Science without (parametric) models: the case of bootstrap resampling
نویسنده
چکیده
Scientific and statistical inferences build heavily on explicit, parametric models, and often with good reasons. However, the limited scope of parametric models and the increasing complexity of the studied systems in modern science raise the risk of model misspecification. Therefore, I examine alternative, data-based inference techniques, such as bootstrap resampling. I argue that their neglect in the philosophical literature is unjustified: they suit some contexts of inquiry much better and use a more direct approach to scientific inference. Moreover, they make more parsimonious assumptions and often replace theoretical understanding and knowledge about mechanisms by careful experimental design. Thus, it is worthwhile to study in detail how nonparametric models serve as inferential engines in science.
منابع مشابه
روشهای بازنمونهگیری بوت استرپ و جک نایف در تحلیل بقای بیماران مبتلا به تالاسمی ماژور
Background and Objectives: A small sample size can influence the results of statistical analysis. A reduction in the sample size may happen due to different reasons, such as loss of information, i.e. existing missing value in some variables. This study aimed to apply bootstrap and jackknife resampling methods in survival analysis of thalassemia major patients. Methods: In this historical coh...
متن کاملEmerging Applications of the Resampling Methods in Actuarial Models
Uncertainty of insurance liabilities has always been the key issue in actuarial theory and practice. This is represented for instance by study and modeling of mortality in life insurance and loss distributions in traditional actuarial science. These models have evolved from early simple deterministic calculations to more sophisticated, probabilistic ones. Such probabilistic models have been tra...
متن کاملFinite Sample Properties of the Dependent Bootstrap for Conditional Moment Models
This paper assesses the finite sample refinements of the block bootstrap and the Non-Parametric Bootstrap for conditional moment models. The study recononsiders inference in the generalized method of moments estimation of the consumption asset pricing model of Singleton (1986). These dependent bootstrap resampling schemes are proposed as an alternative to the asymptotic approximation in small s...
متن کاملParametric and Nonparametric Bootstrap in Actuarial Practice
Uncertainty of insurance liabilities has always been the key issue in actuarial theory and practice. This is represented for instance by study and modeling of mortality in life insurance, and loss distributions in traditional actuarial science. These models have evolved from early simple deterministic calculations to more sophisticated probabilistic ones. Such probabilistic models have been tra...
متن کاملComparing two testing procedures in unbalanced two-way ANOVA models under heteroscedasticity: Approximate degree of freedom and parametric bootstrap approach
The classic F-test is usually used for testing the effects of factors in homoscedastic two-way ANOVA models. However, the assumption of equal cell variances is usually violated in practice. In recent years, several test procedures have been proposed for testing the effects of factors. In this paper, the two methods that are approximate degree of freedom (ADF) and parametric bootstr...
متن کاملذخیره 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 ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Synthese
دوره 180 شماره
صفحات -
تاریخ انتشار 2011