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by LudwigNagasena 1480 days ago
> But from a future prediction perspective, i.e. the forecasting and thus the manipulation of training to obtain a certain performance, did it make sense?

Those are two different questions. For forecasting without manipulation of training it would still make sense. But it wouldn’t make sense for causal analysis.

1 comments

That is a true difference and I should have been clearer. I should have specified that I don't believe they used any test data, the "study" had probably been done with no test data set and simply using all data for the estimation of regression parameters.

I believe that (1) the model made little "mechanistic" sense, (1) the forecasting accuracy of the model would have been low, (3) the model had good hind-casting accuracy through overfitting by modeling the "noise" in the data with too many predictors. (4) the model could have not guided any training.