andrew_gelman_stats andrew_gelman_stats-2011 andrew_gelman_stats-2011-952 knowledge-graph by maker-knowledge-mining
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Introduction: John Horton points to Sims ‘s comment on Angrist and Pischke : Top of page 8—he criticizes economists for using clustered standard errors—suggests using multilevel models instead. Awesome! So now there are at least two Nobel prize winners in economics who’ve expressed skepticism about controlled experiments. (I wonder if Sims is such a danger in a parking lot.) P.S. I’m still miffed that this journal didn’t invite me to comment on that article!
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same-blog 1 1.0 952 andrew gelman stats-2011-10-11-More reason to like Sims besides just his name
Introduction: John Horton points to Sims ‘s comment on Angrist and Pischke : Top of page 8—he criticizes economists for using clustered standard errors—suggests using multilevel models instead. Awesome! So now there are at least two Nobel prize winners in economics who’ve expressed skepticism about controlled experiments. (I wonder if Sims is such a danger in a parking lot.) P.S. I’m still miffed that this journal didn’t invite me to comment on that article!
2 0.20088065 2161 andrew gelman stats-2014-01-07-My recent debugging experience
Introduction: OK, so this sort of thing happens sometimes. I was working on a new idea (still working on it; if it ultimately works out—or if it doesn’t—I’ll let you know) and as part of it I was fitting little models in Stan, in a loop. I thought it would make sense to start with linear regression with normal priors and known data variance, because then the exact solution is Gaussian and I can also work with the problem analytically. So I programmed up the algorithm and, no surprise, it didn’t work. I went through my R code, put in print statements here and there, and cleared out bug after bug until at least it stopped crashing. But the algorithm still wasn’t doing what it was supposed to do. So I decided to do something simpler, and just check that the Stan linear regression gave the same answer as the analytic posterior distribution: I ran Stan for tons of iterations, then computed the sample mean and variance of the simulations. It was an example with two coefficients—I’d originally cho
3 0.17853889 32 andrew gelman stats-2010-05-14-Causal inference in economics
Introduction: Aaron Edlin points me to this issue of the Journal of Economic Perspectives that focuses on statistical methods for causal inference in economics. (Michael Bishop’s page provides some links .) To quickly summarize my reactions to Angrist and Pischke’s book: I pretty much agree with them that the potential-outcomes or natural-experiment approach is the most useful way to think about causality in economics and related fields. My main amendments to Angrist and Pischke would be to recognize that: 1. Modeling is important, especially modeling of interactions . It’s unfortunate to see a debate between experimentalists and modelers. Some experimenters (not Angrist and Pischke) make the mistake of avoiding models: Once they have their experimental data, they check their brains at the door and do nothing but simple differences, not realizing how much more can be learned. Conversely, some modelers are unduly dismissive of experiments and formal observational studies, forgetting t
4 0.14608218 950 andrew gelman stats-2011-10-10-“Causality is almost always in doubt”
Introduction: Dave Backus writes: We macroeconomists are thrilled with the Nobel prize for Sargent and Sims. But on causality: they spent more time showing how hard it was to identify causality than showing how to do it. And that’s a fair assessment of our field [economics]: causality is almost always in doubt. More here . If I were in a snarky mood, I’d say something like, Causality is always in doubt in economics . . . unless you’re talking about abortion and crime, in which case you can be absolutely certain. But I’m in a good mood right now so I won’t say that. Instead I’ll just remark that, as a statistician, I’m positively thrilled that somebody named “Sims” received a major award.
5 0.1163535 1378 andrew gelman stats-2012-06-13-Economists . . .
Introduction: Catherine Rampell writes : On Monday the Nobel Foundation, which bestows the world’s most prestigious academic, literary and humanitarian prizes, said it was reducing the cash awarded with Nobel Prizes by about 20 percent. . . . Peter A. Diamond, a professor emeritus at the Massachusetts Institute of Technology who also received the Nobel in economic science in 2010, observed that over the long run, cutting the cash award could dilute the prize’s prestige. But he added that Monday’s news overstates the financial blow to future laureates. “One of the things that comes with the prize, besides the prestige and the money,” he said, “is the opportunities to make more money.” I wouldn’t think these guys need the money, but I suppose it’s part of their professional code that they have to say that? (Recall our earlier discussion of the economist who said he’d stop working once his marginal tax rate reached the anticipated value of 93%.)
6 0.10897179 1624 andrew gelman stats-2012-12-15-New prize on causality in statstistics education
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same-blog 1 0.96951592 952 andrew gelman stats-2011-10-11-More reason to like Sims besides just his name
Introduction: John Horton points to Sims ‘s comment on Angrist and Pischke : Top of page 8—he criticizes economists for using clustered standard errors—suggests using multilevel models instead. Awesome! So now there are at least two Nobel prize winners in economics who’ve expressed skepticism about controlled experiments. (I wonder if Sims is such a danger in a parking lot.) P.S. I’m still miffed that this journal didn’t invite me to comment on that article!
2 0.70119262 854 andrew gelman stats-2011-08-15-A silly paper that tries to make fun of multilevel models
Introduction: Torkild Hovde Lyngstad writes: I wondered what your reaction would be to this paper from a recent issue of European Political Science. It came out already in March this year, so you might have seen it or even commented on it before. Is is a joke at the expense of the whole polisci discipline, a joke the Editors did not catch, or the sequel to the Sokal affair, just with quanto social science as the target? My reply: Yes, several people pointed me to this article. I don’t think it’s a hoax, it’s more of a joke: the author is making the point that with fancy statistics you can discover all sorts of patterns that don’t make sense. The implication, I believe, is that many patterns that social scientists do find through statistical analysis are not actually meaningful. I agree with this point, which could be even more pithily stated as “correlation does not imply causation.” I am irritated, however, by the singling out of multilevel models here, as the point could be mad
Introduction: Rajiv Sethi writes the above in a discussion of a misunderstanding of the economics of Keynes. The discussion is interesting. According to Sethi, Keynes wrote that, in a depression, nominal wages might be sticky but in any case a decline in wages would not do the trick to increase hiring. But many modern economics writers have missed this. For example, Gary Becker writes, “Keynes and many earlier economists emphasized that unemployment rises during recessions because nominal wage rates tend to be inflexible in the downward direction. . . . A fall in price stimulates demand and reduces supply until they are brought back to rough equality.” Whether Becker is empirically correct is another story, but in any case he is misinterpreting Keynes. But the actual reason I’m posting here is in reaction to Sethi’s remark quoted in the title above, in which he endorses a 1975 paper by James Tobin on wages and employment but remarks that Tobin’s paper did not include the individual-level de
Introduction: John Transue sent it in with the following thoughtful comment: I’d imagine you’ve already received this, but just in case, here’s a cartoon you’d like. At first blush it seems to go against your advice (more nuanced than what I’m about to say by quoting the paper title) to not worry about multiple comparisons. However, if I understand correctly your argument about multiple comparisons in multilevel models, the situation in this comic might have been avoided if shrinkage toward the grand mean (of all colors) had prevented the greens from clearing the .05 threshold. Is that right?
5 0.62996137 1737 andrew gelman stats-2013-02-25-Correlation of 1 . . . too good to be true?
Introduction: Alex Hoffman points me to this interview by Dylan Matthews of education researcher Thomas Kane, who at one point says, Once you corrected for measurement error, a teacher’s score on their chosen videos and on their unchosen videos were correlated at 1. They were perfectly correlated. Hoffman asks, “What do you think? Do you think that just maybe, perhaps, it’s possible we aught to consider, I’m just throwing out the possibility that it might be that the procedure for correcting measurement error might, you now, be a little too strong?” I don’t know exactly what’s happening here, but it might be something that I’ve seen on occasion when fitting multilevel models using a point estimate for the group-level variance. It goes like this: measurement-error models are multilevel models, they involve the estimation of a distribution of a latent variable. When fitting multilevel models, it is possible to estimate the group-level variance to be zero, even though the group-level varia
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18 0.54252875 1335 andrew gelman stats-2012-05-21-Responding to a bizarre anti-social-science screed
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1 0.91887742 1738 andrew gelman stats-2013-02-25-Plaig
Introduction: “‘The distortion of a text,’ says Freud in Moses and Monotheism, ‘is not unlike a murder. The difficulty lies not in the execution of the deed but in doing away with the traces.’” — James Wood, in The Fun Stuff (2012).
2 0.9113704 1091 andrew gelman stats-2011-12-29-Bayes in astronomy
Introduction: David Schminovich points me to this paper by Yu Lu, H. Mo, Martin Weinberg, and Neal Katz: We believe that a wide range of physical processes conspire to shape the observed galaxy population but we remain unsure of their detailed interactions. The semi-analytic model (SAM) of galaxy formation uses multi-dimensional parameterisations of the physical processes of galaxy formation and provides a tool to constrain these underlying physical interactions. Because of the high dimensionality, the parametric problem of galaxy formation may be profitably tackled with a Bayesian-inference based approach, which allows one to constrain theory with data in a statistically rigorous way. In this paper we develop a SAM in the framework of Bayesian inference. . . . And here’s another from the same authors, this time on “Bayesian inference of galaxy formation from the K-band luminosity function of galaxies: tensions between theory and observation.” I haven’t actually looked at the papers but
same-blog 3 0.8967731 952 andrew gelman stats-2011-10-11-More reason to like Sims besides just his name
Introduction: John Horton points to Sims ‘s comment on Angrist and Pischke : Top of page 8—he criticizes economists for using clustered standard errors—suggests using multilevel models instead. Awesome! So now there are at least two Nobel prize winners in economics who’ve expressed skepticism about controlled experiments. (I wonder if Sims is such a danger in a parking lot.) P.S. I’m still miffed that this journal didn’t invite me to comment on that article!
Introduction: Ole Rogeberg writes: Recently read your blogpost on Pinker’s views regarding red and blue states . This might help you see where he’s coming from: The “conflict of visions” thing that Pinker repeats to likely refers to Thomas Sowell’s work in the books “Conflict of Visions” and “Visions of the anointed.” The “Conflict of visions” book is on his top-5 favorite book list and in a Q&A; interview he explains it as follows: Q: What is the Tragic Vision vs. the Utopian Vision? A: They are the different visions of human nature that underlie left-wing and right-wing ideologies. The distinction comes from the economist Thomas Sowell in his wonderful book “A Conflict of Visions.” According to the Tragic Vision, humans are inherently limited in virtue, wisdom, and knowledge, and social arrangements must acknowledge those limits. According to the Utopian vision, these limits are “products†of our social arrangements, and we should strive to overcome them in a better society of the f
5 0.84565067 1969 andrew gelman stats-2013-08-05-New issue of Symposium magazine
Introduction: Symposium magazine (“Where Academia Meets Public Life”) has some fun stuff this month: Learning to Read All Over Again Lutz Koepnick What produces better students – reading in print or reading on-line? The answer is both. The Elusive Quest for Research Innovation Claude S. Fischer Much of what is considered “new research” has actually been around for a while. But that does not mean it lacks value. Science Journalism and the Art of Expressing Uncertainty Andrew Gelman It is all too easy for unsupported claims to get published in scientific publications. How can journalists address this? A Scientist Goes Rogue Euny Hong Can social media and crowdfunding sustain independent researchers? Still Waiting for Change Sylvia A. Allegretto Economists and policymakers alike are ignoring a huge class of workers whose wages have been effectively frozen for decades. One Professor’s Spirited Enterprise Bob Benenson A burgeoning distilling program has successfully
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