Discussion: “Vintage Factor Analysis with Varimax Performs Statistical Inference” by Rohe and Zeng

Statistical Inference in Factor Analysis

Statistical Inference of Minimum Rank Factor Analysis

For any given number of factors, Minimum Rank Factor Analysis yields optimal communalities for an observed covariance matrix in the sense that the unexplained common variance with that number of factors is minimized, subject to the constraint that both the diagonal matrix of unique variances and the observed covariance matrix minus that diagonal matrix are positive semidefinite. As a result, it...

Discussion: Foundations of Statistical Inference, Revisited

This is an invited contribution to the discussion on Professor Deborah Mayo’s paper, “On the Birnbaum argument for the strong likelihood principle,” to appear in Statistical Science. Mayo clearly demonstrates that statistical methods violating the likelihood principle need not violate either the sufficiency or conditionality principle, thus refuting Birnbaum’s claim. With the constraints of Bir...

statistical inference via empirical bayes approach for stationary and dynamic contingency tables

چکیده ندارد.

Bayesian Statistical Pragmatism. Discussion of Statistical Inference: The Big Picture by R. E. Kass

Kass describes probability theory as anchored upon physical randomization (coin flips, die rolls and the like) but being useful more generally as a mathematical model. I completely agree but would also add another anchoring point: calibration. Calibration of probability assessments is an objective, not subjective process, although some subjectivity (or scientific judgment) is necessarily involv...