David Allison writes: I hope you will consider covering this in your blog. I admire the authors for simply admitting they made an error and stating clearly and without equivocation that their original conclusions were not substantiated. More attention to the confusing effects of regression to the mean are warranted as is more praise for […]

**Multilevel Modeling**category.

## Regularized Prediction and Poststratification (the generalization of Mister P)

This came up in comments recently so I thought I’d clarify the point. Mister P is MRP, multilevel regression and poststratification. The idea goes like this: 1. You want to adjust for differences between sample and population. Let y be your outcome of interest and X be your demographic and geographic variables you’d like to […]

## How to reduce Type M errors in exploratory research?

Miao Yu writes: Recently, I found this piece [a news article by Janet Pelley, Sulfur dioxide pollution tied to degraded sperm quality, published in Chemical & Engineering News] and the original paper [Inverse Association between Ambient Sulfur Dioxide Exposure and Semen Quality in Wuhan, China, by Yuewei Liu, published in Environmental Science & Technology]. Air […]

## Zero-excluding priors are probably a bad idea for hierarchical variance parameters

(This is Dan, but in quick mode) I was on the subway when I saw Andrew’s last post and it doesn’t strike me as a particularly great idea. So let’s take a look at the suggestion for 8 schools using a centred parameterization. This is not as comprehensive as doing a proper simulation study, but […]

## Individual and aggregate causal effects: Social media and depression among teenagers

This one starts out as a simple story of correction of a statistical analysis and turns into an interesting discussion of causal inference for multilevel models. Michael Daly writes: I saw your piece on ‘Have Smartphone Destroyed a Generation’ and wanted to flag some of the associations underlying key claims in this debate (which is […]

## Psychometrics corner: They want to fit a multilevel model instead of running 37 separate correlation analyses

Anouschka Foltz writes: One of my students has some data, and there is an issue with multiple comparisons. While trying to find out how to best deal with the issue, I came across your article with Martin Lindquist, “Correlations and Multiple Comparisons in Functional Imaging: A Statistical Perspective.” And while my student’s work does not […]

## Using partial pooling when preparing data for machine learning applications

Geoffrey Simmons writes: I reached out to John Mount/Nina Zumel over at Win Vector with a suggestion for their vtreat package, which automates many common challenges in preparing data for machine learning applications. The default behavior for impact coding high-cardinality variables had been a naive bayes approach, which I found to be problematic due its multi-modal output (assigning […]

## The Millennium Villages Project: a retrospective, observational, endline evaluation

Shira Mitchell et al. write (preprint version here if that link doesn’t work): The Millennium Villages Project (MVP) was a 10 year, multisector, rural development project, initiated in 2005, operating across ten sites in ten sub-Saharan African countries to achieve the Millennium Development Goals (MDGs). . . . In this endline evaluation of the MVP, […]

## Fitting a hierarchical model without losing control

Tim Disher writes: I have been asked to run some regularized regressions on a small N high p situation, which for the primary outcome has lead to more realistic coefficient estimates and better performance on cv (yay!). Rstanarm made this process very easy for me so I am grateful for it. I have now been […]

## “The Internal and External Validity of the Regression Discontinuity Design: A Meta-Analysis of 15 Within-Study-Comparisons”

Jag Bhalla points to this post by Alex Tabarrok pointing to this paper, “The Internal and External Validity of the Regression Discontinuity Design: A Meta-Analysis of 15 Within-Study-Comparisons,” by Duncan Chaplin, Thomas Cook, Jelena Zurovac, Jared Coopersmith, Mariel Finucane, Lauren Vollmer, and Rebecca Morris, which reports that regression discontinuity (RD) estimation performed well in these […]

## Justify my love

When everyone starts walking around the chilly streets of Toronto looking like they’re cosplaying the last 5 minutes of Call Me By Your Name, you know that Spring is in the air. Let’s celebrate the end of winter by pulling out our Liz Phair records, our slightly less-warm coats, and our hunger for long reads […]

## This one’s important: How to better analyze cancer drug trials using multilevel models.

Paul Alper points us to this news article, “Cancer Conundrum—Too Many Drug Trials, Too Few Patients,” by Gina Kolata, who writes: With the arrival of two revolutionary treatment strategies, immunotherapy and personalized medicine, cancer researchers have found new hope — and a problem that is perhaps unprecedented in medical research. There are too many experimental […]

## Combining Bayesian inferences from many fitted models

Renato Frey writes: I’m curious about your opinion on combining multi-model inference techniques with rstanarm: On the one hand, screening all (theoretically meaningful) model specifications and fully reporting them seems to make a lot of sense to me — in line with the idea of transparent reporting, your idea of the multiverse analysis, or akin […]

## The problem with those studies that claim large and consistent effects from small and irrelevant inputs

Dale Lehman writes: You have often critiqued those headline grabbing studies such as how news about shark attacks influence voting behavior, how the time of month/color of clothing influences voting, etc. I am in total agreement with your criticisms of this “research.” Too many confounding variables, too small sample sizes, too many forking paths, poor […]

## Bayesian inference for A/B testing: Lauren Kennedy and I speak at the NYC Women in Machine Learning and Data Science meetup tomorrow (Tues 27 Mar) 7pm

Here it is: Bayesian inference for A/B testing Andrew Gelman, Department of Statistics and Department of Political Science, Columbia University Lauren Kennedy, Columbia Population Research Center, Columbia University Suppose we want to use empirical data to compare two or more decisions or treatment options. Classical statistical methods based on statistical significance and p-values break down […]

## Spatial patterns in crime: Where’s he gonna strike next?

Wouter Steenbeek writes: I am a criminologist and mostly do spatial analyses of crime patterns: where does crime occur and why in these neighborhoods / at these locations, and so on. Currently, I am thinking about offender decision-making behavior, specifically his ‘location choice’ of where to offend. Hey, how about criminologists instead of looking to […]

## An economist wrote in, asking why it would make sense to fit Bayesian hierarchical models instead of frequentist random effects.

An economist wrote in, asking why it would make sense to fit Bayesian hierarchical models instead of frequentist random effects. My reply: Short answer is that anything Bayesian can be done non-Bayesianly: just take some summary of the posterior distribution, call it an “estimator,” and there you go. Non-Bayesian can be regularized, it can use […]

## Forking paths said to be a concern in evaluating stock-market trading strategies

Kevin Lewis points us to this paper by Tarun Chordia, Amit Goyal, and Alessio Saretto. I have no disagreement with the substance, but I don’t like their statistical framework with that “false discoveries” thing, as I don’t think there are any true zeros. I believe that most possible trading strategies have very little effect but […]

## Bob’s talk at Berkeley, Thursday 22 March, 3 pm

It’s at the Institute for Data Science at Berkeley. Hierarchical Modeling in Stan for Pooling, Prediction, and Multiple Comparisons 22 March 2018, 3pm 190 Doe Library. UC Berkeley. And here’s the abstract: I’ll provide an end-to-end example of using R and Stan to carry out full Bayesian inference for a simple set of repeated binary […]

## Important statistical theory research project! Perfect for the stat grad students (or ambitious undergrads) out there.

Hey kids! Time to think about writing that statistics Ph.D. thesis. It would be great to write something on a cool applied project, but: (a) you might not be connected to a cool applied project, and you typically can’t do these on your own, you need collaborators who know what they’re doing and who care […]