Milan Griffes writes:
I work at GiveWell, which you’ve kindly written about in the past.
I wanted to ask for your current thoughts on the best way to learn statistics outside of formal education since it’s been a few years since your last post on this topic. Do you have any advice for someone with some math background (e.g. Linear Algebra, Analysis) who is just starting to learn statistics? Recommendations of good online courses, book, lecture notes, or other pedagogical devices?
I have two goals for learning statistics:
1. Learning about a field that seems interesting and useful (from my outside perspective).
2. Be able to understand and form opinions about the statistical analyses I encounter in my work at GiveWell (mostly public health and development economics literature, such as our review of evidence on deworming).
My current plan is to work through Dr. Blitzstein’s online course on probability and read a couple intro to stats books, to give myself some theoretical grounding. Then, I think I’d take an online course focused specifically on social science regressions, read some books on the topic, and try to independently analyze some of the sources GiveWell has already looked at. What do you think of this plan?
Thanks very much for taking the time to engage with this. Any thoughts (or your readers’) would be much appreciated.
I can’t say that I have any great advice but maybe the commenters will have some good suggestions. I do like Joe Blitzstein so his course seems like a good start. Some other quick thoughts:
– I recommend my own books, for reals. They’re readable and have lots of applied examples, and they should be pretty easy to follow if you have a math background.
– Best way to learn is to work on a problem you care about, either in your work or in some other topic you care about (sports, politics, movies, whatever). Here I’d suggest jumping in and fitting a model in Stan and making graphs in R, following the model of our World Cup analysis (first try here, follow-up here). I don’t mean you have to fit that particular model, just that you can jump in and go.