misspecification testing

“Error statistical modeling and inference: Where methodology meets ontology” A. Spanos and D. Mayo

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A new joint paper….

“Error statistical modeling and inference: Where methodology meets ontology”

Aris Spanos · Deborah G. Mayo

Abstract: In empirical modeling, an important desideratum for deeming theoretical entities and processes real is that they can be reproducible in a statistical sense. Current day crises regarding replicability in science intertwine with the question of how statistical methods link data to statistical and substantive theories and models. Different answers to this question have important methodological consequences for inference, which are intertwined with a contrast between the ontological commitments of the two types of models. The key to untangling them is the realization that behind every substantive model there is a statistical model that pertains exclusively to the probabilistic assumptions imposed on the data. It is not that the methodology determines whether to be a realist about entities and processes in a substantive field. It is rather that the substantive and statistical models refer to different entities and processes, and therefore call for different criteria of adequacy.

Keywords: Error statistics · Statistical vs. substantive models · Statistical ontology · Misspecification testing · Replicability of inference · Statistical adequacy

To read the full paper: “Error statistical modeling and inference: Where methodology meets ontology.”

The related conference.

Mayo & Spanos spotlight

Reference: Spanos, A. & Mayo, D. G. (2015). “Error statistical modeling and inference: Where methodology meets ontology.” Synthese (online May 13, 2015), pp. 1-23.

Categories: Error Statistics, misspecification testing, O & M conference, reproducibility, Severity, Spanos | 2 Comments

Spurious Correlations: Death by getting tangled in bedsheets and the consumption of cheese! (Aris Spanos)

Spanos

Spanos

These days, there are so many dubious assertions about alleged correlations between two variables that an entire website: Spurious Correlation (Tyler Vigen) is devoted to exposing (and creating*) them! A classic problem is that the means of variables X and Y may both be trending in the order data are observed, invalidating the assumption that their means are constant. In my initial study with Aris Spanos on misspecification testing, the X and Y means were trending in much the same way I imagine a lot of the examples on this site are––like the one on the number of people who die by becoming tangled in their bedsheets and the per capita consumption of cheese in the U.S.

The annual data for 2000-2009 are: xt: per capita consumption of cheese (U.S.) : x = (29.8, 30.1, 30.5, 30.6, 31.3, 31.7, 32.6, 33.1, 32.7, 32.8); yt: Number of people who died by becoming tangled in their bedsheets: y = (327, 456, 509, 497, 596, 573, 661, 741, 809, 717)

I asked Aris Spanos to have a look, and it took him no time to identify the main problem. He was good enough to write up a short note which I’ve pasted as slides.

spurious-correlation-updated-4-1024

Aris Spanos

Wilson E. Schmidt Professor of Economics
Department of Economics, Virginia Tech

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*The site says that the server attempts to generate a new correlation every 60 seconds.

Categories: misspecification testing, Spanos, Statistics, Testing Assumptions | 14 Comments

Phil 6334: Duhem’s Problem, highly probable vs highly probed; Day #9 Slides

 

picture-216-1April 3, 2014: We interspersed discussion with slides; these cover the main readings of the day (check syllabus): the Duhem’s Probem and the Bayesian Way, and “Highly probable vs Highly Probed”. syllabus four. Slides are below (followers of this blog will be familiar with most of this, e.g., here). We also did further work on misspecification testing.

Monday, April 7, is an optional outing, “a seminar class trip”

"Thebes", Blacksburg, VA

“Thebes”, Blacksburg, VA

you might say, here at Thebes at which time we will analyze the statistical curves of the mountains, pie charts of pizza, and (seriously) study some experiments on the problem of replication in “the Hamlet Effect in social psychology”. If you’re around please bop in!

Mayo’s slides on Duhem’s Problem and more from April 3 (Day#9):

 

 

Categories: Bayesian/frequentist, highly probable vs highly probed, misspecification testing | 8 Comments

Phil 6334: March 26, philosophy of misspecification testing (Day #9 slides)

 

may-4-8-aris-spanos-e2809contology-methodology-in-statistical-modelinge2809d“Probability/Statistics Lecture Notes 6: An Introduction to Mis-Specification (M-S) Testing” (Aris Spanos)

 

[Other slides from Day 9 by guest, John Byrd, can be found here.]

Categories: misspecification testing, Phil 6334 class material, Spanos, Statistics | Leave a comment

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