It not necessary that Bayesian methods conform to the likelihood principle

October 31, 2012
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(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)

Bayesian inference, conditional on the model and data, conforms to the likelihood principle. But there is more to Bayesian methods than Bayesian inference. See chapters 6 and 7 of Bayesian Data Analysis for much discussion of this point.

It saddens me to see that people are still confused on this issue.



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