Bayesian eggs and Bayesian omelettes: reply to Stern (2005)

Abstract

In this response to Stern’s (2005) discussion of Klugkist, Laudy, and Hoijtink (2005), model inference based on posterior probabilities on the parameter space is discussed. Furthermore, the authors respond to Stern’s example in which all possible orderings are included via a short discussion of exploratory versus theory-based modeling. Finally, the authors show that the Bayesian approach is flexible and can deal with many types of constraints. This is illustrated using a model with constraints on the differences between means.