How do we choose our default methods?

I was asked to write an article for the Committee of Presidents of Statistical Societies (COPSS) 50th anniversary volume. Here it is (it’s labeled as “Chapter 1,” which isn’t right; that’s just what came out when I used the template that was supplied). The article begins as follows:

The field of statistics continues to be divided into competing schools of thought. In theory one might imagine choosing the uniquely best method for each problem as it arises, but in practice we choose for ourselves (and recom- mend to others) default principles, models, and methods to be used in a wide variety of settings. This article briefly considers the informal criteria we use to decide what methods to use and what principles to apply in statistics problems.

And then I follow up with these sections:

Statistics: the science of defaults

Ways of knowing

The pluralist’s dilemma

And here’s the concluding paragraph:

Statistics is a young science in which progress is being made in many areas. Some methods in common use are many decades or even centuries old, but recent and current developments in nonparametric modeling, regularization, and multivariate analysis are central to state-of-the-art practice in many areas of applied statistics, ranging from psychometrics to genetics to predictive modeling in business and social science. Practitioners have a wide variety of statistical approaches to choose from, and researchers have many potential directions to study. A casual and introspective review suggests that there are many different criteria we use to decide that a statistical method is worthy of routine use. Those of us who lean on particular ways of knowing (which might include: performance on benchmark problems, success in new applications, insight into toy problems, optimality as shown by simulation studies or mathematical proofs, or success in the marketplace) should remain aware of the relevance of all these dimensions in the spread of default procedures.

Regular blog readers will recognize many of these themes, but I hope this particular presentation has some added value. And this is as good a place as any to thank my many correspondents who’ve helped contribute to the development and expression of these ideas.

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