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Is validation some kind of quality control? Does "valid" mean "quality approved by W3C"?
Validity is one of the quality criteria for a Web page, but there are many others. In other words, a valid Web page is not necessarily a good web page, but an invalid Web page has little chance of being a good web page.
For that reason, the fact that the W3C Markup Validator says that one page passes validation does not mean that W3C assesses that it is a good page. It only means that a tool (not necessarily without flaws) has found the page to comply with a specific set of rules. No more, no less. This is also why the "valid ..." icons should never be considered as a "W3C seal of quality".
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Why should I validate my HTML pages?
One of the important maxims of computer programming is: Be conservative in what you produce; be liberal in what you accept.
Browsers follow the second half of this maxim by accepting Web pages and trying to display them even if they're not legal HTML. Usually this means that the browser will try to make educated guesses about what you probably meant. The problem is that different browsers (or even different versions of the same browser) will make different guesses about the same illegal construct; worse, if your HTML is really pathological, the browser could get hopelessly confused and produce a mangled mess, or even crash.
That's why you want to follow the first half of the maxim by making sure your pages are legal HTML. The best way to do that is by running your documents through one or more HTML validators.
A lengthier answer to this question is also available on this site if the explanation above did not satisfy you.
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<span style="color:#993300">Nothing wrong with the validator here, it just knows HTML better than you do. -- David Dorward, Validator's mailing-list.</span>
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