I’ve joked before with people that I liken social science models to rock songs.  My actual mapping is horribly incomplete.  So I’ll set that chatter to the side.

That said, the practice of modeling, in my experience, is a lot like rock ‘n roll.

You give me a topic, and I’ll think for a minute, make an awkward joke to stall, and then say, “well…I think we can throw in a bit of Romer-Rosenthal, maybe a touch of Crawford & Sobel, plus a flourish of valence, and Voilà! … We have a model.” (Participants at EITM 2013 can vouch for this…for better or worse.)

But….I’m serious. Modeling is a delicate balance of divine insight and practice.  And, given the relative and regrettable scarcity of divinity in practice, more practice than insight.

Modeling requires balancing (1) a substantive question, (2) generality, (3) the finitude of time. It lies at the heart of both what are putatively purely-empirical and purely-theoretical enterprises (the only class of social science theory that is “not-putatively-but-actually-purely-and-absolutely-theoretical-and-therefore-unambiguously-correct-and-applicable” is social choice theory.)  Methodologists, game theorists—they all rightly make assumptions to get to the point of their argument.

This is ROCK AND ROLL: YOU HAVE TO FIGHT FOR YOUR RIGHT TO MODEL.

If I said, “tell me how to make a yummy dish,” you’d ask “what’s yummy?” If I, being as obstinate and/or distracted as I usually am, did not answer—you’d have to make some assumptions about what I might like. If you assumed that I liked what everybody else liked, you’d probably hand me “Joy of Cooking.”  On the other hand, if you assumed I asked because I’d looked in the Joy of Cooking and not found what I liked, you would appropriately presume that I wanted something other than “the normal,” and you’d then be  seen by the outside world as playing punk. You’d probably (rightly) take off-the-shelf tools, utilize standard analogies, and leverage structure that threatens few to provide me with a new conclusion. That’s punk.

[During the perhaps overly-artsy bass solo, let me confess that not all punk is good. But all punk is, tautologically, punk.]

…Cue big build, drum crescendo, and….harmonic ending that sends crowd into rhapsodic frenzy…

Ok, What I’m saying is a short thing: good (formal/stat/etc) modeling is punk: it takes “old” tools, “expected” tricks, and combines them to “make the house rock,” or “get the message across.”  (Lucky are those situations when “the house rocks to the message.”)

Does the Pixies anthem “Gouge Away” address every possible situation?  Is it robust to every ephemeral, existential robustness barrage one might throw at it?

Hell no. That’s why the phrase “holy fingers” is so haunting. After all, “holy fingers” are rare unless you count Chicken Fingers ™.

So, when you want to say “well, your explanation for that is just an example, I’ll just say `Get Over It.’ … And then I’ll be gone, making more noise pop, playing a flying Fiddle to the Quotidian.

With that, I leave you with this.