Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics
Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics
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DOI：
10.1257/jep.2.1.121
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发表时间：
1988-02
影响因子：
8.4
通讯作者：
D. Poirier
中科院分区：
文献类型：
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作者：
D. Poirier
他对我来说是“异教徒”。好的参考是世界上的非贝叶斯，他们也是我的目标受众。具体地说，我计划以尽可能简单和非技术性的方式讨论计量经济学中主观主义贝叶斯对模型构建的态度，并将其与标准的频率主义态度进行对比。我提出的大多数问题是统计学家熟悉的，但不是经济学家。我不想给多疑的读者一份贝叶斯技巧的菜单，而是希望通过推荐五个实用原则来引起读者对贝叶斯烹饪的兴趣。虽然贝叶斯群体和非贝叶斯群体在各自成员的信念方面都不是同质的，但我相信“群体内”的差异
he "heathens" to whom I. J. Good refers are the non-Bayesians of the world and they are my targeted audience as well. Specifically, I plan to discuss, in as simple and nontechnical a fashion as possible, the subjectivist-Bayesian attitude toward model building in econometrics and to contrast it with the standard frequentist attitude. Most of the issues I raise are familiar to statisticians but not to economists. Rather than give the suspicious reader a menu of Bayesian techniques, I hope to create an interest in acquiring a taste for the Bayesian cuisine by recommending five pragmatic principles. While neither the Bayesian nor the non-Bayesian flocks are homogeneous with respect to the beliefs of their own members, I believe the "within-group" differences