A Structural Perspective on the Experimentalist School
批评实验主义学派带来的虚假确定性,强调假设在统计工作中不可回避,结论总是有条件的。作者从市场营销领域总结三条经验:结构范式主导、数据质量更好、重视外部验证,并指出控制实验不能替代理论,最后讨论了模型验证的不同方法。
What has always bothered me about the “experimentalist” school is the false sense of certainty it conveys. My view, like Leamer's, is that there is no way to escape the role of assumptions in statistical work, so our conclusions will always be contingent. Hence, we should be circumspect about our degree of knowledge. I present some lessons for economics from the field of marketing, a field where broad consensus has been reached on many key issues over the past twenty years. In marketing, 1) the structural paradigm is dominant, 2) the data are a lot better than in some fields of economics, and 3) there is great emphasis on external validation. Of course, good data always helps. I emphasize that the ability to do controlled experiments does not obviate the need for theory, and finally I address different approaches to model validation.