I disagree with Turing and Kahneman regarding the strength of statistical evidence(andrewgelman.com)
andrewgelman.com
I disagree with Turing and Kahneman regarding the strength of statistical evidence
http://andrewgelman.com/2014/09/03/disagree-alan-turing-daniel-kahneman-regarding-strength-statistical-evidence/#.VAcdcfPG37I.twitter
30 comments
Many very smart people today believe in time travel. Many top scientists believe P = NP, etc. It's not abnormal to believe things that are not yet proven to be false. It's quite reasonable.
Like you, I am more in Twain's camp. "There are three types of lies: Lies, Damned Lies, and Statistics."
Statistics are great for providing evidence to counteract our intuition, and show empirical holes in logic. That said, they should (like most everything else) always be considered provisional truths as opposed to final truths. Experiments can be misdesigned. Stats can be misinterpreted. And (God forbid!) statistics can be misinterpreted.
Statistics are great for providing evidence to counteract our intuition, and show empirical holes in logic. That said, they should (like most everything else) always be considered provisional truths as opposed to final truths. Experiments can be misdesigned. Stats can be misinterpreted. And (God forbid!) statistics can be misinterpreted.
Of course, there's Mosteller's reply: “It’s easy to lie with statistics, but it’s easier to lie without them.”
Except, the lies created by abusing statistics are pernicious and more difficult to exterminate.
Do you have any evidence of that? Lies that rely on empirical evidence can be shown to be false, while lies not based on empirical evidence can never be shown to be false.
Some lies not based on empirical evidence can never be shown to be false. However, there's tons of them that CAN be shown to be false.
I just bought a house in San Francisco! They're so cheap!
(That was a lie, based on no evidence, that can be disproven with evidence. People do this all the time)
I just bought a house in San Francisco! They're so cheap!
(That was a lie, based on no evidence, that can be disproven with evidence. People do this all the time)
The only statistics you can trust are those you falsified yourself.
If you dismiss any positive results in parapsychology as false on reductionist grounds, the whole field becomes a sort of meta-control group for statistics that are measuring real things.
http://lesswrong.com/lw/1ib/parapsychology_the_control_group...
Anyways, this article singles our Turing and Kahneman but it seems this is a fairly common pitfall/mistake among, well, almost everyone who uses statistics.
http://lesswrong.com/lw/1ib/parapsychology_the_control_group...
Anyways, this article singles our Turing and Kahneman but it seems this is a fairly common pitfall/mistake among, well, almost everyone who uses statistics.
Exactly, the problem is that parapsychology and other junk (let's be honest...) clears the same bar that we set for social science in general.
http://slatestarcodex.com/2014/04/28/the-control-group-is-ou...
http://slatestarcodex.com/2014/04/28/the-control-group-is-ou...
...or a bunch of science in general.
http://www.bbc.co.uk/programmes/b04f9r4k
http://www.bbc.co.uk/programmes/b04f9r4k
The fact is current day parapsychological research is far more scrutinised than regular research in the social sciences, because of the controversial implications and because there is a large group of people that simply won't entertain the possibility of positive results.
The most prominent paranormal researchers employ far more skeptical rigour than other skeptical commentators who dismiss any finding. Because it's called "paranormal" the default is "there must be something wrong with the methods" and so naturally people find fault with the methods. Hypothetically, even if real paranormal effects are surfacing in the data, the nature of the research works against persuading certain circles.
The most prominent paranormal researchers employ far more skeptical rigour than other skeptical commentators who dismiss any finding. Because it's called "paranormal" the default is "there must be something wrong with the methods" and so naturally people find fault with the methods. Hypothetically, even if real paranormal effects are surfacing in the data, the nature of the research works against persuading certain circles.
> clears the same bar that we set for social science in general.
This may be true, but that doesn't mean all social science is equivalent to parapyschology. Lots of it may go much higher than just "clearing the same bar".
It would be a pretty bad test that you could pass by scoring a 5% on. And a score of 99% passes that. That doesn't mean the 99% is a bad score.
This may be true, but that doesn't mean all social science is equivalent to parapyschology. Lots of it may go much higher than just "clearing the same bar".
It would be a pretty bad test that you could pass by scoring a 5% on. And a score of 99% passes that. That doesn't mean the 99% is a bad score.
I wouldn't just say anyone who uses statistics.
It's very common to be perfectly aware of the mistakes previous generations made, have studied them, but not internalize that we are currently making similar ones that will be studied in the future.
It's very common to be perfectly aware of the mistakes previous generations made, have studied them, but not internalize that we are currently making similar ones that will be studied in the future.
I guess at the end of the day, the need to publish something is so strong that statistical flukes end up being published. It's too bad that once something's out there it can take a long time to be overturned.
Turing believed in fairy tales. Gödel believed in ghosts.
This was also at the start of the cold war, where the US suspected that the USSR was funding millions to ESP research.
One of the most publicized projects was the Stargate Project: Even though a statistically significant effect has been observed in the laboratory, it remains unclear whether the existence of a paranormal phenomenon, remote viewing, has been demonstrated.
I think Turing was closer to the machine learning camp than the statistics camp. On that note I'll quote a competitor in the MLSP 2014 Schizophrenia Detection Challenge:
To the people that are going to write papers for this one...
What really strikes me is the fact that stats fail really hard in this problem. I have a couple of 2-variable combinations that score around 0.87 on training set with logistic regression and a couple of 3-variable combinations with training AUC 0.9 (ish). All results were "statistically significant" at 0.001 (not even 0.01) . I have tried the same selections with SAS, SPSS, R and scikit (with regularization) . All results are consistent (and similar) with all packages, yet again they scored around 0.5 (random) in public and private leaderboard. This makes me think about all the PhDs' thesis and medical science papers I've seen being carried out on mickey mouse sets , claiming statistical significance gives credibility to their findings ... Is machine learning more reliable than stats? I say, if you can't predict it consistently on a hold out set, then you got nothing whatever the t,F,Chi-sq distributions say. KazAnova - https://www.kaggle.com/users/111640/kazanova
This was also at the start of the cold war, where the US suspected that the USSR was funding millions to ESP research.
One of the most publicized projects was the Stargate Project: Even though a statistically significant effect has been observed in the laboratory, it remains unclear whether the existence of a paranormal phenomenon, remote viewing, has been demonstrated.
I think Turing was closer to the machine learning camp than the statistics camp. On that note I'll quote a competitor in the MLSP 2014 Schizophrenia Detection Challenge:
To the people that are going to write papers for this one...
What really strikes me is the fact that stats fail really hard in this problem. I have a couple of 2-variable combinations that score around 0.87 on training set with logistic regression and a couple of 3-variable combinations with training AUC 0.9 (ish). All results were "statistically significant" at 0.001 (not even 0.01) . I have tried the same selections with SAS, SPSS, R and scikit (with regularization) . All results are consistent (and similar) with all packages, yet again they scored around 0.5 (random) in public and private leaderboard. This makes me think about all the PhDs' thesis and medical science papers I've seen being carried out on mickey mouse sets , claiming statistical significance gives credibility to their findings ... Is machine learning more reliable than stats? I say, if you can't predict it consistently on a hold out set, then you got nothing whatever the t,F,Chi-sq distributions say. KazAnova - https://www.kaggle.com/users/111640/kazanova
Well, fairy tales exist (as a work of fiction). Fairies on the other hand...
And unfortunately, Gödel believing in ghosts was the least of his problems.
And unfortunately, Gödel believing in ghosts was the least of his problems.
To be fair to Kahneman by 2012 he did come around and recognize that there were serious issues with "priming" research[0].
The chapter on priming in "Thinking Fast Thinking Slow" completely ruined the book for me. The very premise of the book is (paraphrased): "I will teach you to overcome bias and think rationally" and then here is an entire chapter that should make anyone with a critical eye strongly question the research. Even if one is ignorant of the issues these experiments have with reproducability the experiment design itself is terrible, and there seems to be no way to draw the wild conclusion that are drawn. Not to mention that if priming actually worked as claimed you would see it become a hotter topic among marketers than SEO. I fail to see how a world expert on cognitive bias can fail to question such an obvious fault in a topic that he covers in his own book.
[0] http://www.nature.com/news/nobel-laureate-challenges-psychol...
The chapter on priming in "Thinking Fast Thinking Slow" completely ruined the book for me. The very premise of the book is (paraphrased): "I will teach you to overcome bias and think rationally" and then here is an entire chapter that should make anyone with a critical eye strongly question the research. Even if one is ignorant of the issues these experiments have with reproducability the experiment design itself is terrible, and there seems to be no way to draw the wild conclusion that are drawn. Not to mention that if priming actually worked as claimed you would see it become a hotter topic among marketers than SEO. I fail to see how a world expert on cognitive bias can fail to question such an obvious fault in a topic that he covers in his own book.
[0] http://www.nature.com/news/nobel-laureate-challenges-psychol...
Indeed, I had a very strong feeling that the quote came from the book and waited until I had a chance to log into amazon and search for the text within the book.
In pages 56-57 of this NYTimes best seller you will find this gem. I remember wincing when I read it, repelled by the idea that I "[have] no choice but to accept that the major conclusions of these studies are true."
I picked up the book with an open mind but was turned off by citation after citation of what felt like were probably very weak experiments.
The worst part is that this type of book, which must have sold millions (?) of copies, perpetuates possibly mistaken ideas and overstates the strength of the "effects" studied.
In pages 56-57 of this NYTimes best seller you will find this gem. I remember wincing when I read it, repelled by the idea that I "[have] no choice but to accept that the major conclusions of these studies are true."
I picked up the book with an open mind but was turned off by citation after citation of what felt like were probably very weak experiments.
The worst part is that this type of book, which must have sold millions (?) of copies, perpetuates possibly mistaken ideas and overstates the strength of the "effects" studied.
I have to say it's nice to hear someone else say that. That chapter ruined the book for me as well. But everywhere I looked I found nothing but praise for it, even in the most skeptical camps.
I also found the arguments throughout the book to be very focused on "I went for a walk with my colleague and we discussed X, we came up with a plausible just so story and we are very intelligent so that's that figured out." rather than an emphasis on evidence, so I was primed to dislike the book from the start but I figured that was caused by coming from an economics background rather than a science background so was trying to let it go.
I also found the arguments throughout the book to be very focused on "I went for a walk with my colleague and we discussed X, we came up with a plausible just so story and we are very intelligent so that's that figured out." rather than an emphasis on evidence, so I was primed to dislike the book from the start but I figured that was caused by coming from an economics background rather than a science background so was trying to let it go.
> One frustration I’ve had in recent discussions regarding controversial research is the seeming unwillingness of researchers to entertain the possibility that their published findings are just noise. Maybe not, maybe these are real effects being discovered, but you should at least consider the possibility that you’re chasing noise. Despite what Turing and Kahneman say, you can keep an open mind.
The other thing researchers do is look for effect X, fail to find it, but do find effect Y. They don't publish about X because journals aren't interested in null results. They do publish about Y because, well, money.
BBC Radio 4 did a reasonable programme about this: http://www.bbc.co.uk/programmes/b04f9r4k
The other thing researchers do is look for effect X, fail to find it, but do find effect Y. They don't publish about X because journals aren't interested in null results. They do publish about Y because, well, money.
BBC Radio 4 did a reasonable programme about this: http://www.bbc.co.uk/programmes/b04f9r4k
Title is likely a reference to Firesign Theatre's "Everything you know is wrong"
https://www.youtube.com/watch?v=YKZtt2yEwfs
The reason we can stand on the shoulder of giants and improve is because we do not carry their personal ignorances. We have our own ignorances, which will be dismissed in coming generations. This doesn't make the giants any less giant, only more human.
The Dutch skeptical researchers whose work Gelman comments on here are exceptionally willing to share author manuscripts for free downloads on the World Wide Web. However, the particular paper that Gelman comments on here the most, a paper still in press (not yet formally published) has turned into a dead link. I get a 404 message when I follow the link from Gelman's blog post. Searching around on the lead author's (Eric-Jan Wagenmakers's) website, I see the notice
"Wagenmakers, E.-J., Wetzels, R., Borsboom, D., Kievit, R., & van der Maas, H. L. J. (in press). A skeptical eye on psi. In May, E., & Marwaha, S. (Eds.), Extrasensory Perception: Support, Skepticism, and Science. ABC-CLIO. NB. I was requested to remove this preprint temporarily, until the publisher has given explicit consent to publish it here. If you seek a preprint please send me an Email."
And I'll note for the record that many of the papers by Eric-Jan Wagenmakers and his co-authors continue to be available on his website,[1] whether published yet or not, but please be sure that he is allowed to carry out his agreements with publishers so that those papers stay available. The work of that group of authors is very important and will do much to improve the science of psychology.
Gelman also comments favorably in his blog post about the work of Uri Simonsohn and his colleagues, who have devoted much thought to the issue of "p-hacking." Simonsohn is a professor of psychology with a better than average understanding of statistics. He and his colleagues are concerned about making scientific papers more reliable. Many of the interesting issues brought up by the comments on the article kindly submitted here become much more clear after reading Simonsohn's various articles[2] about p values and what they mean, and other aspects of interpreting published scientific research.
Simonsohn provides an abstract (which links to a full, free download of a funny, thought-provoking paper)[3] with a "twenty-one word solution" to some of the practices most likely to make psychology research papers unreliable. He has a whole site devoted to avoiding "p-hacking,"[4] an all too common practice in science that can be detected by statistical tests. You can use the p-curve software on that site for your own investigations into p values found in published research.
He also has a paper on evaluating replication results[5] (an issue we discuss from time to time here on Hacker News) with more specific tips on that issue.
"Abstract: "When does a replication attempt fail? The most common standard is: when it obtains p>.05. I begin here by evaluating this standard in the context of three published replication attempts, involving investigations of the embodiment of morality, the endowment effect, and weather effects on life satisfaction, concluding the standard has unacceptable problems. I then describe similarly unacceptable problems associated with standards that rely on effect-size comparisons between original and replication results. Finally, I propose a new standard: Replication attempts fail when their results indicate that the effect, if it exists at all, is too small to have been detected by the original study. This new standard (1) circumvents the problems associated with existing standards, (2) arrives at intuitively compelling interpretations of existing replication results, and (3) suggests a simple sample size requirement for replication attempts: 2.5 times the original sample."
[1] http://ejwagenmakers.com/papers.html
[2] http://opim.wharton.upenn.edu/~uws/
[3] http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2160588
[4] http://www.p-curve.com/
[5] http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2259879
"Wagenmakers, E.-J., Wetzels, R., Borsboom, D., Kievit, R., & van der Maas, H. L. J. (in press). A skeptical eye on psi. In May, E., & Marwaha, S. (Eds.), Extrasensory Perception: Support, Skepticism, and Science. ABC-CLIO. NB. I was requested to remove this preprint temporarily, until the publisher has given explicit consent to publish it here. If you seek a preprint please send me an Email."
And I'll note for the record that many of the papers by Eric-Jan Wagenmakers and his co-authors continue to be available on his website,[1] whether published yet or not, but please be sure that he is allowed to carry out his agreements with publishers so that those papers stay available. The work of that group of authors is very important and will do much to improve the science of psychology.
Gelman also comments favorably in his blog post about the work of Uri Simonsohn and his colleagues, who have devoted much thought to the issue of "p-hacking." Simonsohn is a professor of psychology with a better than average understanding of statistics. He and his colleagues are concerned about making scientific papers more reliable. Many of the interesting issues brought up by the comments on the article kindly submitted here become much more clear after reading Simonsohn's various articles[2] about p values and what they mean, and other aspects of interpreting published scientific research.
Simonsohn provides an abstract (which links to a full, free download of a funny, thought-provoking paper)[3] with a "twenty-one word solution" to some of the practices most likely to make psychology research papers unreliable. He has a whole site devoted to avoiding "p-hacking,"[4] an all too common practice in science that can be detected by statistical tests. You can use the p-curve software on that site for your own investigations into p values found in published research.
He also has a paper on evaluating replication results[5] (an issue we discuss from time to time here on Hacker News) with more specific tips on that issue.
"Abstract: "When does a replication attempt fail? The most common standard is: when it obtains p>.05. I begin here by evaluating this standard in the context of three published replication attempts, involving investigations of the embodiment of morality, the endowment effect, and weather effects on life satisfaction, concluding the standard has unacceptable problems. I then describe similarly unacceptable problems associated with standards that rely on effect-size comparisons between original and replication results. Finally, I propose a new standard: Replication attempts fail when their results indicate that the effect, if it exists at all, is too small to have been detected by the original study. This new standard (1) circumvents the problems associated with existing standards, (2) arrives at intuitively compelling interpretations of existing replication results, and (3) suggests a simple sample size requirement for replication attempts: 2.5 times the original sample."
[1] http://ejwagenmakers.com/papers.html
[2] http://opim.wharton.upenn.edu/~uws/
[3] http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2160588
[4] http://www.p-curve.com/
[5] http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2259879
at the risk of wading into epistemology (of which i'm certainly no expert), inferential statistics never claims to determine truth. it's a way of taking large sample sets and examining them mathematically to find little patterns in the data that may or may not support (but never confirm) a hypothesis. it's a powerful tool but that's all it does.
it's still up to our brains to try to make that last leap between data and prediction, which is something our brains are exceedingly good at, if necessarily flawed (in a schrödinger's cat kind of way).
gödel (among others) helped us find the limits of logical systems like this. i've mentioned it before (in https://news.ycombinator.com/item?id=8169025) but i'm really looking forward to the development of non-logic based math (quantum computing?) that's more akin to how our brains work and allows for multiple, conflicting "truths" to exist simultaneously. our consciousness lives in the rational world but the rest of our brains seems to be quite content with an ambiguous, entangled reality.
it's still up to our brains to try to make that last leap between data and prediction, which is something our brains are exceedingly good at, if necessarily flawed (in a schrödinger's cat kind of way).
gödel (among others) helped us find the limits of logical systems like this. i've mentioned it before (in https://news.ycombinator.com/item?id=8169025) but i'm really looking forward to the development of non-logic based math (quantum computing?) that's more akin to how our brains work and allows for multiple, conflicting "truths" to exist simultaneously. our consciousness lives in the rational world but the rest of our brains seems to be quite content with an ambiguous, entangled reality.
What do you mean with non-logic? I think that's hard to define. There are various approaches in logic-based AI that aim to somehow be more akin to how we handle multiple conflicting truths. A popular formalism is abstract argumentation theory, which is the study of evaluating the acceptability of multiple conflicting arguments. It has been shown that this is closely related to non-monotonic logics, such as LP with negation as failure and various types of defeasible reasoning. Proof theoretically, it replaces the notion of proof with that of a successful strategy in a two-person dialogue game.
Clearly the only scientific conclusion to make is that there is less magic in the world then there used to be.
In all seriousness though, having worked analyzing data in research, one overwhelming issue is that statisticians are often only involved in the analysis and not the experimental design resulting in studies that are plagued with noise and other confounding factors.
It is hard to know how this would effect a study of ESP etc since even a batch of non randomly selected people who could reliably do this would be significant but non the less replication has failed.
In all seriousness though, having worked analyzing data in research, one overwhelming issue is that statisticians are often only involved in the analysis and not the experimental design resulting in studies that are plagued with noise and other confounding factors.
It is hard to know how this would effect a study of ESP etc since even a batch of non randomly selected people who could reliably do this would be significant but non the less replication has failed.
Bayesians for the win!
The quote from Turing, most relevantly:
Unfortunately the statistical evidence, at least for telepathy, is overwhelming.
doesn't seem to go anywhere near as far as the author implies. Further, the source for the quote is a link to a paper which apparently just attributes the quote to Turing...but I don't even know that for sure since the link 404s. This is particularly...problematic...as the immediately preceding quote: You have no choice but to accept that the major conclusions of these studies are true.
(which does appear to go as far as the author implies) is actually attributed to Kahneman much later.Here's the source for the Turing quote: http://cogprints.org/499/1/turing.html
When you're going to grandstand, you should have more content/paragraph ratio. What is this?