Scientific method: Statistical errors

Regina Nuzzo, reporting for Nature:

Many statisticians also advocate replacing the P value with methods that take advantage of Bayes’ rule: an eighteenth-century theorem that describes how to think about probability as the plausibility of an outcome, rather than as the potential frequency of that outcome. This entails a certain subjectivity — something that the statistical pioneers were trying to avoid. But the Bayesian framework makes it comparatively easy for observers to incorporate what they know about the world into their conclusions, and to calculate how probabilities change as new evidence arises.

Others argue for a more ecumenical approach, encouraging researchers to try multiple methods on the same data set. Stephen Senn, a statistician at the Centre for Public Health Research in Luxembourg City, likens this to using a floor-cleaning robot that cannot find its own way out of a corner: any data-analysis method will eventually hit a wall, and some common sense will be needed to get the process moving again. If the various methods come up with different answers, he says, “that’s a suggestion to be more creative and try to find out why”, which should lead to a better understanding of the underlying reality.

Good points in this article on statistics -- how large of was the effect, if you use different statistical methods or approaches do you get the same result?