Random Model Discrepancy: Interpretations and Technicalities (A Rejoinder)

  • Wu H
  • Browne M
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Abstract

In this rejoinder we discuss the following aspects of our approach to model discrepancy: the inter-pretations of the two populations and adventitious error, the choice of inverse Wishart distribution, the perceived danger of justifying a model with bad fit, the relationship among our new approach, Chen's (J R Stat Soc Ser B, 41:235–248, 1979) approach and the existing RMSEA-based approach, and the Pitman drift assumption. We would like to thank the discussants for their thoughtful comments on our work that ranges from philosophical understanding of scientific research to technical details and simulations. We are especially grateful to MacCallum and O'Hagan (2015) who gave an overview of Uncertainty Quantification (UQ) and highlight the linkage between our approach in SEM and the UQ frame-work. 1. Model Discrepancy as Adventitious Error

Author-supplied keywords

  • Pitman drift
  • RMSEA
  • adventitious error
  • model discrepancy
  • uncertainty quantification

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Authors

  • Hao Wu

  • Michael W. Browne

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