Comment: Statistical Inference from a Predictive Perspective

• Autores: Alessandro Rinaldo, Ryan J. Tibshirani, Larry Wasserman
• Localización: Statistical science, ISSN 0883-4237, Vol. 34, Nº. 4, 2019 (Ejemplar dedicado a: Memorial Issue for Lawrence D. Brown), págs. 599-603
• Idioma: inglés
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• Resumen

  • 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.