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
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 from a broad class of alternative hypotheses that allow 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.
Predictive Irrelevance: An Example in Weather Forecasting
Interval Methods Should Not Be Used for Model Comparison
The Siren Song of Interval Methods for Model Comparison
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 (EJ) Wagenmakers is professor at the Psychological Methods Group at the University of Amsterdam.