[roenxi]

That is unfair, he says...

> "generalized method of moments" approaches to cross-country analysis (of e.g. the effectiveness of aid)

Which is an entirely reasonable criticism. GMM is a complex mathematical process, wiki suggests [0] that it assumes data generated by a weakly stationary ergodic stochastic process of multivariate normal variables. There are a lot of ways that a real world data for aid distribution might be nonergodic, unstationary, generally distributed or even deterministic!

Verifying that a paper has used a parameter estimation technique like that properly is not a trivial task even for someone who understands GMM quite well. A reader can't be expected to follow what the implications are from reading a study; there is a strong element of trust.

[0] https://en.wikipedia.org/wiki/Generalized_method_of_moments

[t_mann]

Every statistical model makes assumptions. As a general rule, the more mathematically complex the model, the fewer (or weaker) assumptions are made. That's what the complexity is for. So the criticism 'it looks complex, so the assumptions are probably weird' doesn't make sense.

If as a reader you don't understand a paper (that's been reviewed by experts), then the best thing to conclude is that you're not the target audience, not that the findings can be dismissed.

[roenxi]

He isn't saying that, he's saying he does understand the paper and therefore the findings can be viewed with some suspicion. That is the nature of research, clear conclusions are rare because real data is messy.

> Every statistical model makes assumptions. As a general rule, the more mathematically complex the model, the fewer (or weaker) assumptions are made. That's what the complexity is for. So the criticism 'it looks complex, so the assumptions are probably weird' doesn't make sense.

This is an argument of the form [X -> Y. Y. Y has a purpose. Therefore not(Y->Z)]. It isn't valid; the fact that a criticism is general doesn't make it weaker (or stronger, for that matter). It is a bit like saying meat contains bacteria so someone can't complain that some meal gave them food poisoning. They can certainly complain about it and it is possible (indeed likely) that some meat is bad because of excessive bacteria.

[t_mann]

> He isn't saying that, he's saying he does understand the paper

He literally says 'I can't really follow what it's doing', linking to a paper that discusses some issues with instrumental variable regression (what GMM is used for).