Comment: Statistical Inference from a Predictive Perspective

被引：2

作者：

Rinaldo, Alessandro ^{[1
]}

Tibshirani, Ryan J. ^{[1
]}

Wasserman, Larry ^{[1
]}

机构：

[1] Carnegie Mellon Univ, Dept Stat & Data Sci, Pittsburgh, PA 15213 USA

来源：

STATISTICAL SCIENCE | 2019年 / 34卷 / 04期

关键词：

Regression; prediction; variable importance; effect sizes;

D O I：

10.1214/19-STS748

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

What is the meaning of a regression parameter? Why is this the de facto standard object of interest for statistical inference? These are delicate issues, especially when the model is misspecified. We argue that focusing on predictive quantities may be a desirable alternative.

引用

页码：599 / 603

页数：5

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