Timeline for What is wrong with extrapolation?
Current License: CC BY-SA 3.0
11 events
when toggle format | what | by | license | comment | |
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Dec 29, 2017 at 22:50 | comment | added | AdamO | @Kostia I might disagree that regression models (with time as a covariate) are often used for extrapolation or that if they are, those rogue analysts are going against the general consensus of statistics. ARIMA models are employed with adequate success and conservatism in most areas of research. | |
Jun 30, 2016 at 8:01 | comment | added | user83346 | see stats.stackexchange.com/questions/221379/… | |
Jun 29, 2016 at 13:04 | history | bounty ended | Glen_b | ||
Jun 28, 2016 at 16:04 | comment | added | Metariat | "The regression model is “by construction” an interpolation model" -> I guess we can have exactly the same issue with interpolation (even if it's less likely to happen) | |
Jun 22, 2016 at 16:27 | comment | added | Kostia | Exactly. And this why extrapolation may be a bad idea. | |
Jun 22, 2016 at 16:20 | comment | added | horaceT | Point taken and you may (should) be right. But judging from the batch of points, there is no way one could infer the true function. | |
Jun 22, 2016 at 7:26 | comment | added | Kostia | "The straight regression line fit data points much better than your curvy true function" This statement is false. The RSS for the true regression function is smaller than RSS for the simple regression line, | |
Jun 22, 2016 at 5:17 | comment | added | horaceT | This is a terrible example against extrapolation. The straight regression line fit data points much better than your curvy true function. | |
S Jun 20, 2016 at 13:56 | history | suggested | psmears | CC BY-SA 3.0 |
Improve wording and grammar; add description for image
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Jun 20, 2016 at 13:45 | review | Suggested edits | |||
S Jun 20, 2016 at 13:56 | |||||
Jun 19, 2016 at 6:31 | history | answered | Kostia | CC BY-SA 3.0 |