Everything Is Correlated • Hacker News Board

Re: Everything Is Correlated

#51

Post by dwaltrip » Sat, May 04, 2019, 7:30 AM UTC

nonbel wrote: post #32

dwaltrip wrote: post #31

Earlier quoted context omitted.

Can you explain that last sentence? What is a valid null model if everything is correlated?

A model of whatever process you think generated the data. EDIT: I guess I should say that the concept of testing a "null model" without interpreting the fit relative to other models is wrong to begin with. You need to use Bayes' rule and determine: p(H[0]|D) = p(H[0])p(D|H[0])/sum(p(H[0:n])*p(D|H[0:n])) Lots of stuff wrong with what has been standard stats for the last 70 years, it literally amounts to stringing toge…

Thanks for the response. Do you know of any you good blog posts or articles that dive into this a bit more? It looks very interesting.

Re: Everything Is Correlated

#52

Post by gwern » Sat, May 04, 2019, 11:50 PM UTC

leaky_valve wrote: post #13

Sample means and true means are different things.

You're being downvoted because you missed the point repeatedly made in the intro and many of the excerpts that this is in fact a claim about the 'true means'.

Re: Everything Is Correlated

#53

Post by nonbel » Mon, May 06, 2019, 3:06 AM UTC

dwaltrip wrote: post #51

nonbel wrote: post #32

Earlier quoted context omitted.

A model of whatever process you think generated the data. EDIT: I guess I should say that the concept of testing a "null model" without interpreting the fit relative to other models is wrong to begin with. You need to use Bayes' rule and determine: p(H[0]|D) = p(H[0])p(D|H[0])/sum(p(H[0:n])*p(D|H[0:n])) Lots of stuff wrong with what has been standard stats for the last 70 years, it literally amounts to stringing toge…

Thanks for the response. Do you know of any you good blog posts or articles that dive into this a bit more? It looks very interesting.

This is the best description of the main problem (testing your own vs some default hypothesis) I have seen:

Paul E. Meehl, "Theory-Testing in Psychology and Physics: A Methodological Paradox," Philosophy of Science 34, no. 2 (Jun., 1967): 103-115. https://doi.org/10.1086/288135

Free download here: www.fisme.science.uu.nl/staff/christianb/downloads/meehl1967.pdf

Andrew Gelman (andrewgelman.com) has a great blog that often touches on this issue.

Re: Everything Is Correlated

#54

Post by nonbel » Mon, May 06, 2019, 5:23 AM UTC

dwaltrip wrote: post #51

nonbel wrote: post #32

Earlier quoted context omitted.

A model of whatever process you think generated the data. EDIT: I guess I should say that the concept of testing a "null model" without interpreting the fit relative to other models is wrong to begin with. You need to use Bayes' rule and determine: p(H[0]|D) = p(H[0])p(D|H[0])/sum(p(H[0:n])*p(D|H[0:n])) Lots of stuff wrong with what has been standard stats for the last 70 years, it literally amounts to stringing toge…

Thanks for the response. Do you know of any you good blog posts or articles that dive into this a bit more? It looks very interesting.

https://statmodeling.stat.columbia.edu/2019/03/20/retire-sta...

Re: Everything Is Correlated

#55

Post by dwaltrip » Tue, May 07, 2019, 3:53 AM UTC

nonbel wrote: post #53

dwaltrip wrote: post #51

Earlier quoted context omitted.

Thanks for the response. Do you know of any you good blog posts or articles that dive into this a bit more? It looks very interesting.

This is the best description of the main problem (testing your own vs some default hypothesis) I have seen: Paul E. Meehl, "Theory-Testing in Psychology and Physics: A Methodological Paradox," Philosophy of Science 34, no. 2 (Jun., 1967): 103-115. https://doi.org/10.1086/288135 Free download here: www.fisme.science.uu.nl/staff/christianb/downloads/meehl1967.pdf Andrew Gelman (andrewgelman.com) has a great blog that o…

Thanks a bunch for sharing, I appreciate it. I'll add these resources to my reading list. I may also pass it along to my brother who getting a graduate degree in psych :)

Re: Everything Is Correlated

#56

Post by PeterisP » Fri, May 10, 2019, 3:00 PM UTC

mojomark wrote: post #8

ajuc wrote: post #7

When the correlation is close to 0 it's often because of a feedback loop. For example - in economy with central bank trying to hit inflation target - interest rates and inflation will have near 0 correlation (interest rates change but inflation remains constant). That's because central bank adjusts interest rates to counter other variables so that inflation remains near the target. Other example (my favorite, it was…

Good discussion. On the flip side, in my data mining class the professor keeps saying ~"you may be able to find clusters in a data set, but often no true correlation exists." However, that's an absolute statement I just don't swallow. In my mind what I see is that if an unexplained correlation or non-correlation appears, it may be random (or true) or it could be the result of an unmeasured (hidden) variable. In your…

It's probably in the same vein as the classic quote by Tukey "The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data." - a "need" for an answer can easily motivate people to mangle the data in order to find it even if it doesn't exist.