Statistical Inference as Severe Testing

severe testing or severe sabotage? Christian Robert and the book slasher.

severe testing or severe sabotage? [not a book review]

 

I came across this anomaly on Christian Robert’s blog

Last week, I received this new book of Deborah Mayo, which I was looking forward reading and annotating!, but thrice alas, the book had been sabotaged: except for the preface and acknowledgements, the entire book is printed upside down [a minor issue since the entire book is concerned] and with some part of the text cut on each side [a few letters each time but enough to make reading a chore!]. I am thus waiting for a tested copy of the book to start reading it in earnest!

How bizarre, my book has been slashed with a knife, cruelly stabbing the page,letting words bleed out helter skelter. Some part of the text cut on each side? It wasn’t words with “Bayesian” in them was it? The only anomalous volume I’ve seen has a slightly crooked cover. Do you think it is the Book Slasher out for Halloween, or something more sinister? It’s a bit like serving the Michelin restaurant reviewer by dropping his meal on the floor, or accidentally causing a knife wound. I hope they remedy this quickly. (Talk about Neyman and quality control).

Readers: Feel free to use the comments to share you particular tale of woe in acquiring the book.

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Tour Guide Mementos (Excursion 1, Tour I of How to Get Beyond the Statistics Wars)

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Tour guides in your travels jot down Mementos and Keepsakes from each Tour[i] of my new book: Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars (CUP 2018). Their scribblings, which may at times include details, at other times just a word or two, may be modified through the Tour, and in response to questions from travelers (so please check back). Since these are just mementos, they should not be seen as replacements for the more careful notions given in the journey (i.e., book) itself. Still, you’re apt to flesh out your notes in greater detail, so please share yours (along with errors you’re bound to spot), and we’ll create Meta-Mementos. Continue reading

Categories: Error Statistics, Statistical Inference as Severe Testing | 8 Comments

Excursion 2 Tour II (3rd stop): Falsification, Pseudoscience, Induction (2.3)

StatSci/PhilSci Museum

Where you are in the Journey*  We’ll move from the philosophical ground floor to connecting themes from other levels, from Popperian falsification to significance tests, and from Popper’s demarcation to current-day problems of pseudoscience and irreplication. An excerpt from our Museum Guide gives a broad-brush sketch of the first few sections of Tour II:

Karl Popper had a brilliant way to “solve” the problem of induction: Hume was right that enumerative induction is unjustified, but science is a matter of deductive falsification. Science was to be demarcated from pseudoscience according to whether its theories were testable and falsifiable. A hypothesis is deemed severely tested if it survives a stringent attempt to falsify it. Popper’s critics denied he could sustain this and still be a deductivist …

Popperian falsification is often seen as akin to Fisher’s view that “every experiment may be said to exist only in order to give the facts a chance of disproving the null hypothesis” (1935a, p. 16). Though scientists often appeal to Popper, some critics of significance tests argue that they are used in decidedly non-Popperian ways. Tour II explores this controversy.

While Popper didn’t make good on his most winning slogans, he gives us many seminal launching-off points for improved accounts of falsification, corroboration, science versus pseudoscience, and the role of novel evidence and predesignation. These will let you revisit some thorny issues in today’s statistical crisis in science. Continue reading

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“It should never be true, though it is still often said, that the conclusions are no more accurate than the data on which they are based”

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My new book, Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars,” you might have discovered, includes Souvenirs throughout (A-Z). But there are some highlights within sections that might be missed in the excerpts I’m posting. One such “keepsake” is a quote from Fisher at the very end of Section 2.1

These are some of the first clues we’ll be collecting on a wide difference between statistical inference as a deductive logic of probability, and an inductive testing account sought by the error statistician. When it comes to inductive learning, we want our inferences to go beyond the data: we want lift-off. To my knowledge, Fisher is the only other writer on statistical inference, aside from Peirce, to emphasize this distinction.

In deductive reasoning all knowledge obtainable is already latent in the postulates. Rigour is needed to prevent the successive inferences growing less and less accurate as we proceed. The conclusions are never more accurate than the data. In inductive reasoning we are performing part of the process by which new knowledge is created. The conclusions normally grow more and more accurate as more data are included. It should never be true, though it is still often said, that the conclusions are no more accurate than the data on which they are based. (Fisher 1935b, p. 54)

How do you understand this remark of Fisher’s? (Please share your thoughts in the comments.) My interpretation, and its relation to the “lift-off” needed to warrant inductive inferences, is discussed in an earlier section, 1.2, posted here.   Here’s part of that. 

Continue reading

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Excursion 2: Taboos of Induction and Falsification: Tour I (first stop)

StatSci/PhilSci Museum

Where you are in the Journey* 

Cox: [I]n some fields foundations do not seem very important, but we both think that foundations of statistical inference are important; why do you think that is?

Mayo: I think because they ask about fundamental questions of evidence, inference, and probability … we invariably cross into philosophical questions about empirical knowledge and inductive inference. (Cox and Mayo 2011, p. 103)

Contemporary philosophy of science presents us with some taboos: Thou shalt not try to find solutions to problems of induction, falsification, and demarcating science from pseudoscience. It’s impossible to understand rival statistical accounts, let alone get beyond the statistics wars, without first exploring how these came to be “lost causes.” I am not talking of ancient history here: these problems were alive and well when I set out to do philosophy in the 1980s. I think we gave up on them too easily, and by the end of Excursion 2 you’ll see why. Excursion 2 takes us into the land of “Statistical Science and Philosophy of Science” (StatSci/PhilSci). Our Museum Guide gives a terse thumbnail sketch of Tour I. Here’s a useful excerpt:

Once the Problem of Induction was deemed to admit of no satisfactory, non-circular solutions (~1970s), philosophers of science turned to building formal logics of induction using the deductive calculus of probabilities, often called Confirmation Logics or Theories. A leader of this Confirmation Theory movement was Rudolf Carnap. A distinct program, led by Karl Popper, denies there is a logic of induction, and focuses on Testing and Falsification of theories by data. At best a theory may be accepted or corroborated if it fails to be falsified by a severe test. The two programs have analogues to distinct methodologies in statistics: Confirmation theory is to Bayesianism as Testing and Falsification are to Fisher and Neyman–Pearson.

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Excursion 1 Tour I (3rd stop): The Current State of Play in Statistical Foundations: A View From a Hot-Air Balloon (1.3)

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How can a discipline, central to science and to critical thinking, have two methodologies, two logics, two approaches that frequently give substantively different answers to the same problems? … Is complacency in the face of contradiction acceptable for a central discipline of science? (Donald Fraser 2011, p. 329)

We [statisticians] are not blameless … we have not made a concerted professional effort to provide the scientific world with a unified testing methodology. (J. Berger 2003, p. 4)

From the aerial perspective of a hot-air balloon, we may see contemporary statistics as a place of happy multiplicity: the wealth of computational ability allows for the application of countless methods, with little handwringing about foundations. Doesn’t this show we may have reached “the end of statistical foundations”? One might have thought so. Yet, descending close to a marshy wetland, and especially scratching a bit below the surface, reveals unease on all sides. The false dilemma between probabilism and long-run performance lets us get a handle on it. In fact, the Bayesian versus frequentist dispute arises as a dispute between probabilism and performance. This gets to my second reason for why the time is right to jump back into these debates: the “statistics wars” present new twists and turns. Rival tribes are more likely to live closer and in mixed neighborhoods since around the turn of the century. Yet, to the beginning student, it can appear as a jungle.

Statistics Debates: Bayesian versus Frequentist

These days there is less distance between Bayesians and frequentists, especially with the rise of objective [default] Bayesianism, and we may even be heading toward a coalition government. (Efron 2013, p. 145)

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Excursion 1 Tour I (2nd stop): Probabilism, Performance, and Probativeness (1.2)

1.2

I shall be concerned with the foundations of the subject. But in case it should be thought that this means I am not here strongly concerned with practical applications, let me say right away that confusion about the foundations of the subject is responsible, in my opinion, for much of the misuse of the statistics that one meets in fields of application such as medicine, psychology, sociology, economics, and so forth. (George Barnard 1985, p. 2)

While statistical science (as with other sciences) generally goes about its business without attending to its own foundations, implicit in every statistical methodology are core ideas that direct its principles, methods, and interpretations. I will call this its statistical philosophy. To tell what’s true about statistical inference, understanding the associated philosophy (or philosophies) is essential. Discussions of statistical foundations tend to focus on how to interpret probability, and much less on the overarching question of how probability ought to be used in inference. Assumptions about the latter lurk implicitly behind debates, but rarely get the limelight. If we put the spotlight on them, we see that there are two main philosophies about the roles of probability in statistical inference: We may dub them performance (in the long run) and probabilism. Continue reading

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Excursion 1 Tour I: Beyond Probabilism and Performance: Severity Requirement (1.1)

The cruise begins…

I’m talking about a specific, extra type of integrity that is [beyond] not lying, but bending over backwards to show how you’re maybe wrong, that you ought to have when acting as a scientist. (Feynman 1974/1985, p. 387)

It is easy to lie with statistics. Or so the cliché goes. It is also very difficult to uncover these lies without statistical methods – at least of the right kind. Self- correcting statistical methods are needed, and, with minimal technical fanfare, that’s what I aim to illuminate. Since Darrell Huff wrote How to Lie with Statistics in 1954, ways of lying with statistics are so well worn as to have emerged in reverberating slogans:

  • Association is not causation.
  • Statistical significance is not substantive significamce
  • No evidence of risk is not evidence of no risk.
  • If you torture the data enough, they will confess.

Exposés of fallacies and foibles ranging from professional manuals and task forces to more popularized debunking treatises are legion. New evidence has piled up showing lack of replication and all manner of selection and publication biases. Even expanded “evidence-based” practices, whose very rationale is to emulate experimental controls, are not immune from allegations of illicit cherry picking, significance seeking, P-hacking, and assorted modes of extra- ordinary rendition of data. Attempts to restore credibility have gone far beyond the cottage industries of just a few years ago, to entirely new research programs: statistical fraud-busting, statistical forensics, technical activism, and widespread reproducibility studies. There are proposed methodological reforms – many are generally welcome (preregistration of experiments, transparency about data collection, discouraging mechanical uses of statistics), some are quite radical. If we are to appraise these evidence policy reforms, a much better grasp of some central statistical problems is needed.

Continue reading

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