- #1
- 566
- 61
Ok so these are two different goals. But mathematically, I don't see how one can explain well without also being able to predict well. After all, regression is about function estimation regardless of which goal. If we can infer well using the coefficients, then we should be able to predict well also. So say our regression is done well in accords to scientific and statistical procedures to answer a question. Then if we get new data, and we can't make good predictions, then how good was our original regression estimates? So I can't see how they don't go hand in hand.