Saturday, January 26, 2013

Nate Silver is a Frequentist / No He's Not!

Going through the Reader backlog and enjoying Wasserman and Gelman debate on whether Nate Silver is a closet frequentist or whether he's consistent in claiming to be a Bayesian while taking steps in his analyses that could be considered frequentist.  The comment sections are important to this discussion.  

I have to admit that I'm less interested in the philosophical underpinnings of one's data analytic methodology and more interested in what works.  That means I should probably give up my MS/ABD in Statistics and go sit with the engineers, but really, I find it more interesting that while the mainstream media is hailing Silver as a hero and data analytics godling, there are a number of people who are angry (jealous? Republican?) about it.

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