Unlearning descriptive statistics
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Unlearning descriptive statistics
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Re: Unlearning descriptive statistics
#2The TL;DR is to just plot everything if possible to visualize skew explicitly (or tricks like the Quartet), and there are a number of tools which can do that without much LOC overhead. (e.g ggplot2)
Re: Unlearning descriptive statistics
#3Essentially, we can make up any method we want to summarize data and give us a single value that represents the central location of the data i.e. mean vs. least absolute distance vs. distance squared, etc.
I haven't thought much about the difference between "typical case" or "expected value" so that's a very useful distinction to be made, especially when deciding which method you want to pick.
Re: Unlearning descriptive statistics
#4It's worth noting that most statistical packages include the ability to generate a five-number summary ( https://en.m.wikipedia.org/wiki/Five-number_summary ), which generates many of the described skew-independent descriptive statistics automatically. (R, for example, will generate a five-number summary for each feature of a data frame with a simple summary(df) ) The TL;DR is to just plot everything if possible to v…
Re: Unlearning descriptive statistics
#5It's worth noting that most statistical packages include the ability to generate a five-number summary ( https://en.m.wikipedia.org/wiki/Five-number_summary ), which generates many of the described skew-independent descriptive statistics automatically. (R, for example, will generate a five-number summary for each feature of a data frame with a simple summary(df) ) The TL;DR is to just plot everything if possible to v…
Re: Unlearning descriptive statistics
#6https://en.wikipedia.org/wiki/Distance_correlation http://projecteuclid.org/euclid.aoas/1267453933
It's implemented in the R package "energy", and provides a more comprehensive measure of variable dependence than Spearman's rank correlation. Distance correlation is able to detect any kind of dependence, not just monotonic relationships.
Re: Unlearning descriptive statistics
#7Re: Unlearning descriptive statistics
#8A single-number statistic is _going_ to leave things out, so if you must boil things down into one number, or even a few numbers, you're going to lose something that you had in the raw data. This is why I find claims along the lines of "statistics don't tell the whole story" a little bemusing - of course they don't, the very definition of a statistic is a summarization of data that is easier to work with. The question is what data is kept or lost, or more generally what importance we place on different aspects of the raw data such that it's reflected in our descriptive statistics.
The lessons for non-technical people who want to communicate with descriptive statistics are to recognize that summarization is inherent in the nature of any descriptive statistic, that they are thereby opinionated in some way in terms of what they've preserved and what they've left out, and to recognize whether those opinions are appropriate for your purpose.
Re: Unlearning descriptive statistics
#9Because lots of data analysis questions hinge upon the association between two data sets, and it's nice (crucial) to be able to quantify this value. Especially because
> While statisticians are generally quite good at estimating a correlation from a picture and vice versa, most people are not.
The author says
> Still not happy and absolutely want a number? You would do well to shun correlations even so.
OK, so what else do you suggest?
Re: Unlearning descriptive statistics
#10Surely there has to be an analysis somewhere that someone has done which links Kolmogorov complexity and one-statistic-describes-all approaches of interpreting numbers?