# Linked Questions

10 questions linked to/from What is a 'true' model?
4answers
14k views

### In regression analysis what's the difference between data-generation process and model?

In regression analysis what's the difference between 'data-generation process' and 'model'?
3answers
784 views

### Regression and causality in econometrics

In regression in general and in linear regression in particular causal interpretation about parameters is sometimes permitted. At least in econometrics literature, but not only, when causal ...
1answer
283 views

### How would econometricians answer the objections and recommendations raised by Chen and Pearl (2013)?

In their article, Chen and Pearl (2013), critically examined 6 econometric textbooks, among these the textbooks written by Wooldridge (2009) {the introductory book}, and Stock & Watson (2011). ...
2answers
217 views

### Using LASSO to select model - can't infer, what does this mean?

I realize that when I use LASSO to select a model, I can't infer from it because it penalizes the coefficients to best fit the data. I'm just a little confused as to what exactly this means. Isn't ...
1answer
168 views

### What's the DGP in causal inference?

This question come from this discussion (Under which assumptions a regression can be interpreted causally? ). That discussion touch too arguments and is not possible to speak about all things there. ...
1answer
402 views

### Does homoscedasticity imply that the regressor variables and the errors are uncorrelated?

By OLS regression equation: $$Y = a + bX + e$$ My thoughts are that homoscedasticity by definition imply that $Var(Y|X) = Var(e|X)=$ constant, then this would imply that $Var(e|X) = Var(e)$ which ...
1answer
240 views

### linear causal model

Currently I’m focused on linear causal model expressed as a structural equation like this: $y = \beta_1 x_1 + \beta_2 x_2 + … + \beta_k x_k + u$ where $E[u|x_1,x_2,…,x_k]=0$ (exogenous error) we ...
0answers
222 views

### Structural equation and causal model in economics

Structural equations is a useful language for causal analysis in economics. In Causality Pearl (2009 cap 5) we can find the best discussion about this. My question: is possible to use the concept of ...
3answers
150 views

### In regression analysis, data generate model or model generate data?

I am learning regression analysis and in starting of that I have encountered two statements: S1: model generates data S2: data generates model Given that one is correct, so I picked up S2, thinking ...
0answers
75 views

### Supervised learning when there is a true underlying model vs. supervised learning when there is no underlying model?

(I found a more concise way of expressing my question - I'm leaving the original wording below for reference purposes) Is there a difference in the way we approach supervised learning problems when ...