all models are wrong… / science and statistics

Below is a link to a great article on the science of statistics by George E. P. Box, where he mentions, and develops, his famous dictum that “all models are wrong” (qualifying it with the fact of their usefulness – “all models are wrong, but some are useful”, though this does not appear in the article varbatim)

Drawing examples from the work of another famous statistician, R.A. Fisher, George Box includes valuable lessons for data analysts (as relevant today as back then), such as:bimodal

  • the importance of focusing on both theory and practice in statistical work, especially academic
  • the ability to “devise simple but evocative models”
  • not falling in love with your models (borrowing the metaphor of Pygmalion from Francis Bacon)
  • resisting the temptations of “cookbookery” and “mathematistry”

Box first talks about the scientific method as a continual iteration between theory and practice (deduction and induction), and then illustrates this with poignant examples from the creative and industrious work of Fisher in all sorts of practical data analysis.

Choice quotes:

  • One important idea is that science is a means whereby learning is achieved, not by mere theoretical speculation on the one hand, nor by the undirected accumulation of practical facts on the other, but rather by a motivated iteration between theory and practice
  • Since all models are wrong the scientist cannot obtain a “correct” one by excessive elaboration.
  • Since all models are wrong the scientist must be alert to what is importantly wrong.
  • In the inferential stage, the analyst acts as a sponsor for the model […] Having completed the analysis, however, he must switch his role from sponsor to critic
    In such areas as sociology, psychology, education, and even, I sadly say, engineering, investigators who are not themselves statisticians some- times take mathematistry seriously. Overawed by what they do not understand, they mistakenly distrust their own common sense and adopt inappropriate procedures devised by mathematicians with no scientific experience.
  • One by one, the various crises which the world faces be- come more obvious and the need for hard facts on which to take sensible action becomes inescapable
  • Mathematics artfully employed…

search for “science and statistics box” and look for a pdf
JStor has it at http://www.jstor.org/stable/2286841

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