The Curve-Fitting Problem, Akaike-type Model Selection, and the Error Statistical Approach

نویسنده

  • Aris Spanos
چکیده

The curve-fitting problem is often viewed as an exemplar which encapsulates the multitude of dimensions and issues associated with inductive inference, including underdetermination and the reliability of inference. The prevailing view is that the ‘fittest’ curve is one which provides the optimal trade-off between goodness-of-fit and simplicity, with the Akaike Information Criterion (AIC) the preferred method. The paper argues that the AIC-type procedures do not provide an adequate solution to the curve fitting problem because (a) they have no criterion to assess when a curve captures the regularities in the data inadequately, and (b) they are prone to unreliable inferences. The thesis advocated is that for more satisfactory answers one needs to view the curvefitting problem in the context of error-statistical approach where (i) statistical adequacy provides a criterion for selecting the fittest curve and (ii) the error probabilities can be used to calibrate the reliability of inductive inference. This thesis is illustrated by comparing the Kepler and Ptolemaic models in terms of statistical adequacy, showing that the latter does not ‘save the phenomena’ as often claimed. This calls into question the view concerning the pervasiveness of the problem of underdetermination; statistically adequate ‘fittest’ curves are rare, not common. ∗Thanks are due to Deborah Mayo and Clark Glymour for valuable suggestions and comments on an earlier draft of the paper.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Curve Fitting, the Reliability of Inductive Inference, and the Error- Statistical Approach

The main aim of this paper is to revisit the curve fitting problem using the reliability of inductive inference as a primary criterion for the ‘fittest’ curve. Viewed from this perspective, it is argued that a crucial concern with the current framework for addressing the curve fitting problem is, on the one hand, the undue influence of the mathematical approximation perspective, and on the othe...

متن کامل

Boosting Algorithms: Regularization, Prediction and Model Fitting

We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival analysis. Concepts of degrees of freedom and corresponding Akaike or Bayesian information criteria, particularly useful for regularization and variable selectio...

متن کامل

Fitting Ranked English and Spanish Letter Frequency Distribution in U.S. and Mexican Presidential Speeches

The limited range in its abscissa of ranked letter frequency distributions causes multiple functions to fit the observed distribution reasonably well. In order to critically compare various functions, we apply the statistical model selections on ten functions, using the texts of U.S. and Mexican presidential speeches in the last 1-2 centuries. Dispite minor switching of ranking order of certain...

متن کامل

Extrapolation Error

Two kinds of error commonly arise in statistical inference. The most common one is sampling error, arising from small samples. The second is the error arising from unrepresentative samples. Such errors occur in curve-fitting examples when the curves are fitted in one domain and used for prediction in another, which might be referred to as an error of extrapolation. The problem with extrapolatio...

متن کامل

Aris Spanos Foundational Issues in Statistical Modeling : Statistical Model Specification and Validation

Statistical model specification and validation raise crucial foundational problems whose pertinent resolution holds the key to learning from data by securing the reliability of frequentist inference. The paper questions the judiciousness of several current practices, including the theory-driven approach, and the Akaike-type model selection procedures, arguing that they often lead to unreliable ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006