A born-again frequentist?

It's a day or so past April 1, but if you haven't seen this post [Edit: link fixed] over at Andrew Gelman's blog, it is worth a look. It's about as good an apologia from a "born-again frequentist" as you are likely to find. An exerpt:

I like unbiased estimates and I like confidence intervals that really have their advertised confidence coverage. I know that these aren't always going to be possible, but I think the right way forward is to get as close to these goals as possible and to develop robust methods that work with minimal assumptions. The Bayesian approach--to give up even trying to approximate unbiasedness and to instead rely on stronger and stronger assumptions--that seems like the wrong way to go.

Fortunately, Gelman's conversion experience appears to have ended after about a day...

Posted by Mike Kellermann at April 3, 2008 12:09 AM