We review the evidence behind recent claims of spatial variation in the fine structure constant deriving from observations of ionic absorption lines in the light from distant quasars. To this end we expand upon previous non-Bayesian analyses limited by the assumptions of an unbiased and strictly Normal distribution for the unexplained errors of the benchmark quasar dataset. Through the technique of reverse logistic regression we estimate and compare marginal likelihoods for three competing hypotheses---(i) the null hypothesis (no cosmic variation), (ii) the monopole hypothesis (a constant Earth-to-quasar offset), and (iii) the monopole+dipole hypothesis (a cosmic variation manifest to the Earth-bound observer as a North-South divergence)---under a variety of candidate parametric forms for the unexplained error term. Our analysis reveals weak support for a skeptical interpretation in which the apparent dipole effect is driven solely by systematic errors of opposing sign inherent in measurements from the two telescopes employed to obtain these observations. Throughout we seek to exemplify a best practice approach to Bayesian model selection with prior-sensitivity analysis; in a companion paper we extend this methodology to a semi-parametric framework using the infinite-dimensional Dirichlet process.
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