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May, 1990 Model Specification: The Views of Fisher and Neyman, and Later Developments
E. L. Lehmann
Statist. Sci. 5(2): 160-168 (May, 1990). DOI: 10.1214/ss/1177012164


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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E. L. Lehmann. "Model Specification: The Views of Fisher and Neyman, and Later Developments." Statist. Sci. 5 (2) 160 - 168, May, 1990.


Published: May, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0955.62516
MathSciNet: MR1062574
Digital Object Identifier: 10.1214/ss/1177012164

Rights: Copyright © 1990 Institute of Mathematical Statistics


Vol.5 • No. 2 • May, 1990
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