An attempt to explain what statistics is about

Statistics is about trying to infer a pure, imaginary, nonexistent, often massively multidimensional structure which relates different quantities to each other, together with estimates of how uncertain the estimates are of the shape of this structure. This inference is based on the statistician’s expression of their best guess of the qualitative nature of this structure (based on substantive theory, experience wandering around the world…), combined with data which is used to constrain this best guess and estimate quantitative parameters describing the shape.

George Box said “All models are wrong…” (if they’re models then they’re imaginary and they’re intended to simplify reality)  “… some are useful…” (they help us understand some phenomena, or to make predictions, when combined with, say, psychosocial theory; they relate in some way to the – or at least a – reality out there…).

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