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Comment: Statistical Inference from a Predictive Perspective
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DOI：10.1214/19-STS748.png)
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Abstract
En 中文
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.
Keywords:
Regression
prediction
variable importance
effect sizes