A brief history of general-to-specific modelling
General-to-specific modelling, Gets, has a long history of important developments, but its empirical application has faced opposition from accusations of ‘data mining’, now no longer pejorative, and other criticisms often based on misunderstandings. Some of the key stages are reviewed, leading to it...
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| Format: | Journal article |
| Language: | English |
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Wiley
2023
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| Summary: | General-to-specific modelling, Gets, has a long history of important developments, but its empirical application has faced opposition from accusations of ‘data mining’, now no longer pejorative, and
other criticisms often based on misunderstandings. Some of the key stages are reviewed, leading to
its present automated machine-learning role, searching over more variables than the available sample
size from non-stationary data to select congruent, encompassing relations with invariant parameters
on valid conditioning variables |
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