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‘All models are wrong...’: an introduction to model uncertainty
Author(s) -
Wit Ernst,
Heuvel Edwin van den,
Romeijn JanWillem
Publication year - 2012
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2012.00530.x
Subject(s) - frequentist inference , model selection , selection (genetic algorithm) , field (mathematics) , computer science , bayesian probability , bayesian inference , rest (music) , management science , data science , artificial intelligence , mathematics , economics , medicine , pure mathematics , cardiology
In this article, we introduce the concept of model uncertainty. We review the frequentist and Bayesian ideas underlying model selection, which serve as an introduction to the rest of this special issue on ‘All models are wrong...’, a workshop under the same name was held in March 2011 in Groningen to critically examined the field of statistical model selection methods over the past 40 years. We briefly introduce the philosophical debate that is concerned with model selection. We present the results of a questionnaire that was distributed under the participants of the workshop, showing that the field has not yet reached a comforting consensus and is still in full swing.