[R] RE: step, leaps, lasso, LSE or what?

Roger Koenker 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

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