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by gsf_emergency_6
180 days ago
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A related* essay (2010) by a statistician on the goals of statistical modelling that I've been procrastinating on: https://www.stat.berkeley.edu/~aldous/157/Papers/shmueli.pdf To Explain Or To Predict? Nice quote We note that the practice in
applied research of concluding that a model with a
higher predictive validity is “truer,” is not a valid inference. This paper shows that a parsimonious but less
true model can have a higher predictive validity than a
truer but less parsimonious model. Hagerty+Srinivasan (1991) *like TFA it's a sorta review of Breiman |
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