27 November 2018

📑Andrew Gelman - Collected Quotes

"The idea of optimization transfer is very appealing to me, especially since I have never succeeded in fully understanding the EM algorithm." (Andrew Gelman, "Discussion", Journal of Computational and Graphical Statistics vol 9, 2000)

"The difference between 'statistically significant' and 'not statistically significant' is not in itself necessarily statistically significant. By this, I mean more than the obvious point about arbitrary divisions, that there is essentially no difference between something significant at the 0.049 level or the 0.051 level. I have a bigger point to make. It is common in applied research–in the last couple of weeks, I have seen this mistake made in a talk by a leading political scientist and a paper by a psychologist–to compare two effects, from two different analyses, one of which is statistically significant and one which is not, and then to try to interpret/explain the difference. Without any recognition that the difference itself was not statistically significant." (Andrew Gelman, "The difference between ‘statistically significant’ and ‘not statistically significant’ is not in itself necessarily statistically significant", 2005)

"A naive interpretation of regression to the mean is that heights, or baseball records, or other variable phenomena necessarily become more and more 'average' over time. This view is mistaken because it ignores the error in the regression predicting y from x. For any data point xi, the point prediction for its yi will be regressed toward the mean, but the actual yi that is observed will not be exactly where it is predicted. Some points end up falling closer to the mean and some fall further." (Andrew Gelman & Jennifer Hill, "Data Analysis Using Regression and Multilevel/Hierarchical Models", 2007)

"You might say that there’s no reason to bother with model checking since all models are false anyway. I do believe that all models are false, but for me the purpose of model checking is not to accept or reject a model, but to reveal aspects of the data that are not captured by the fitted model." (Andrew Gelman, "Some thoughts on the sociology of statistics", 2007)

"It’s a commonplace among statisticians that a chi-squared test (and, really, any p-value) can be viewed as a crude measure of sample size: When sample size is small, it’s very difficult to get a rejection (that is, a p-value below 0.05), whereas when sample size is huge, just about anything will bag you a rejection. With large n, a smaller signal can be found amid the noise. In general: small n, unlikely to get small p-values. Large n, likely to find something. Huge n, almost certain to find lots of small p-values." (Andrew Gelman, "The sample size is huge, so a p-value of 0.007 is not that impressive", 2009)

"The arguments I lay out are, briefly, that graphs are a distraction from more serious analysis; that graphs can mislead in displaying compelling patterns that are not statistically significant and that could easily enough be consistent with chance variation; that diagnostic plots could be useful in the development of a model but do not belong in final reports; that, when they take the place of tables, graphs place the careful reader one step further away from the numerical inferences that are the essence of rigorous scientific inquiry; and that the effort spent making flashy graphics would be better spent on the substance of the problem being studied." (Andrew Gelman et al, "Why Tables Are Really Much Better Than Graphs", Journal of Computational and Graphical Statistics, Vol. 20(1), 2011)

"Graphs are gimmicks, substituting fancy displays for careful analysis and rigorous reasoning. It is basically a trade-off: the snazzier your display, the more you can get away with a crappy underlying analysis. Conversely, a good analysis does not need a fancy graph to sell itself. The best quantitative research has an underlying clarity and a substantive importance whose results are best presented in a sober, serious tabular display. And the best quantitative researchers trust their peers enough to present their estimates and standard errors directly, with no tricks, for all to see and evaluate." (Andrew Gelman et al, "Why Tables Are Really Much Better Than Graphs", Journal of Computational and Graphical Statistics, Vol. 20(1), 2011)"

"Eye-catching data graphics tend to use designs that are unique (or nearly so) without being strongly focused on the data being displayed. In the world of Infovis, design goals can be pursued at the expense of statistical goals. In contrast, default statistical graphics are to a large extent determined by the structure of the data (line plots for time series, histograms for univariate data, scatterplots for bivariate nontime-series data, and so forth), with various conventions such as putting predictors on the horizontal axis and outcomes on the vertical axis. Most statistical graphs look like other graphs, and statisticians often think this is a good thing." (Andrew Gelman & Antony Unwin, "Infovis and Statistical Graphics: Different Goals, Different Looks" , Journal of Computational and Graphical Statistics Vol. 22(1), 2013)

"Providing the right comparisons is important, numbers on their own make little sense, and graphics should enable readers to make up their own minds on any conclusions drawn, and possibly see more. On the Infovis side, computer scientists and designers are interested in grabbing the readers' attention and telling them a story. When they use data in a visualization (and data-based graphics are only a subset of the field of Infovis), they provide more contextual information and make more effort to awaken the readers' interest. We might argue that the statistical approach concentrates on what can be got out of the available data and the Infovis approach uses the data to draw attention to wider issues. Both approaches have their value, and it would probably be best if both could be combined." (Andrew Gelman & Antony Unwin, "Infovis and Statistical Graphics: Different Goals, Different Looks" , Journal of Computational and Graphical Statistics Vol. 22(1), 2013)

"Statisticians tend to use standard graphic forms (e.g., scatterplots and time series), which enable the experienced reader to quickly absorb lots of information but may leave other readers cold. We personally prefer repeated use of simple graphical forms, which we hope draw attention to the data rather than to the form of the display." (Andrew Gelman & Antony Unwin, "Infovis and Statistical Graphics: Different Goals, Different Looks" , Journal of Computational and Graphical Statistics Vol. 22(1), 2013)

"[…] we do see a tension between the goal of statistical communication and the more general goal of communicating the qualitative sense of a dataset. But graphic design is not on one side or another of this divide. Rather, design is involved at all stages, especially when several graphics are combined to contribute to the overall picture, something we would like to see more of." (Andrew Gelman & Antony Unwin, "Tradeoffs in Information Graphics", Journal of Computational and Graphical Statistics, 2013)

"Yes, it can sometimes be possible for a graph to be both beautiful and informative […]. But such synergy is not always possible, and we believe that an approach to data graphics that focuses on celebrating such wonderful examples can mislead people by obscuring the tradeoffs between the goals of visual appeal to outsiders and statistical communication to experts." (Andrew Gelman & Antony Unwin, "Tradeoffs in Information Graphics", Journal of Computational and Graphical Statistics, 2013) 

"Flaws can be found in any research design if you look hard enough. […] In our experience, it is good scientific practice to refine one's research hypotheses in light of the data. Working scientists are also keenly aware of the risks of data dredging, and they use confidence intervals and p-values as a tool to avoid getting fooled by noise. Unfortunately, a by-product of all this struggle and care is that when a statistically significant pattern does show up, it is natural to get excited and believe it. The very fact that scientists generally don't cheat, generally don't go fishing for statistical significance, makes them vulnerable to drawing strong conclusions when they encounter a pattern that is robust enough to cross the p < 0.05 threshold." (Andrew Gelman & Eric Loken, "The Statistical Crisis in Science", American Scientist Vol. 102(6), 2014)

"There are many roads to statistical significance; if data are gathered with no preconceptions at all, statistical significance can obviously be obtained even from pure noise by the simple means of repeatedly performing comparisons, excluding data in different ways, examining different interactions, controlling for different predictors, and so forth. Realistically, though, a researcher will come into a study with strong substantive hypotheses, to the extent that, for any given data set, the appropriate analysis can seem evidently clear. But even if the chosen data analysis is a deterministic function of the observed data, this does not eliminate the problem posed by multiple comparisons." (Andrew Gelman & Eric Loken, "The Statistical Crisis in Science", American Scientist Vol. 102(6), 2014)

"There is a growing realization that reported 'statistically significant' claims in statistical publications  are routinely mistaken. Researchers typically express the confidence in their data in terms of p-value: the probability that a perceived result is actually the result of random variation. The value of p (for 'probability') is a way of measuring the extent to which a data set provides evidence against a so-called null hypothesis. By convention, a p- value below 0.05 is considered a meaningful refutation of the null hypothesis; however, such conclusions are less solid than they appear." (Andrew Gelman & Eric Loken, "The Statistical Crisis in Science", American Scientist Vol. 102(6), 2014)

"I agree with the general message: 'The right variables make a big difference for accuracy. Complex statistical methods, not so much.' This is similar to something Hal Stern told me once: the most important aspect of a statistical analysis is not what you do with the data, it’s what data you use." (Andrew Gelman, "The most important aspect of a statistical analysis is not what you do with the data, it’s what data you use", 2018)

"We thus echo the classical Bayesian literature in concluding that ‘noninformative prior information’ is a contradiction in terms. The flat prior carries information just like any other; it represents the assumption that the effect is likely to be large. This is often not true. Indeed, the signal-to-noise ratios is often very low and then it is necessary to shrink the unbiased estimate. Failure to do so by inappropriately using the flat prior causes overestimation of effects and subsequent failure to replicate them." (Erik van Zwet & Andrew Gelman, "A proposal for informative default priors scaled by the standard error of estimates", The American Statistician 76, 2022)

"Taking a model too seriously is really just another way of not taking it seriously at all." (Andrew Gelman)

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