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Re: st: Stata interface


From   Ronan Conroy <[email protected]>
To   "statalist hsphsun2.harvard.edu" <[email protected]>
Subject   Re: st: Stata interface
Date   Fri, 30 May 2003 10:55:10 +0100

on 30/05/2003 10:23 am, R. Allan Reese at [email protected] wrote:

> Dynamic graphics are
> like a random walk: you may find a pretty view, but does that make it
> meaningful? If there is some objective measure to optimize, should that
> not be built into the program?  If not, it is a design decision.

A walk is never random when you bring your ideas with you. It's more like
the process of diagnosis: you start with ideas that you bring to the
situation, but you need to make sure the situation is not more complicated
than your ideas. In most cases where it has made a difference, EDA has
refined models which I would have drawn from the previous literature, or, in
at least one case, suggested they were plain wrong.

But it brings up a whole nightmare in the philosophy of science. P-values
for parameter estimates are contingent on the model being specified in
advance. If I derive my model (and not just estimate its parameters) from my
data, the usual logic of hypothesis testing is violated (and this,
incidentally, is the biggest objection to stepwise methods: their p-values
are not p-values).

Whether you would shed tears over the loss of p-values depends on yourself,
of course.  

Ronan M Conroy ([email protected])
Lecturer in Biostatistics
Royal College of Surgeons
Dublin 2, Ireland
+353 1 402 2431 (fax 2764)

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