February 18 “Testing with models that are not true” (Christian Hennig)

The sixth meeting of our Phil Stat Forum*:

The Statistics Wars
and Their Casualties

18 February, 2021

TIME: 15:00-16:45 (London); 10-11:45 a.m. (New York, EST)

For information about the Phil Stat Wars forum and how to join, click on this link. 

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Testing with Models that Are Not True

Christian Hennig

ABSTRACT:The starting point of my presentation is the apparently popular idea that in order to do hypothesis testing (and more generally frequentist model-based inference) we need to believe that the model is true, and the model assumptions need to be fulfilled. I will argue that this is a misconception. Models are, by their very nature, not “true” in reality. Mathematical results secure favourable characteristics of inference in an artificial model world in which the model assumptions are fulfilled. For using a model in reality we need to ask what happens if the model is violated in a “realistic” way. One key approach is to model a situation in which certain model assumptions of, e.g., the model-based test that we want to apply, are violated, in order to find out what happens then. This, somewhat inconveniently, depends strongly on what we assume, how the model assumptions are violated, whether we make an effort to check them, how we do that, and what alternative actions we take if we find them wanting. I will discuss what we know and what we can’t know regarding the appropriateness of the models that we “assume”, and how to interpret them appropriately, including new results on conditions for model assumption checking to work well, and on untestable assumptions. 

Christian Hennig is a Professor in the Department of Statistical Sciences,“Paolo Fortunati”, at the University of Bologna since November 2018. Hennig’s research interests are cluster analysis, multivariate data analysis incl. classification and data visualisation, robust statistics, foundations and philosophy of statistics, statistical modelling and applications. He was Senior Lecturer in Statistics at UCL, London, 2005- 2018. Hennig studied Mathematics in Hamburg and Statistics in Dortmund. He was promoted at the University of Hamburg in 1997 and habilitated in 2005. In 2017 Hennig got his Italian habilitation. After having obtained his PhD, he worked as research assistant and lecturer at the University of Hamburg and ETH Zuerich.


Readings:

Iqbal ShamsudheenChristian Hennig(2020) Should we test the model assumptions before running a model-based test? (PDF)

Mayo D. (2018). “Section 4.8 All Models Are False” excerpt from Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars, CUP. (pp. 296-301)

 


Slides and Video Links: 

Christian Hennig’s slides: Testing In Models That Are Not True

Christian Hennig Presentation

Christian Hennig Discussion


Mayo’s Memos: Any info or events that arise that seem relevant to share with y’all before the meeting. Please check back closer to the meeting day.

*Meeting 14 of our the general Phil Stat series which began with the LSE Seminar PH500 on May 21

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One thought on “February 18 “Testing with models that are not true” (Christian Hennig)

  1. Pingback: Aris Spanos: Modeling vs. Inference in Frequentist Statistics (guest post) | Error Statistics Philosophy

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