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.
"Comment: Models Are Approximations!." Statist. Sci. 34 (4) 584 - 590, November 2019. https://doi.org/10.1214/19-STS746