[R] RE: step, leaps, lasso, LSE or what?
roger at ysidro.econ.uiuc.edu
Sat Mar 2 17:47:24 CET 2002
On Fri, 1 Mar 2002, Brian Ripley wrote:
> >Statisticians of the Box/Cox/Tukey
> >generation would say that effectiveness in deriving scientific insights
> >was the real test (and I recall hearing that from those I named).
A nice formulation of this viewpoint that happens to be lying on my desk at
the moment is the following:
A final general comment is that the discussion above is of the question
of how to reach conclusions about parameters in a model on which we are
agreed. It seems to me, however, that a more important matter is how to
formulate more realistic models that will enable scientifically more
searching questions to be asked of data.
D.R Cox, (p 53) Discussion of L.J. Savage's (1962)
Subjective probability and statistical practice, Methuen.
url: http://www.econ.uiuc.edu Roger Koenker
email roger at ysidro.econ.uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help