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Discussion of “Prediction, Estimation, and Attribution” by Bradley Efron

Jerome Friedman, Trevor Hastie, Robert Tibshirani

Journal of the American Statistical Association · 2020 · Volume 115 · Issue 530

DOI: 10.1080/01621459.2020.1762617

Abstract

Professor Efron has presented us with a thought-provoking paper on the relationship between prediction, estimation, and attribution in the modern era of data science. While we appreciate many of his arguments, we see more of a continuum between the old and new methodology, and the opportunity for both to improve through their synergy.

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