In 2010-08-30, C. Peng <button...@hotmail.com> wrote: > What statistical measure(s) tend to be answering ALL(?) question of > practical interest?
None. All I had said was that significance testing doesn't really answer any questions of practical interest. Unfortunately, that doesn't mean there's something to answer all such questions. In the regression case brought up by the original poster (that was Cox regression, but the principle is the same), prediction-oriented measures such AIC or cross-validation directly address the question of interest, if that question is predictive ability. In general, one should at the very least form confidence intervals instead of significance tests. In the case in which tests are demanded, e.g. medical journals, replace "instead of" by "in addition to." Norm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
