptotics (and nobody I've ever seen actually makes any attempt to validate these assumptions). And even when we are done, we get a confidence interval that has such a truly unintuitive definition that almost every person who is not a stats PhD fundamentally misinterprets.
To say frequentists make less assumptions is not true- they are just less explicit, and I consider it a strength not a weakness to highlight choices made by the statistician.