I believe there are two kinds of people who are most likely to be confused: those who have extremely vague goals and those who have extremely clear goals. This is not a paradox at all. Unfortunately, I find I seem to belong to the second type.
This evening when I was chatting with Dr. CHEN, he told me that he found himself still confused by some problems in regression analysis and it was the same with Dr. LI. Frankly speaking, I’m not amazed at all, because I’m clear that it is the same with me, too. Students in the major of statistics always look down upon the method of regression, but I can affirm that few of us have completely mastered the knowledge in the area of regression (even linear regression!).