Why is causation not important in prediction modelling? Wouldn't the inclusion of potentially spurious factors be problematic when trying to apply the model in other samples?
@jekamito Жыл бұрын
that is why you need external validation for your models. To determine the causality of a factor, you need to know the causal model, which we do not many times. Check Miguel Hernan's lectures on the topic.
@Marteenez_ Жыл бұрын
@@jekamito Isn't that just implicitly saying we do need to know causal factors, whether they are obtained from external validation or causal modelling.