There is a conceptual conflict underlying this discussion.

Conclusions
expressed in terms of probability are on the face of it more powerful than
those expressed indirectly via confidence intervals and p-values. Further, in
principle at least, they allow the inclusion of a richer pool of information. Bu
t
this latter information is typically more fragile or even nebulous as compared
with that typically derived more directly from the data under analysis. The
implication seems to be that conclusions derived from the frequentist approach
are more immediately secure than those derived from most Bayesian analyses,
except from those of a directly empirical Bayes kind. Any counter-advantages
of Bayesian analyses come not from a tighter and more logically compelling
theoretical underpinning but rather from the ability to quantify additional kind
s
of information.
Throughout the discussion so far it has been assumed that the model for the
data, and which thus determines the likelihood, is securely based. The following
section deals briefly with model uncertainty.
84 Interpretations of uncertainty
5.13 Model uncertainty
The very word model implies idealization of the real system and, except just
possibly in the more esoteric parts of modern physics, as already noted in
Section 3.1, it hardly makes sense to talk of a model being true.
One relatively simple approach is to test, formally or informally, for inconsist
encies
between the model and the data. Inconsistencies if found and statistically
significant may nevertheless occasionally be judged unimportant for the interpre
tation
of the data. More commonly inconsistencies if detected will require
minor or major modification of the model. If no inconsistencies are uncovered
it may be sufficient to regard the analysis, whether Bayesian or frequentist, as
totally within the framework of the model.
Preferably, provisional conclusions having been drawn from an apparently
well-fitting model, the question should be considered: have assumptions been
made that might invalidate the conclusions? The answer will depend on how
clear-cut the conclusions are and in many cases informal consideration of the
question will suffice. In many cases analyses based on different models may be
required; the new models may change the specification of secondary features of
the model, for example by making different assumptions about the form of error
distributions or dependence structures among errors. Often more seriously, the
formulation of the primary questions may be changed, affecting the definition
and interpretation of the parameter of interest ?.
In frequentist discussions this process is informal; it may, for example,
involve showing graphically or in tabular form the consequences of those differe
nt
assumptions, combined with arguments about the general plausibility of
different assumptions. In Bayesian discussions there is the possibility of the p
rocess
of Bayesian model averaging. Ideally essentially the same subject-matter
conclusions follow from the different models. Provided prior probabilities are