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Comment on Mathiness

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Adding quantities of wildly different units is totally unsound [1].

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[1] except in machine learning

OLS legitimately incorporates all unit conversions in the betas. That's gross but sound.

If at the end of the day you have to compare wildly different things, you have to compare wildly different things. Usually this will involve making a judgment call about how to weigh these things, or in other words, selecting units for the purpose of adding quantities of wildly different units.

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