Choosing a statistical model

The new issue of Statistica Neerlandica has an interesting special theme: “All Models Are Wrong…”. This quote (“…but some are useful”) is every statistician’s favourite, for a good reason. It is very rare to find a researcher who has stopped to think through what they want a model for. It is quite common to make one because that’s what grown-up scientists do… isn’t it? You chuck out everything non-significant while making it as complicated as possible. Right?
Knowing a little philosophy of science here can help you be a better statistician. And, I strongly suspect, vice versa.

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