Predictive Statistics: Analysis and Inference beyond Models - 46

Conventional statistical analyses, however, treat prediction as secondary, instead focusing on modelling and hence estimation, testing, and detailed physical interpretation, tackling these tasks before the predictive adequacy of a model is established.

This book outlines a fully predictive approach to statistical problems based on studying predictors; the approach does not require predictors correspond to a model although this important special case is included in the general approach.

Throughout, the point is to examine predictive performance before considering conventional inference.