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The Principle of Predictive Irrelevance, or Why Intervals Should Not be Used for Model Comparison Featuring a Point Null Hypothesis

This post summarizes Wagenmakers, E.-J., Lee, M. D., Rouder, J. N., & Morey, R. D. (2019). The principle of predictive irrelevance, or why intervals should not be used for model comparison featuring a point null hypothesis. Manuscript submitted for publication. Preprint available on PsyArXiv: https://psyarxiv.com/rqnu5

Abstract

The principle of predictive irrelevance states that when two competing models predict a data set equally well, that data set cannot be used to discriminate the models and –for that specific purpose– the data set is evidentially irrelevant. To highlight the ramifications of the principle, we first show how a single binomial observation can be irrelevant in the sense that it carries no evidential value for discriminating the null hypothesis \theta = 1/2 from a broad class of alternative hypotheses that allow \theta to be between 0 and 1. In contrast, the Bayesian credible interval suggest that a single binomial observation does provide some evidence against the null hypothesis. We then generalize this paradoxical result to infinitely long data sequences that are predictively irrelevant throughout. Examples feature a test of a binomial rate and a test of a normal mean. These maximally uninformative data (MUD) sequences yield credible intervals and confidence intervals that are certain to exclude the point of test as the sequence lengthens. The resolution of this paradox requires the insight that interval estimation methods –and, consequently, p values— may not be used for model comparison involving a point null hypothesis.

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References

Wagenmakers, E.-J., Lee, M. D., Rouder, J. N., & Morey, R. D. (2019). The principle of predictive irrelevance, or why intervals should not be used for model comparison featuring a point null hypothesis. Manuscript submitted for publication. PsyArXiv Preprint: https://psyarxiv.com/rqnu5

About The Author

Eric-Jan Wagenmakers

Eric-Jan (EJ) Wagenmakers is professor at the Psychological Methods Group at the University of Amsterdam.

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