We respond to the discussants of our articles emphasizing the importance of inference under misspecification in the context of the reproducibility/replicability crisis. Along the way, we discuss the roles of diagnostics and model building in regression as well as connections between our well-specification framework and semiparametric theory.
"Models as Approximations—Rejoinder." Statist. Sci. 34 (4) 606 - 620, November 2019. https://doi.org/10.1214/19-STS762