One thing that bugs me is that there seems to be so little model checking done in statistics. Data-based model checking is a powerful tool for overcoming bias, and it's frustrating to see this tool used so rarely. As I wrote in this referee report,

I'd like to see some graphs of the raw data, along with replicated datasets from the model. The paper admirably connects the underlying problem to the statistical model; however, the Bayesian approach requires a lot of modeling assumptions, and I'd be a lot more convinced if I could (a) see some of the data and (b) see that the fitted model would produce simulations that look somewhat like the actual data. Otherwise we're taking it all on faith.

But, why, if this is such a good idea, do people not do it?

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