In an email I sent to a colleague who’s writing about lasso and Bayesian regression for R users: The one thing you might want to add, to fit with your pragmatic perspective, is to point out that these different methods are optimal under different assumptions about the data. However, these assumptions are never true (even [...]
Archive of posts filed under the Decision Theory category.
Against optimism about social science
Social science research has been getting pretty bad press recently, what with the Excel buccaneers who didn’t know how to handle data with different numbers of observations per country, and the psychologist who published dozens of papers based on fabricated data, and the Evilicious guy who wouldn’t let people review his data tapes, etc etc. [...]
Cleaning up science
David Hogg pointed me to this post by Gary Marcus, reviewing this skeptics’ all-star issue of Perspectives on Psychological Science that features replication culture heroes Jelte Wicherts, Hal Pashler, Arina Bones, E. J. Wagenmakers, Gregory Francis, Hal Pashler, John Ioannidis, and Uri Simonsohn. I agree with pretty much everything Marcus has to say. In addition [...]
One more thought on Hoover historian Niall Ferguson’s thing about Keynes being gay and marrying a ballerina and talking about poetry
We had some interesting comments on our recent reflections on Niall Ferguson’s ill-chosen remarks in which he attributed Keynes’s economic views (I don’t actually know exactly what Keyesianism is, but I think a key part is for the government to run surpluses during economic booms and deficits during recessions) to the Keynes being gay and [...]
Jesus historian Niall Ferguson and the improving standards of public discourse
History professor (or, as the news reports call him, “Harvard historian”) Niall Ferguson got in trouble when speaking at a conference of financial advisors. Tom Kostigen reports:
7 ways to separate errors from statistics
Betsey Stevenson and Justin Wolfers have been inspired by the recent Reinhardt and Rogoff debacle to list “six ways to separate lies from statistics” in economics research: 1. “Focus on how robust a finding is, meaning that different ways of looking at the evidence point to the same conclusion.” 2. Don’t confuse statistical with practical [...]
The blogroll
I encourage you to check out our linked blogs. Here’s what they’re all about: Cognitive and Behavioral Science BPS Research Digest: I haven’t been following this one recently, but it has lots of good links, I should probably check it more often. There are a couple things that bother me, though. The blog is sponsored [...]
The Supreme Court meets the fallacy of the one-sided bet
Doug Hartmann writes (link from Jay Livingston): Justice Antonin Scalia’s comment in the Supreme Court hearings on the U.S. law defining marriage that “there’s considerable disagreement among sociologists as to what the consequences of raising a child in a single-sex family, whether that is harmful to the child or not.” Hartman argues that Scalia is [...]
Wanna be the next Tyler Cowen? It’s not as easy as you might think!
Someone told me he ran into someone who said his goal was to be Tyler Cowen. OK, fine, it’s a worthy goal, but I don’t think it’s so easy.
He’s getting ready to write a book
Eric Novik does some open-source planning: My co-author, Jacki Buros, and I [Novik] have just signed a contract with Apress to write a book tentatively entitled “Predictive Analytics with R”, which will cover programming best practices, data munging, data exploration, and single and multi-level models with case studies in social media, healthcare, politics, marketing, and [...]
Another Feller theory
My paper with Christian Robert, “Not Only Defended But Also Applied”: The Perceived Absurdity of Bayesian Inference, was recently published in The American Statistician, along with discussions by Steve Fienberg, Steve Stigler, Deborah Mayo, and Wesley Johnson, and our rejoinder, The Anti-Bayesian Moment and Its Passing. These articles revolved around the question of why the [...]
The harm done by tests of significance
After seeing this recent discussion, Ezra Hauer sent along an article of his from the journal Accident Analysis and Prevention, describing three examples from accident research in which null hypothesis significance testing led researchers astray. Hauer writes: The problem is clear. Researchers obtain real data which, while noisy, time and again point in a certain [...]
Likelihood Ratio ≠ 1 Journal
Dan Kahan writes: The basic idea . . . is to promote identification of study designs that scholars who disagree about a proposition would agree would generate evidence relevant to their competing conjectures—regardless of what studies based on such designs actually find. Articles proposing designs of this sort would be selected for publication and only [...]
Misunderstanding the p-value
The New York Times has a feature in its Tuesday science section, Take a Number, to which I occasionally contribute (see here and here). Today’s column, by Nicholas Balakar, is in error. The column begins: When medical researchers report their findings, they need to know whether their result is a real effect of what they [...]
Yes, the decision to try (or not) to have a child can be made rationally
Philosopher L. A. Paul and sociologist Kieran Healy write: Choosing to have a child involves a leap of faith, not a carefully calibrated rational choice. When surprising results surface about the dissatisfaction many parents experience, telling yourself that you knew it wouldn’t be that way for you is simply a rationalization. The same is true [...]
Why big effects are more important than small effects
The title of this post is silly but I have an important point to make, regarding an implicit model which I think many people assume even though it does not really make sense. Following a link from Sanjay Srivastava, I came across a post from David Funder saying that it’s useful to talk about the [...]
Life in the C-suite: An graph that is both ugly and bad, and an unrelated story
Jemes Keirstead sends along this infographic: He hates it: First we’ve got an hourglass metaphor wrecked by the fact that “now” (i.e. the pinch point in the glass) is actually 3-5 years in the future and the past sand includes “up to three years” in the future. Then there are the percentages which are appear [...]
If a lottery is encouraging addictive gambling, don’t expand it!
This story from Vivian Yee seems just horrible to me. First the background: Pronto Lotto’s real business takes place in the carpeted, hushed area where its most devoted customers watch video screens from a scattering of tall silver tables, hour after hour, day after day. The players — mostly men, about a dozen at any [...]
Zero Dark Thirty and Bayes’ theorem
A moviegoing colleague writes: I just watched the movie Zero Dark Thirty about the hunt for Osama Bin Laden. What struck me about it was: (1) Bayes theorem underlies the whole movie; (2) CIA top brass do not know Bayes theorem (at least as portrayed in the movie). Obviously one does not need to know [...]
A must-read paper on statistical analysis of experimental data
Russ Lyons points to an excellent article on statistical experimentation by Ron Kohavi, Alex Deng, Brian Frasca, Roger Longbotham, Toby Walker, Ya Xu, a group of software engineers (I presume) at Microsoft. Kohavi et al. write: Online controlled experiments are often utilized to make data-driven decisions at Amazon, Microsoft . . . deployment and mining [...]
Glenn Hubbard and I were on opposite sides of a court case and I didn’t even know it!
Matt Taibbi writes: Glenn Hubbard, Leading Academic and Mitt Romney Advisor, Took $1200 an Hour to Be Countrywide’s Expert Witness . . . Hidden among the reams of material recently filed in connection with the lawsuit of monoline insurer MBIA against Bank of America and Countrywide is a deposition of none other than Columbia University’s [...]
Don’t let your standard errors drive your research agenda
Alexis Le Nestour writes: How do you test for no effect? I attended a seminar where the person assumed that a non significant difference between groups implied an absence of effect. In that case, the researcher needed to show that two groups were similar before being hit by a shock conditional on some observable variables. [...]
Economists argue about Bayes
Robert Bell pointed me to this post by Brad De Long on Bayesian statistics, and then I also noticed this from Noah Smith, who wrote: My impression is that although the Bayesian/Frequentist debate is interesting and intellectually fun, there’s really not much “there” there… despite being so-hip-right-now, Bayesian is not the Statistical Jesus. I’m happy [...]
Freakonomics Experiments
Stephen Dubner writes: Freakonomics Experiments is a set of simple experiments about complex issues—whether to break up with your significant other, quit your job, or start a diet, just to name a few. . . . a collaboration between researchers at the University of Chicago, Freakonomics, and—we hope!—you. Steve Levitt and John List, of the [...]
That claim that students whose parents pay for more of college get worse grades
Theodore Vasiloudis writes: I came upon this article by Laura Hamilton, an assistant professor in the University of California at Merced, that claims that “The more money that parents provide for higher education, the lower the grades their children earn.” I can’t help but feel that there something wrong with the basis of the study [...]