Exploratory and Confirmatory Data Analysis

Data analysis often falls into two phases: exploratory and confirmatory. The exploratory phase isolates patterns and features of the data and reveals these forcefully to the analyst (Hoaglin, Mosteller, and Tukey, 1983). If a model is fit to the data, exploratory analysis finds patterns that represent deviations from the model. These patterns lead the analyst to revise the model, and the process is repeated.

In contrast, confirmatory data analysis quantifies the extent to which [deviations from a model] could be expected to occur by chance (Gelman, 2004). Confirmatory analysis uses the traditional statistical tools of inference, significance, and confidence.

Exploratory data analysis is sometimes compared to detective work: it is the process of gathering evidence. Confirmatory data analysis is comparable to a court trial: it is the process of evaluating evidence. Exploratory analysis and confirmatory analysis can—and should—proceed side by side (Tukey, 1977).