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Comment: Models are approximations! (English) Zbl 1440.62023
Summary: This discussion focuses on areas of disagreement with the papers, particularly the target of inference and the case for using the robust ‘sandwich’ variance estimator in the presence of moderate mis-specification. We also suggest that existing procedures may be appreciably more powerful for detecting mis-specification than the authors’ RAV statistic, and comment on the use of the pairs bootstrap in balanced situations.
Comment on the papers [A. Buja et al., ibid. 34, No. 4, 523–544 (2019; Zbl 1440.62020); ibid. 34, No. 4, 545–565 (2019; Zbl 1440.62021)].

MSC:
62A01 Foundations and philosophical topics in statistics
62F40 Bootstrap, jackknife and other resampling methods
62J20 Diagnostics, and linear inference and regression
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References:
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