A mess with which I am comfortable
Statistical Modeling, Causal Inference, and Social Science 2013-04-22
Summary:
Having established that survey weighting is a mess, I should also acknowledge that, by this standard, regression modeling is also a mess, involving many arbitrary choices of variable selection, transformations and modeling of interaction. Nonetheless, regression modeling is a mess with which I am comfortable and, perhaps more relevant to the discussion, can be extended [...]