Statistical Science

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

E. L. Lehmann

Full-text: Open access

Abstract

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.

Article information

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

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.ss/1177012164

Digital Object Identifier
doi:10.1214/ss/1177012164

Mathematical Reviews number (MathSciNet)
MR1062574

Zentralblatt MATH identifier
0955.62516

JSTOR
links.jstor.org

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

Citation

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. https://projecteuclid.org/euclid.ss/1177012164


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