andrew_gelman_stats andrew_gelman_stats-2010 andrew_gelman_stats-2010-205 knowledge-graph by maker-knowledge-mining
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Introduction: Steve Ziliak reports: I [Ziliak] am sorry to share this sad news about Arnold Zellner (AEA Distinguished Fellow, 2002, ASA President, 1991, ISBA co-founding president, all around genius and sweet fellow), who died yesterday morning (August 11, 2010). He was a truly great statistician and to me and to many others a generous and wonderful friend, colleague, and hero. I will miss him. His cancer was spreading everywhere though you wouldn’t know it as his energy level was Arnold’s typical: abnormally high. But then he had a stroke just a few days after an unsuccessful surgery “to help with breathing” the doctor said, and the combination of events weakened him terribly. He was vibrant through June and much of July, and maintained an 8 hour work day at the office. He never lost his sense of humor nor his joy of life. He died at home in hospice care and fortunately he did not suffer long. From the official announcement from the University of Chicago: Arnold began his academi
sentIndex sentText sentNum sentScore
1 Steve Ziliak reports: I [Ziliak] am sorry to share this sad news about Arnold Zellner (AEA Distinguished Fellow, 2002, ASA President, 1991, ISBA co-founding president, all around genius and sweet fellow), who died yesterday morning (August 11, 2010). [sent-1, score-0.144]
2 But then he had a stroke just a few days after an unsuccessful surgery “to help with breathing” the doctor said, and the combination of events weakened him terribly. [sent-5, score-0.224]
3 He died at home in hospice care and fortunately he did not suffer long. [sent-8, score-0.091]
4 In 1966 he joined the faculty of Chicago Booth and remained on our faculty until his retirement in 1996. [sent-10, score-0.32]
5 Arnold pioneered the field of Bayesian econometrics and was highly regarded by colleagues in his field. [sent-11, score-0.268]
6 He founded the International Society of Bayesian Analysis, served in numerous leadership roles of the American Statistical Association, and received several honorary degrees. [sent-12, score-0.12]
7 He remained active after his retirement, continuing to do research, publish papers, and serve as a mentor to students. [sent-14, score-0.148]
8 Arnold was a distinguished researcher, award-winning teacher, and wonderful colleague. [sent-15, score-0.163]
9 We are fortunate to have had someone as remarkable both professionally and personally as Arnold be a member of our community for so many years. [sent-17, score-0.117]
10 To a statistician such as myself, econometrics seems to have two different, nearly opposing, personalities. [sent-21, score-0.194]
11 On one side, econometrics is the study of physics-like laws–supply and demand, utility theory, simultaneous equation models, all sorts of attempts to capture economic behavior with mathematical laws. [sent-22, score-0.251]
12 More recently, some of this focus has moved to agent-based modeling, but it’s still the same basic idea to me: serious mathematical modeling. [sent-23, score-0.121]
13 But there’s another side to economics, a side that I think has become much more prominent, and that’s the anti-modeling approach, the distribution-free methods that try to assume as little as possible (replacing distributional assumptions by second-order stationarity, etc. [sent-25, score-0.266]
14 To the extent that economics is a model-centered field, I think it’s naturally Bayesian, and Zellner’s methods fit in well. [sent-27, score-0.165]
15 To the extent that economists are interested in robust, non-model-based population inference, I think Bayesian methods are also important–nonparametric methods get complicated quickly, and Bayesian inference is a good way to structure that complexity. [sent-28, score-0.275]
16 Unfortunately, Bayesian methods have a bad name in some quarters of econometrics because they are associated with subjectivity, which goes against both mainstream threads in econometrics. [sent-29, score-0.357]
17 What Zellner showed in his work was how Bayesian methods could be objective, and statistically efficient, and solve problems in econometrics. [sent-32, score-0.11]
18 At one point near the end of the meeting, Zellner stood up and said: Hearing all this important work makes me (Zellner) realize we need to start a crash research program on these methods. [sent-38, score-0.089]
19 And you know what they say about crash research programs. [sent-39, score-0.089]
20 He was lucky to have the chance to express his statistical thoughts in many venues, and we as a field were lucky to be there to hear him. [sent-45, score-0.244]
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