Open Access
November 2019 Comment: Models Are Approximations!
Anthony C. Davison, Erwan Koch, Jonathan Koh
Statist. Sci. 34(4): 584-590 (November 2019). DOI: 10.1214/19-STS746


This discussion focuses on areas of disagreement with the papers, particularly the target of inference and the case for using the robust ‘sandwich’ variance estimator in the presence of moderate mis-specification. We also suggest that existing procedures may be appreciably more powerful for detecting mis-specification than the authors’ RAV statistic, and comment on the use of the pairs bootstrap in balanced situations.


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Anthony C. Davison. Erwan Koch. Jonathan Koh. "Comment: Models Are Approximations!." Statist. Sci. 34 (4) 584 - 590, November 2019.


Published: November 2019
First available in Project Euclid: 8 January 2020

zbMATH: 07240214
MathSciNet: MR4048589
Digital Object Identifier: 10.1214/19-STS746

Keywords: bootstrap , designed experiment , infinitesimal jackknife , model mis-specification , regression diagnostics , sandwich variance estimator

Rights: Copyright © 2019 Institute of Mathematical Statistics

Vol.34 • No. 4 • November 2019
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