Bayesian analysis of data collected sequentially: it’s easy, just include as predictors in the model any variables that go into the stopping rule.

Mark Palko writes: I remember you did something on the practice of continuing to add to the sample until significance was reached. I wanted to share it with some co-workers but I can’t seem to find it on your blog. Do you remember the one I am talking about? My reply: It’s here. There’s more …