How to Do Statistical Research

摘要

Statistical research, for me, usually begins with either trying to find a half-reasonable answer to a question, where I have found no prior approach exists, or trying to find a 60% reasonable answer based on something that is already half-reasonable. In brief, doing something where there is currently nothing, or doing a little better where there is currently something. If what already exists is pretty good, I'll use it. This takes place in a context (data, questions). I lost interest in context-free statistical research long ago, partly because any "standard" or "routine" method, model, tool, or technique is likely to need modification or extension in a new context. Therein lies the chance to do some research, if that interests you. If not, use something "off-the-shelf" and hope it does a good job. (In my experience, finding out whether a given method, model, tool, or technique does the job is frequently a research problem itself.) If there is no standard or routine method, model, tool, or technique, go for it and hope nobody notices until you are done!