3 ms·
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/Pa
by gsf_emergency_6 10mo ago
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 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
- 0928374082 10mo agois it more than a commentary on overfitting to the tune of "with enough epicycles you can make the elephant wiggle its trunk"?
- gsf_emergency_6 10mo agoIf you are referring to Hagerty+Srinivasan: They certainly didn't think that a better fit => "truer". They used the term "truer" to describe a model that more accurately captures the underlying causal structure or "true" relationship between variables in a population. As for the paper I linked, I still haven't read it closely enough to confirm that D-Machine's comment below is a good dismissal. I'm inclined to think it's more like "interpolating vs extrapolating"