David Harville has provided a compelling case for an increased focus on prediction in the teaching of statistics. I am very sympathetic to Harville’s plea. Indeed, it was the ability of statistical methods to address prediction problems (in sports and finance, the same fields that Harville mentions) that attracted me to the field of statistics more than 30 years ago. Even in application areas where the focus has been on parameter estimation, for example, regression coefficients in economics or treatment effects in clinical trials in medicine, it seems quite natural to me to think of these parameter estimates in terms of the predictions that they imply. Given that I agree with Harville on the central role of prediction, my comments below concern his focus on models and the relevance of the “nondenominational” approach.

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评论

大卫·哈维尔提供了一个令人信服的案例，说明统计学教学中更加注重预测。我非常同情哈维尔的请求。事实上，30 多年前，正是统计方法解决预测问题的能力（在体育和金融领域，Harville 提到的领域相同）吸引了我进入统计领域。即使在关注参数估计的应用领域，例如经济学中的回归系数或医学临床试验中的治疗效果，我也很自然地根据它们所暗示的预测来考虑这些参数估计。鉴于我同意哈维尔关于预测的核心作用，我下面的评论涉及他对模型的关注以及“非宗派”方法的相关性。