Break it to grok it: The best way to understand how a method works is go construct scenarios where it fails | Statistical Modeling, Causal Inference, and Social Science
I came across an algorithm . . . [follows with description of some classical and Bayesian approaches that use this algorithm] . . . Now the results I have gotten from these models seem very accurate. Is there a theoretical basis for why this model should or shouldn’ t work? I’ m skipping the details so as to emphasize the general nature of my advice on this sort of problem. Here’s how I replied: I am sure you can construct an example where the method under discussion gives bad estimates. That does not
