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Slez, Adam – Sociological Methods & Research, 2019
Young and Holsteen (YH) introduce a number of tools for evaluating model uncertainty. In so doing, they are careful to differentiate their method from existing forms of model averaging. The fundamental difference lies in the way in which the underlying estimates are weighted. Whereas standard approaches to model averaging assign higher weight to…
Descriptors: Research Methodology, Models, Ambiguity (Context), Computation
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Young, Cristobal – Sociological Methods & Research, 2019
The commenter's proposal may be a reasonable method for addressing uncertainty in predictive modeling, where the goal is to predict "y." In a treatment effects framework, where the goal is causal inference by conditioning-on-observables, the commenter's proposal is deeply flawed. The proposal (1) ignores the definition of…
Descriptors: Causal Models, Predictor Variables, Research Methodology, Ambiguity (Context)