Nuisance parameters

With Heather Battey, Imperial College London

Nuisance parameters

The role of models for the purpose of developing understanding of physical, biological or sociological processes is emphasized. Realistic models for such systems are often high-dimensional, although interest typically lies in a low-dimensional parameter such as a treatment or exposure effect. There are settings in which it seems sensible to model explicitly only those aspects of direct concern, retaining a level of agnosticism over the rest of the data generating mechanism. This rather vague idea and its implications will be illustrated with specific examples.

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