Statistical Science

Model Specification: The Views of Fisher and Neyman, and Later Developments

E. L. Lehmann

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Since Fisher's formulation in 1922 of a framework for theoretical statistics, statistical theory has been concerned primarily with the derivation and properties of suitable statistical procedures on the basis of an assumed statistical model (including sensitivity to deviations from this model). Until relatively recently, the theory has paid little attention to the question of how such a model should be chosen. In the present paper, we consider first what Fisher and Neyman had to say about this problem and in Section 2 survey some contributions statistical theory has made to it. In Section 3 we study a distinction between two types of models (empirical and explanatory) which has been discussed by Neyman, Box, and others. A concluding section considers some lines of further work.

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Statist. Sci., Volume 5, Number 2 (1990), 160-168.

First available in Project Euclid: 19 April 2007

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Empirical model explanatory model model selection reservoir of models binomial model technology revolutionary and normal science


Lehmann, E. L. Model Specification: The Views of Fisher and Neyman, and Later Developments. Statist. Sci. 5 (1990), no. 2, 160--168. doi:10.1214/ss/1177012164.

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