Statistical model validation: Difference between revisions

Content deleted Content added
Residual diagnostics: small expansion
Line 13:
 
==Methods for validating==
When doing a validation, there are three notable causes of potential difficulty, according to the ''[[Encyclopedia of Statistical Sciences]]'' (2006).<ref name="ESS06">{{citation| first= M. L. | last= Deaton | title= Simulation models, validation of | encyclopedia= [[Encyclopedia of Statistical Sciences]] | editor1-first= S. | editor1-last= Kotz | editor1-link= Samuel Kotz |display-editors=etal | year= 2006 | publisher= [[Wiley (publisher)|Wiley]]}}.</ref> The three causes are these: lack of data; lack of control of the input variables; uncertainty about the underlying probability distributions and correlations. The usual methods for dealing with difficulties in validation include the following: checking the assumptions made in constructing the model; examining the available data and related model outputs; applying expert judgment.<ref name="NRC12" /> Note that expert judgment commonly requires expertise in the application area.<ref name="NRC12">{{citation | chapter= Chapter 5: Model validation and prediction | chapter-url= https://www.nap.edu/read/13395/chapter/7 | author= [[National Academies of Sciences, Engineering, and Medicine|National Research Council]] | year= 2012 | title= Assessing the Reliability of Complex Models: Mathematical and statistical foundations of verification, validation, and uncertainty quantification | ___location= Washington, DC | publisher= [[National Academies Press]] | pages= 52–85 }}. </ref>
 
Expert judgment can sometimes be used to assess the validity of a prediction ''without'' obtaining real data: e.g. for the curvy line in Figure&nbsp;1, an expert might well be able to assess that a substantial extrapolation will be invalid. Additionally, expert judgment can be used in Turing-type tests, where experts are presented with both real data and related model outputs and then asked to distinguish between the two.<ref name= "MB93">{{citation | author1-first= D. G. | author1-last=Mayer | author2-first= D.G. | author2-last= Butler | title= Statistical validation | journal= [[Ecological Modelling]] | year= 1993 | volume= 68 | pages= 21-32 | doi= 10.1016/0304-3800(93)90105-2}}.</ref>