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13 - Weighting the Multiverse

from Part III - Expanding the Multiverse

Published online by Cambridge University Press:  28 February 2025

Cristobal Young
Affiliation:
Cornell University, New York
Erin Cumberworth
Affiliation:
Cornell University, New York
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Summary

Are some models better than others? Yes. But can we weight models by the probability that they are true? That is harder than it sounds. In this chapter we cover various methods for weighting the models in a multiverse and assess their strengths and weaknesses using a dataset on how air pollution near schools can affect student learning. Weighting models creates a tension between model selection and model robustness, and authors must be clear about how model weights change the distribution of results. We recommend uniform weights as a transparent default, and if further weighting is desired, either double lasso or influence weighting appears best for inference.

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Chapter
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Multiverse Analysis
Computational Methods for Robust Results
, pp. 208 - 225
Publisher: Cambridge University Press
Print publication year: 2025

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