March 2009 Archives

The U.S. Census has tons of data, but sometimes it can be hard to get at what you want. John Transue writes, regarding the goal of getting racial composition of U.S. counties:

This Firefox extension is incredibly useful for grabbing data from many links on the same page [convenient if you want to get files for all 50 states at once].

The data came from this Census page.

Yair used this page.

Kobi pointed me to this news article that discusses this research article by Richard Vining, Amy Steigerwalt, and Susan Navarro Smeicer which claims that the American Bar Association has a liberal bias in its evaluation of Supreme Court nominees. They write:

Manoel Galdino pointed me to a discussion on the Polmeth list on the topic of reporting p-values and regression coefficients. (The polmeth listserv doesn't seem to have a way to link to threads, but if you go here for March 2009 you can scroll down to the posts on "Displaying regression coefficients.") I don't want to go on and on about this, but in the interest of advancing the ball forward just a bit, here are a few thoughts:

From a discussion of Richard Ford and John Updike:

I can't think of a single good title among all of Updike's stories and novels. OK, I guess The Witches of Eastwick isn't a bad title. But that's about it. Nothing in the oeuvre to match the title, The Sportswriter.

Philip K. Dick was another writer who couldn't come up with a good title to save his life. Hemingway, though--he knew how to write a title. Over and over again, he came up with winners. It's a real skill.

It was only years after publishing Teaching Statistics: A Bag of Tricks that I realized I should've called it Learning Statistics: A Bag of Tricks. Maybe it was years after writing Rabbit, Run, that Updike realized he should've called it Anhedonia or whatever. (And the sequels: Rabbit Redux and the rest . . . great novels, but awful, awful titles. What was he thinking??)

Raymond Carver's titles are good, but that impresses me less since I'm not so impressed with his stories. George V. Higgins's titles were OK--not bad, mostly not great--but his novels had some classic last lines. He really knew how to sum it up, often with a character making a devastating offhand remark.

After writing this, I scanned my bookshelves. Most of the books on the shelf have good titles. Apparently it's just not that hard to do. Looked at from that perspective, there's almost something heroic in Updike's inability (or perhaps unwillingness) to come up with more than one or two good titles among dozens of books and hundreds (probably thousands) of stories. and articles.

P.S. Gore Vidal is another great writer who can't seem to come up with a good title to save his life. Cheever, on the other hand, could really whip 'em off: The Swimmer, The Housebreaker of Shady Hill, and all the rest.

Alex Frankel sent in this:

A professor at Oxford University and his team have perfected a model whereby they can calculate whether the relationship will succeed. In a study of 700 couples, Professor James Murray, a maths expert, predicted the divorce rate with 94 per cent accuracy. His calculations were based on 15-minute conversations between couples who were asked to sit opposite each other in a room on their own and talk . . . Professor Murray and his colleagues recorded the conversations and awarded each husband and wife positive or negative points depending on what was said. Partners who showed affection, humour or happiness as they talked were given the maximum points, while those who displayed contempt or belligerence received the minimum. . . .

I looked up James Murray and couldn't find any article describing these results; 94% accuracy sounds pretty good to me, but it's difficult to make any comment based only on news reports. It appears, though, that Murray's main home is the University of Washington, not Oxford--at least, there seems to be a lot more info on Murray at UW than at Oxford--and he's cowritten a book on The Mathematics of Marriage, so this isn't a new area for him.

There must be a bit of a discussion of this sort of thing in the clinical psychology literature? Perhaps this would be a good topic for teaching logistic regression forecasting, better than our usual boring examples.

One thing about the news report puzzled me, though; at the end, it says:

The forecast of who would get divorced in his study of 700 couples over 12 years was 100 per cent correct, he said. But "what reduced the accuracy of our predictions was those couples who we thought would stay married and unhappy actually ended up getting divorced".

Huh?? If the accuracy was 100%, then what does he mean by "what reduced the accuracy of our predictions"? Were they hoping for 110%?

The other day I mentioned this article by Lionel Page that found a momentum effect in tennis matches; more specifically: "winning the first set has a significant and strong effect on the result of the second set. A player who wins a close first set tie break will, on average, win one game more in the second set."

tennis.png

I'd display these data with a heat map rather than with overplotted points, but you get the idea.

This looked reasonable to me, but Guy Molyeneux sent in some skeptical comments, which I'll give, followed by Page's response. Molyeneux writes:

GPU Supercomputers

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An example of a computer cluster

Image via Wikipedia

Computer games have been the driver behind large advances in 3D graphics hardware over the past decade. It turned out that the hardware developed for rotating, projecting and rendering many triangles can also be used for other purposes, and this is the notion of "general-purpose computing on graphics processing units" or just GPGPU.

The research and development community's center is gpgpu.org. There are several environments for development of software on such hardware, CUDA, brook, OpenCL, libsh, CTM.

I have looked through their list of CUDA example applications, but couldn't find any statistical applications. Some related ones in machine learning and Markov chains claim 50-fold speedups over conventional PC architectures, without the complexity of running a whole cluster of computers. Now, computation of likelihood and MCMC are inherently extremely paralelizable, and such hardware could make it easier to fit sophisticated models. This would be a good topic for a computationally minded PhD thesis.

Main effects and interactions

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We all know to look at main effects first and then look for interactions. But a former student pointed me to some disturbing advice from some statistics textbooks. I'll give his quotes and then my reactions:

Self-experimentation

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Jimmy sent this along:

Still, Mr. Perry wondered whether caffeine would help him. When he retired from rowing last July, he decided to do a randomized, blinded, placebo-controlled experiment on himself.

Commenter BorisG asked why I made my pretty maps using pre-election polls rather than exit polls. I responded in the comments but then I did a search and noticed that Kos had a longer discussion of this point on his blog. So I thought maybe it would help to discuss this all further here.

To start with, I appreciate the careful scrutiny. One of my pet peeves is people assuming a number or graph is correct, just because it has been asserted. BorisG and Kos and others are doing a useful service by subjecting my maps to criticism.

Several issues are involved:

- Data availability;
- Problems with pre-election polls;
- Problems with election polls;
- Differences between raw data and my best model-assisted estimates;
- Thresholding at 50%;
- Small sample sizes in some states.

I'll discuss each of these issues in turn.

JAMA Editors Go Nuts

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This is pretty funny.

Jose Aleman points me to this conference on 18-19 June at Fordham University:

This conference is about applications of the R software and Graphics system to important policy and research problems, not about R per se. It provides an excellent opportunity to bring together researchers from various disciplines using R in their reproducible research work. We hope to provide practical help to students and researchers alike.

It says here that I'm an invited speaker. I don't actually remember being asked to do so, but if I did, then I guess I'll be there! Fordham is conveniently located near the zoo so perhaps I can somehow combine this with a family trip.

P.S. I checked more carefully and the conference is actually at the Manhattan branch of Fordham (at Lincoln Center). So no zoo trip, unfortunately!

Aleks pointed me to this dead-serious tutorial from www.usa.gov. Among the amusing bits:

"Blogs require talented writers, as blogs are just another form of writing. You can't have a good blog without a good writer, with knowledgeable opinions or information."
"How often will it be updated? The latest best practice shows that when a blog is first posted, it should be updated every day for the first 30 days (to establish a consistent relationship with the search engines). After the initial 30 days, it should be updated at least 2-3 times a week to stay high in the rankings."
"Avoid slang and arcane terms, unless you define them."
"Never use "click here" or similar terms."
"Read your link aloud--is it easy to enunciate?"

And, my favorite:

"Choose words that have as few syllables as possible."

On the upside, I learned that Montgomery County, MD, Division of Solid Waste has a blog titled "Talkin' Trash." Quite a bit snappier than "Statistical modeling, causal inference, and social science," I gotta say.

P.S. To be serious for a moment, I think they could've replaced most of their guidelines by a single bit of writing advice I once heard:

Tell 'em what they don't already know.

Sharad's blog

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Sharad Goel is a brilliant guy who works at Yahoo with Duncan Watts and just started a blog on statistical topics. It's great so far and I'm sure will continue to be so.

How did white people vote?

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I posted the maps at 538.

And here's what we did:

Scrabble rants

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According to Carl Bialik, "za," "qi," and "zzz" were added recently to the list of official Scrabble words. I'm not so bothered by "zzz"--if somebody has two blanks to blow on this one, go for it!--but "za" and "qi"??? I don't even like "cee," let alone "qat," "xu," and other abominations. (I'm also not a big fan of "aw.")

Without further ado, here are my suggestions for reforming Scrabble.

1. Change one of the I's to an O. We've all had the unpleasant experience of having too many I's in our rack. What's the point?

2. Change one of the L's to an H. And change them both to 2-point letters. The H is ridiculously overvalued.

3. V is horrible. Change one of them to an N and let the remaining V be worth 6 points.

4. Regarding Q: Personally, I'd go the Boggle way and have a Qu tile. But I respect that Scrabble traditionalists enjoy the whole hide-the-Q game, so for them I guess I'd have to keep the Q as is.

5. Get rid of a bunch of non-English words such as qat, xu, jo, etc. Beyond this, for friendly games, adopt the Ubs rule, under which, if others aren't familiar with a word you just played, you (a) have to define it, and (b) can't use it this time--but it becomes legal in the future.

6. This brings me to challenges. When I was a kid we'd have huge fights over challenges because of their negative-sum nature: when player A challenges player B, one of them will lose his or her turn. At some point we switched to the mellower rule that, if you're challenged and the word isn't in the dictionary, you get another try--but you have to put your new word down immediately, you get no additional time to think. And if you challenge and you are wrong, you don't lose your turn. (We could've made this symmetric by saying that the challenger would have to play immediately when his or her turn came up--that seems like a reasonable rule to me--but we didn't actually go so far, as challenges were always pretty rare.)

Regarding points 1, 2, and 3 above: I know that traditionalists will say that all these bugs are actually features, that a good Scrabble player will know how to handle a surplus of I's or deal with a V. I disagree. There's enough challenge in trying to make good words without artificially making some of the rare letters too common. I mean, if you really believed that it's a good thing that there are two V's worth only 4 points each, why not go whole hog and get rid of a bunch of E's, T's, A's, N's, and R's, and replace them with B's and C's and suchlike?

P.S. Also interesting is this chart showing the frequencies of letters from several different corpuses. I'm not surprised that, for example, the frequency of letters from a dictionary is different from that of spoken words, but I was struck by the differences in letter frequencies comparing different modern written sources. For example, E represents 12.4% of all letters from a corpus of newspapers, whereas it is only 11.2% in corpuses of fiction and magazines. I wonder how much of this is explained by "the."

Life Expectancy at birth (years) {{col-begin}}...

Image via Wikipedia

Johannes pointed me to FindMyWorth, a website that provides another formula for monetary value of a human life, this one conditioned on income, spending, financial growth rate, rate of return, life expectancy and quality of life. If you live in Qatar, you're worth the most, almost $6M:

quatar.png

While one could argue a lot about the formula, the author Zeeshan-ul-hassan Usmani has made a good example of how to properly publish a working paper in this age: not just that he has the paper, he has an interactive demonstration, graphs, data, and a 30-second "executive" summary of the methodology for all of us with attention deficit disorders. He could have a comment section, but that's the way to go!

$88 (or $110 list)

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Why I don't (usually) publish with Wiley. I want to get it, though.

Whaddya think of that, Matt?

See here. It's an important issue, but their plot has two huge problems:

1. The big fat circles in the diagonal axis are conveying no information and are, to my eye, a distraction.

2. They forgot to to order the variables, as a result creating a confusing pattern. Try reordering to put the highly-correlated variables together (as Tian did for Figure 8 in our article).

They also gave the variables unreadable abbreviations. This is not specifically an error with the correlation plot but it's a common mistake that can easily be avoided.

P.S. More here from Eduardo and John.

MeTube

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My red-blue talk at Google:

If you have any good questions that they forgot to ask in Mountain View, feel free to post in comments. And here's more info on the book.

Atlantic causal conference

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Dylan Small writes:

We will be holding the next edition of the Atlantic Causal Conference on May 20-21 at Penn. Hope to see you at the conference in May.

It looks great! We actually organized the very first one of these conferences here at Columbia (see also here for a brief report), and I'm pleased to see it's going stronger than ever.

Whiteboard update

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Jeronimo writes:

I have been using small whiteboards in my research methods class to have the students work in pairs and it has been a huge success.

I asked, "How large are the whiteboards? And why do you use these rather than simply having them work in their notebooks?" and he responded:

The whiteboards are about 8x11. I like the boards because it changes the dynamic of the class. It introduces the sense of doing something different and also they can erase everything and start all over again. And I guess we don't waste a lot of paper.

I'll try it for the next course I teach.

P.S. As Seth might say, how come I have no problem with anecdotal evidence in education--the area in which I actually work--but when it comes to medicine and public health I focus on potential selection biases, insist on randomized trials, etc. In my defense, I'd point out that there has been some education research showing the benefits of working in pairs, peer instruction, and so forth--thus the "whiteboard for each pair of students" idea makes sense. But, then again, medical interventions typically make sense, whether or not they work (recall The Doctor's Dilemma).

Economist-centrism

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Steven Levitt writes of Time Magazine's list of the 100 people who "shape our world," that one year they included him but that, in his opinion, "Economists have not figured very prominently on the previous lists; there has been roughly one economist in the top 100 per year."

One per hundred seems pretty good to me, considering that economists represent only 0.1% of the employed population in the United States!

I guess the real moral of the story is that, whatever people have, they will consider it as a baseline and then want more.

P.S. Of course I'm happy that Nate is ranked in the top 200, but, no, he's not an economist. He's a sabermetrician, or, if you want to use a more general term, "statistician." If you call someone an economist just because he majored in economics in college, then I'm a physicist.

At the airport they have different terminals for different airlines, with flights leaving from all over the place. Why not have a simpler system, where all the flights to Chicago leave from one section of the airport, all the flights to L.A. leave from another section, and so forth? Then you could buy a "ticket to Chicago"--no airline specified--and then just go to the gate and get on the next flight to the Windy City.

The analogy is the supermarket, where products are organized by what they are, not who manufactures them. If the supermarket were like the airport, they'd have all the Proctor & Gamble products in the same place, and so forth. Or imagine a bookstore where the books were arranged by publisher and you had to look at the Random House books, then the Knopf books. etc. That's what it's like going to the airport, with the extra thrill of having occasional flight delays.

One could argue that flying waste so much fuel that anything that makes air travel more of a hassle is a good idea, and maybe that's true. If so, it's the only argument I know in favor of the current system.

Strangled by data?

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Google in 1998

Image via Wikipedia

A frustrated ex-Googler writes:
Yes, it's true that a team at Google couldn't decide between two blues, so they're testing 41 shades between each blue to see which one performs better. I had a recent debate over whether a border should be 3, 4 or 5 pixels wide, and was asked to prove my case. I can't operate in an environment like that. I've grown tired of debating such miniscule design decisions. There are more exciting design problems in this world to tackle.

So, Google observes people and their clicks to determine the color or line thickness. When your software phones back every time it is used, it's like having a microphone or camera in a car that detects every mistake, or that measures the response time.

It is easy to optimize the line thickness, but it's more difficult to optimize the overall design of the study. When your working day has 16 hours, and you spend 15 of them on optimization, there is not much time left for new designs.

The analogy carries over to statistical practice: your model is only as good as the data you're using. And the data, while plentiful and accurate, might be preventing you from solving the problem, looking for keys under the lamp post. Methodology can often be just as constraining as the data.

Over the past few decades, most policy programs were focused on remediation based on easily measured demographic variables, such as age, gender, income, race, education, ideology, ability - at the expense of variables that are harder to model and measure, such as honor, talent, potential, trustworthiness, motivation.

Following my skeptical discussion of their article on the probability of a college basketball team winning after ahead or behind by one point at halftime, Jonah Berger and Devin Pope sent me a long and polite email (with graph attached!) defending their analysis. I'll put it all here, followed by my response. I'm still skeptical on some details, but I think that some of the confusion can be dispelled with a minor writing change, where they make clear that their 6.6% estimate is a comparison to a model.

Berger and Pope's first point was a general discussion about their methods:

I love stories and for a long time have wanted to put together a little book of my favorite statistics stories. I know this is not something that would ever reach David Sedaris levels of popularity (to say the least) but at least it would give me some good material to use at the beginning of class or for other times when I want to engage students in a way that's not too taxing for them. (In the meantime, I recommend that all of you who teach statistics or methods classes begin each of your classes, while the students are walking in, with a 5-minute discussion of whatever the latest items are on this blog.)

Anyway, I have a new story right here for ya.

John Shonder pointed me to this discussion by Justin Wolfers of this article by Jonah Berger and Devin Pope, who write:

In general, the further individuals, groups, and teams are ahead of their opponents in competition, the more likely they are to win. However, we show that through increasing motivation, being slightly behind can actually increase success. Analysis of over 6,000 collegiate basketball games illustrates that being slightly behind increases a team's chance of winning. Teams behind by a point at halftime, for example, actually win more often than teams ahead by one. This increase is between 5.5 and 7.7 percentage points . . .

This is an interesting thing to look at, but I think they're wrong. To explain, I'll start with their data, which are 6572 NCAA basketball games where the score differential at halftime is within 10 points. Of the subset of these games with one-point gaps at halftime, the team that's behind won 51.3% of the time. To get a standard error on this, I need to know the number of such games; let me approximate this by 6572/10=657. The s.e. is then .5/sqrt(657)=0.02. So the simple empirical estimate with +/- 1 standard error bounds is [.513 +/- .02], or [.49, .53]. Hardly conclusive evidence!

Given this tiny difference of less than 1 standard error, how could they claim that "being slightly behind increases a team's chance of winning . . . by between 5.5 and 7.7 percentage points"?? The point estimate looks too large (6.6 percentage points rather than 1.3) and the standard error looks too small.

What went wrong? A clue is provided by this picture:

Halfscore.jpg

As some of Wolfers's commenters pointed out, this graph is slightly misleading because all the data points on the right side are reflected on the left. The real problem, though, is that what Berger and Pope did is to fit a curve to the points on the right half of the graph, extend this curve to 0, and then count that as the effect of being slightly behind.

This is wrong for a couple of reasons.

First, scores are discrete, so even if their curve were correct, it would be misleading to say that being behind increases your chance of winning by 6.6 points. Being behind takes you from a differential of 0 (50% chance of winning, the way they set up the data) to 51% (+/- 2%). Even taking the numbers at face value, you're talking 1%, not their claimed 5% or more.

Second, their analysis is extremely sensitive to their model. Looking at the picture above--again, focusing on the right half of the graph--I would think it would make more sense to draw the regression line a bit above the point at 1. That would be natural but it doesn't happen here because (a) their model doesn't even try to be consistent with the point at 0, and (b) they do some ridiculous overfitting with a 5th-degree polynomial. Don't even get me started on this sort of thing.

What would I do?

I'd probably start with a plot similar to their graph above, but coding score differential consistently as "home team score minus visiting team score." Then each data point would represent different games, they could fit a line and see what they get. And I'd fit linear functions (on the logit scale), not 5th-degree polynomials. And I'd get more data! The big issue, though, is that we're talking about maybe a 1% effect, not a 7% effect, which makes the whole thing a bit less exciting.

P.S. It's cool that Berger and Pope tried to do this analysis. I also appreciate that they attempted to combine sports data with a psychological experiment, in the spirit of the (justly) celebrated hot-hand paper. I like that they cited Hal Stern. And, even discounting their exaggerated inferences, it's perhaps interesting that teams up by 1% at halftime don't do better. This is just what happens when studies get publicized before peer review. Or, to put it another way, the peer review is happening right now! I've put enough first-draft mistakes on my own blogs that I can't hold it against others when they do the same.

P.P.S. Update here.

Timothy Teräväinen pointed to an interesting journal, the Journal of Articles in Support of the Null Hypothesis:

In the past other journals and reviewers have exhibited a bias against articles that did not reject the null hypothesis. We seek to change that by offering an outlet for experiments that do not reach the traditional significance levels (p < .05). Thus, reducing the file drawer problem, and reducing the bias in psychological literature. Without such a resource researchers could be wasting their time examining empirical questions that have already been examined. We collect these articles and provide them to the scientific community free of cost.

I've three comments.

Branding: Perhaps more people would understand what this is about if the journal was titled, say, "Status Quo" or "Nothing new under the Sun".

Topic or theme: Only statisticians would be instinctively attracted to a standalone topic like this. JASNH would work better as a subtopic (or a folksonomic "tag") of every academic discipline, or a section of any journal. At the same time, it's good to keep all such articles in one place.

Format: I am not sure it's worth writing a whole article about a negative result. Instead of articles, some sort of a shorter write-up would be more efficient - people might not want to spend too much time elaborating on the support of status quo, but other researchers would benefit from knowing what is unlikely to work.

Some statistical analysis says yes:

The HAI [Hiring Activity Index] is essentially a measure of how actively our [Criteria Corp's] customers (made up mostly of SMBs of between 10 and 500 employees) are administering pre-employment tests through our system (and presumably, therefore, hiring) . . . the HAI is the percentage of our customers who are actively hiring (administering tests) in a given month. From January 2008 (when we began tracking the HAI) to October 2008 the HAI remained very steady, within a few points of 65%. (If this seems low, consider that even in the best of times many 30 or 40 person companies will not be hiring every month.)

But as the financial markets plummeted and the unemployment rate surged in November, the HAI sunk about ten points, and by January reached its lowest level since we started tracking it, 53.28%. . . . So I [Josh Millet] was very pleasantly surprised to see a fairly strong uptick in the HAI in February, to 61.41%. It is only one data point, to be sure, but it suggests that for SMBs the hiring picture improved somewhat in February. Could it be an upwards blip in a downward trend? Of course, but the eight point jump in the HAI is the biggest we've seen since we started tracking the index. For those, like me [Millet], inclined to think that the current recession, although brutal and severe, will not be as long-lasting as some suppose, the February HAI reading is cause for hope. . . . Small and medium-sized businesses did not lead us into this recession, but they may just lead us out of it--and don't look now, but it may have already started.

I couldn't resist taking the horrible table that was posted and making a simple graph:

criteria.png

I assume they've done some simple checks with the data and made sure that this isn't some computer glitch, for example a problem with the software causing a bunch of these things to be counted twice, or some change in the calculation or the population of users so that the denominator suddenly changed?

I won't even try attempt to evaluate this--as I never tire of reminding people, my last econ class was in 11th grade--I'm just throwing this out there, first as an interesting example of a Freakonomics-style index and second as potentially important economic news. Again, I'll leave it to others to judge this.

It could be an interesting and important project (an econ M.A. thesis?) for someone to put together a whole bunch of this sort of measure to get some sort of aggregate that could be useful in monitoring aspects of the economy not captured by traditional statistics.

$7,600 (World Bank 2007)

$9,100 (World Bank 2007)

$14,700 (PPP adjusted, World Bank 2007)

$4,500 (World Bank 2006)

$7600 or $14,400 (gross national income: "Atlas method" or "purchasing power parity," World Bank 2007)

$12,600 (IMF 2008), $9,100 (World Bank 2007), or $12,500 (CIA 2008)

$2,637 in 2000 US dollars (World Bank 2007); that's $3,200 in 2007 dollars

$2,621 (World Bank 2006) or $8,600 (IMF)

Sure, I realize these statistics cannot be calculated exactly, and, sure, I realize there are definitional issues within a country and choices to be made when converting to other currencies. Still, there's a lot of variation here!

At the very least, this is a good example for a statistics, economics, or political science class to illustrate the difficulties of measurement.

P.S. See here (scroll down to item 3) for why we've been looking this up.

Corrected age and voting graph

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newfigure11.png

(A commenter pointed out a mistake in my earlier version.)

Basketball bracket tips

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I got this bit of spam in the email but it's actually sort of cool, would be an excellent topic for discussion in an intro stat class or a Bayesian class:

MEDIA ALERT: NCAA COLLEGE BASKETBALL TOURNAMENT - MARCH MADNESS NCAA College Basketball Tournament Bracket-Picking Tips. RJ Bell of Pregame.com, the top Las Vegas based sports betting authority, provides a simple blueprint to improve anyone's bracket results.

In the context of a discussion of rich and poor voters in the U.S. and other countries, Matthew Yglesias posted this graph from our Red State, Blue State book:

fig7.4.png

The commenters raised several issues that I'd like to clarify here. (In particular, it looks like we miscoded some of the GDP per capita numbers, which doesn't affect our conclusions but is a bit embarrassing.)

1. The meaning of the graph

Availability bias in action

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Phil went on vacation to Panama (among other places). I said, Panama? Who goes to Panama? Phil said, What do you mean, who goes to Panama? I said, people go to Costa Rica, they go to Guatemala, who goes to Panama?

Phil replied:

According to http://www.thinkpanama.com/panama-weekly/category/panama-tourism and http://www.travelime.com/news/533/ the number of tourists that visited Panama last year was almost exactly the same as the number that visited Guatemala, 1.6M in each case.

OK.

My California trip

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Monday UC Irvine: Weakly Informative Priors

Tuesday Caltech: Red State, Blue State

Wednesday Google: Red State, Blue State

Wednesday Stanford: I'm not sure yet

Thursday Berkeley: Red State, Blue State

Friday Berkeley: Weakly Informative Priors

If you're at any of these places, feel free to come and ask your toughest questions!

It looks a little silly that it's the same two talks over and over, but of course the audiences will all be different. Maybe I'll vary them a bit, just to keep things interesting. Also I'm giving a few more lectures at Berkeley for some sort of training program at the education school, but I don't think these are open to general audiences.

If you want to see the slides, the current versions are here and here. (But I think I'll work a bit on the Red State, Blue State presentation.) And if you want to see slides for a bunch of other talks, go here.

Gas tax and rebate

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Ian Ayres suggests a gas tax that would start off with a rebate:

The government would offer a $500 advance tax rebate each year for every car you choose to sign up for the tax. In return, you would commit to pay an extra $1 for each gallon of gas you buy.

For obvious reasons, I like this idea--I'd like to get that extra $500. And since the government is giving out stimulus money anyway, now's the time to try it!

But I'm puzzled by their suggested implementation:

The actual tax paid would be based on miles driven and fuel economy. Thus a Chevy Impala rated at 19 m.p.g. would be charged $5.26 each 100 miles, while a Prius rated at 46 m.p.g. would be charged $2.17 per 100 miles.

Wouldn't it be simpler to just charge $1 per gallon of gas (with people who didn't get the rebate getting some sort of sticker exempting them from the tax)? Why have a complicated system based on miles per gallon when you can simply tax the gas itself?

In any case, I get Ayres's main point which is that this rebate system is more of a way to make things psychologically palatable to people than to be a realistic policy suggestion.

Perhaps another way to go on this would be to follow the "you polluted, you clean it up" policy, by which the tax is more directly tied to the cost of keeping the roads going, securing the supply of oil, cleaning the air, retrofitting coal plants to pollute less, etc. Maybe people would be less unhappy paying a higher gas tax if it were clearly going to maintaining the transport system and cleaning up the pollution it creates?

Chris Wiggins points us to this announcement for a conference next year:

Simulation has greatly advanced climate science, but not sufficiently to the profit of theory and understanding. How can simulation better advance climate science and what mathematical issues does this raise? Our hypothesis is that the development of climate science (i.e., theory and understanding) will be best served by focusing computational and intellectual resources on model and data hierarchies. By bringing together physicists, mathematicians, statisticians, engineers and climate-scientists, and focusing on several themes that reach across scales and scientific methodologies, our program will provide a framework for advancing our use of hierarchical methods in our attempt to understand the climate system.

There will be an active program of research activities, seminars and workshops throughout the March 8 - June 11, 2010 period and core participants will be in residence at IPAM for fourteen weeks. The program will open with tutorials, and will be punctuated by four major workshops and a culminating workshop.

This all makes sense to me, although, given the topic, I'm surprised that no statisticians seem to be involved. Lots of potential for interesting models and graphs.

Bed, Bath, and . . . huh??

| 7 Comments

John and a whole bunch of commenters discuss this weird article by Matt Bai, who defends political journalism (as compared to political science) by saying:

My dinnertime conversation with three Iowans may not add up to a reliable portrait of the national consensus, but it's often more illuminating than the dissertations of academics whose idea of seeing America is a trip to the local Bed, Bath & Beyond.

Would it be ok if the local Bed, Bath & Beyond were in Iowa? Would Nebraska be ok or is that not so helpful, Nebraska not being an early caucus state? Or is the key difference that Bai's conversation is over dinner rather than in a shopping center?

Setting aside all other aspects of this discussion, my question is: What kind of political scientist studies America via a trip to the local Bed, Bath & Beyond??? Not any political scientist that I've ever heard of.

(Rant continues here.)

P.S. More here.

The Sumerian god Ningizzida was the patron of ...

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Groopman and Hartzband wrote an opinion piece arguing against electronic medical records. The issue is essentially analogous to a debate of the dangers of paper in comparison to the traditional clay tablets. Still, I can appreciate criticism that will make electronic records better. I will quote some of the criticism, and respond to it.


The impact of medication errors on malpractice costs is likely to be minimal, since the vast majority of lawsuits arise not from technical mistakes like incorrect prescriptions but from diagnostic errors, where the physician makes a misdiagnosis and the correct therapy is delayed or never delivered. There is no evidence that electronic medical records lower the chances of diagnostic error.

The electronic record can encourage a physician to consider all the relevant information. Now that features are known, automated prediction tools such as those developed at Memorial Sloan-Kettering Cancer Center can support a doctor in making a diagnosis. Such tools can reach considerably higher accuracy because they're based on considerably larger datasets than before. Related information and checklists can be provided. This way the joint knowledge of the whole medical community will complement an individual physicians schooling and experience.


All of us are conditioned to respect the printed word, particularly when it appears repeatedly on a hospital computer screen, and once a misdiagnosis enters into the electronic record, it is rapidly and virally propagated.[...]

But the propagation of mistakes is not restricted to misdiagnoses. Once data are keyed in, they are rarely rechecked with respect to accuracy. For example, entering a patient's weight incorrectly will result in a drug dose that is too low or too high, and the computer has no way to respond to such human error.

Most of what I see on my computer display are printed words. A computerized system based on a probabilistic view of diagnosis will make it easier to understand that a diagnosis is not a binary choice but a probabilistic one. By design, such a system will reveal other possible diagnoses. Just as a diagnosis is entered into the record, it will be possible to check it and re-check it. The design of the system should encourage multiple checks and individual responsibility of those confirming or checking.


Doctors in particular are burdened with checking off scores of boxes on the computer screen to satisfy insurance requirements, so called "pay for performance." But again, there are no compelling data to demonstrate that such voluminous documentation translates into better outcomes for their sick patients.

A statistical model can determine which boxes are more or less important, saving time that would otherwise be spent for checking off what does not matter. At the same time, a good user interface would allow doctors to enter a new box if they notice something salient.


Some have speculated that the patient data collected by the Obama administration in national electronic health records will be mined for research purposes to assess the cost effectiveness of different treatments.[...]
And Americans should decide whether they want to participate in such a national experiment only after learning about the nature of the analysis of their records and who will apply the results to their health care.

This is true, and one has to be careful here not to create mis-incentives: incorrect or biased data (biases emerge from self-selection too) that might lead to lower costs and better care for a patient, or higher costs for the doctor would dangerously pollute the models. At the same time, it is possible to detect such data fraud automatically.

In summary:


  • It is important to collect the data correctly.

  • Electronic medical records make it possible to deploy predictive models widely, improving health care. It is important to build user interfaces that make use of this.

  • There will be opportunities for centers that specialize in predictive models for specific symptoms or diseases, combining the background knowledge aggregated in medical profession over many years with the modern data collection and analysis.

[Included some information from Bob Carpenter's comment]

This news article about a controversial judge was interesting on many levels, but my favorite bit was this:

"Sharon is a hard worker," said Dan Hagood, a defense lawyer and longtime friend from Dallas who served as her campaign treasurer when she ran for election to the court in 1994. "She never complains, never explains."

"Never complain, never explain" is a reasonable motto for some, I'm sure. But for a judge??? I'd think explaining is a key part of the job.

The data appear to say yes, but more work needs to be done to make sense of it all.

Understanding well-being

| 9 Comments

From America's Health Insurance Plans:


The Gallup-Healthways Well-Being Index, a unique twenty-five year partnership in research and care, is an on-going daily survey that began in January 2008. It surveys 1,000 Americans 350 days per year.

The research and methodology underlying the Well-Being Index is based on the World Health Organization definition of health as "not only the absence of infirmity and disease, but also a state of physical, mental, and social well-being."

While I can't really say what "1000 people 350 days per year" really means, here's a nice map of the aggregate measure of well-being (if you click on it, you will get a slightly larger version):

well-being.png

It's an interesting dataset and it would be interesting to see some analysis about the factors associated with well-being. If you do it using the tables that are available from the site, post a comment, and I'll add it to the entry later on.

As for the visualization - I would have preferred a continuous color scale, rather than having it collapsed into just 5 levels. Also, the boundaries between districts only have to be drawn when the color for both districts is the same (quite rarely, if you follow the advice from the previous sentence) and when there is no other border closer than n pixels (because the boundaries are less important than the colors indicating the variable of interest).

Seth Roberts has had success with self-experimentation--among other things, he's written a successful diet book on how to lose weight by eating unflavored oil or sugar water--and on his blog he reports his latest self-experiments and their effects on him.  For example, recently he wrote about the beneficial effects of fermented food.

When Seth tries a new food, or a new lifestyle change, and finds positive effects, I'm always skeptical:  maybe he's hoping for such effects and then finding them.  But often they work for others.  For example, his correspondent Tucker Max writes:

I have been reading your posts about bacteria in food, so I decided to try it on my own. I HATE Roquefort and other stinky cheeses, and I am not about to eat fermented meat, so the best thing I could find in Whole Foods was Kombucha tea. It is basically normal tea, with bacteria cultures growing in it. Sounds weird I know, but it actually tastes pretty good. . . . [I'm giving all the details to give a sense of how weird this all sounds to an outsider. --AG]

Anyway, after a week of drinking two bottles a day, I have noticed these changes:

1.  My stool is...well, better. In every way. More regular, more solid . . . [ok, enough detail here]

2.  I have more energy. Aside from subjectively feeling it, I can see the difference in my workout logs, just in this past week I've gone up more weight on exercises than I normally do.

3.  I am feeling overall better. This could very well be placebo effect/confirmation bias as it is a very subjective measurement, but I just feel better. . . .


Sure, but maybe this could all be a confirmation bias.  The toilet stuff sounds objective, but who knows what else is happening when he's doing this?  And then of course there's selection bias, that Seth is hearing about the successes.

Just to be clear:  I'm not trying to criticize what Seth is doing, and I'm not trying to shoot it down.  I'm trying to strengthen it by suggesting ways of thinking about it.  As Seth says, criticism is easy, helping people is hard.

So here's my thought.  Maybe Seth could try a real placebo, as follows:  he could make up some goofy food or behavior change (something like . . . eating fermented food!  Or, I dunno, sleeping with the bed inclined at a 10 degree angle.  Or, I dunno--Seth would be better than I at coming up with something.  (Of course, it should be something he tries himself first and finds no adverse effects from.)  He could then make up some fairly vague story about how it helped him, then post it on his blog and see what happens.  Would people respond with stories about how helpful it was?

The great Linus Pauling conspiracy

I'm reminded of the idea I heard once that Linus Pauling knew all along that megadoses of Vitamin C have no effect, and that he altruistically sacrificed his reputation as a scientist to trumpet Vitamin C's virtues, on the theory that it would reduce the suffering of millions via the placebo effect.

In response to my entry on whether propensity score analysis could fix the Harvard Nurses study, Joseph Delaney wrote:

I am unsure about how propensity scores give any advantage over a thoughtfully constructed regression model. . . . I'm not saying that better statistical models shouldn't be used but I worry about overstating the benefits of propensity score analysis. It's an extremely good technique, no question about it, and I've published on one of it's variations. But I want to be very sure that we don't miss issues of study design and bias in the process.

I agree completely. But I'd focus on that "thoughtfully constructed" part of the regression model. As we've discussed, even some of the most thoughtful researchers don't talk much at all about construction of the model when they write regression textbooks.

So I think it might be too much to expect that working statisticians--those that might be employed by a long-running public health study, for example--to necessarily be using "a thoughtfully constructed regression model." Maybe all we can hope is that they use standard methods and document them well.

From this perspective, propensity scores have the advantage that in their standard implementation they allow a researcher to include dozens of background variables, which is not generally done in classical regression. As I noted in my original entry, there are other methods out there that also can handle large numbers of inputs; it doesn't necessarily have to be propensity scores.

The real issue is whether a method can allow a competent user to include the relevant information. This was the point of the famous Dehejia and Wahba paper on adjustment for observational studies.

Delaney also writes:

Issues of self-selection seriously limit all observational epidemiology. The issue is serious enough that I often wonder if we should not use observational studies to estimate medication benefits (at all). It's just too misleading.

Sure, but we do have to make decisions in life, and what do you do in those settings where no randomized trial exists, or where you don't trust a generalization of the results to the general population? Almost always we need some assumptions or another.

Macartan was telling me about this article by James Fearon, Jeremy Weinstein, and himself, which begins as follows:

Civil war is very common in the developing world, with harmful welfare effects when it occurs. Many fear that the devastation wrought by violent conflict destroys social capital, impedes economic development and leads to the recurrence of violence. In response, donors are injecting large amounts of aid into post-conflict countries. A significant share of this assistance is spent on "community-driven reconstruction" programs, which support the establishment of new local institutions in order to promote social reconciliation. Whether this assistance has this effect is, however, largely unknown. Can brief, foreign-funded efforts to build local institutions in fact have positive effects on local patterns of cooperation? We address this question using a randomized field experiment . . .

The answer is yes:

The outcome we examine is the amount of funding a community raises for a collective project through anonymous play in a public goods game. Our findings suggest that the community-driven reconstruction program improved community cohesion . . . Although levels of social cooperation were high across all villages in our sample, 71% of households contributed the maximum amount in treatment communities, while 62% contributed the maximum in control communities. For total payouts, which averaged about $333, treatment communities received 6.5% more on average for the community-selected public good.

And:

This effect is equivalent in magnitude to our estimate of the impact on individual contributions of quadrupling the social rate of return on a private investment.

Important stuff. No graphs, but ya gotta start somewhere...

I thought that economists might be interested in my thoughts on the new book by Angrist and Pischke and, more generally, on the different perspectives that statisticians and economists have on causal inference. So I wrote them up as a short document and asked an econometrician friend where to send it. He said that the Journal of Economic Literature does book reviews so I sent it there. They returned it to me with kind words on my review but the note: "The JEL has avoided reviewing textbooks, focusing instead on research monographs. The review makes fine points about the coverage in this textbook, but neither the book nor the review are attempting to advance the state of the art."

Fair enough. So where to send the review. I asked some colleagues and they all agreed that JEL is the only economics journal that reviews books. So I guess econ textbooks just don't get reviewed!

This surprised me, given that book reviews appear in several top statistical journals, including the Journal of the American Statistical Association, the American Statistician, Biometrics, the Journal of the Royal Statistical Society, Statistics in Medicine, and Technometrics. There are also lots of places that review books in political science.

I'm surprised that there's only one place for book reviews for economists.

See here for my thoughts on the surprising stability of the economics curriculum.

A favorite example

| 8 Comments

Tim Wilson writes:

For a book I'm writing, I'm looking for good examples in which regression suggested that A caused B, whereas experimental studies showed that there was no causal relationship. Even better (at least for the sake of my example) would be if social policy changes were made based on the regression. Do you have a favorite example or two?

My reply:

Here's everybody's favorite example.

David Hillis is a biologist who has written on evolutionary trees. In response to my blog on Laura Novick's research on the perception of cladograms, Hillis writes:

It turns out that the best tree figures for students are neither of the two options she looked at, but rather the kind of trees that we use in Life: The Science of Biology. A more comprehensive study by a Univ. of Missouri education researcher, which included each of these options, clearly showed that the best comprehension by students was achieved with figures like the one in the attached file. People rarely draw trees this way for publications, however, because they are harder to draw than the ones with straight lines.

And here's an example:

hillis.png

I wonder if Laura has done research on this particular type of display.

Life in the long tail

| 5 Comments

Someone sent me an email asking if I would consider any form of advertising or sponsorship for the blog. I replied, "I wasn't planning to have any advertising or sponsorship on the blog, but I guess it's possible (if unlikely)." And he offered $1000 to sponsor us over two years (for a link in the "Research supported by..." section, where we currently list NSF, NIH, and Yahoo Research).

For $1000 it certainly wasn't worth the hassle. At this level, at least, blogs aren't big business quite yet.

Aaron Strauss spoke today on his work with Kosuke Imai on estimating the optimal order of priority and the optimal approach for contacting voters in a political campaign. They use inferences from field experiments on voter turnout and persuasion and then transfer these findings into a decision-analytic framework. I can't find a link to the latest version of their article, but a not-too-old version is here.

The talk was fascinating, and a bunch of points came up in the discussion and afterward that I wanted to set down here.

Correlation is not causation

| 2 Comments

Today's xkcd: (thanks Viktor!)
Correlation

"Correlation doesn't imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing 'look over there'."

I had lunch with Fred Lerdahl, a guy in the music department who does research in expectations--what motifs might be expected next in a musical piece--and I was reminded of the Bugs Bunny episode where Yosemite Sam rigs up the piano to explode when a certain note is played, then puts up the sheet music for Bugs, who annoyingly keeps playing the tune but getting the last note wrong. Yosemite gets increasingly frustrated until he finally bangs out the tune himself--causing the piano to blow up, of course.

bugs.png

Anyway, my lunch companion hadn't heard of the episode so I found it on Youtube and sent it to him. His reply:

Thanks, it's terrific! One thing, though: Bugs is supposed to hit C for the TNT to explode; on the soundtrack he hits C# and then Eb instead; but in the video he hits C both times (as does Sam, but in his case the soundtrack hits C, too). The cartoonists should have shown Bugs hitting the different notes (unless one wants to get metaphysical about it).

P.S. Fred adds that he just showed the cartoon to his wife, and she noticed that the dynamite is attached not to C but to B (that is, to one key to the left of the exploding note).

The other day I was reading a story in the New Yorker that had what I consider the now-standard pattern of starting the reader with no information about the key characters so that it takes awhile to figure out who the narrator is and how he relates to the scene. (After a few pages I got the sense that he was a well-off doctor in his fifties or sixties on a vacation with his wife and some friends.)

Anyway, here's my beef. I've always found this sort of style annoying, in comparison to the more traditional opening ("Once upon a time there was a well-off doctor in his sixties named James. One day he went on a vacation with his wife and some friends . . ."). At the same time, I've been conditioned to think that the "New Yorker"-style opening is better, more true to life--after all, in real life, people aren't generally introduced to you with a "Once upon a time"!

But then I was thinking that maybe this New Yorker style isn't so natural. These stories are generally told from one character's perspective--and, from that perspective, you would actually know someone's name, age, etc. It's not so natural at all to have to spend the first part of a story figuring out who's talking to whom.

My new take on this is that this style is a cheat, a way of creating a feeling of mystery and suspense without doing the work to create actual mystery and suspense. Actual mystery is when there's a situation you should be able to understand, but you don't, there are some missing pieces that you're trying to figure out. Actual suspense is when you want to know what happens next. Fake mystery and suspense is when you're just confused and don't know what's happening.

For example, the movie North by Northwest is actually mysterious and suspenseful. But not because it's a cheat and everyone's in a fog and you don't know who's who; it's because you're in the position of a character who knows who he is, but he doesn't know what's going on around him. That's a little different, in my opinion. Similarly with, say, John Le Carre: there's lots of things that, as a reader, you don't understand, but you're clear right away on who's saying what.

Or, for that matter, Mister New Yorker, John Updike, who begins a story with, "The Maples had moved just the day before to West Thirteenth Street, and that evening they had Rebecca Cune over, because now they were so close." Lots of hidden meaning there, but none of this artificial confusion where you're basically thrown into someone's brain at a random moment and not given any background. Following John Updike (or, for that matter, John O'Hara), I think the real challenge is giving the right amount of background--not too much, and not too little. Zero is not usually a serious option, in my opinion.

But, if you're writing a story that really has no mystery and no suspense, then starting by giving the reader no information can be a good way to give the illusion of depth.

P.S. Just to be clear, I'm not complaining about the "start in the middle" approach where the story begins and then you use flashbacks or other revelations to give a sense of how things all got started. That makes a lot of sense to me. What I'm bothered by is the particular trick of not identifying anything explicitly about the main characters so that the first part of the story involves the reader having to figure out the basics.

P.P.S. Sorry for ranting again. Yes, I know, I know, nobody's forcing me to read this story. But these questions of style interest me.

P.P.P.S. These issues also arise when writing statistics books.

No. See here.

I posted the pretty maps at 538. (I'd post them here, but Jeff was complaining that I was crossposting too much.) But one thing that people do like here is R code, so here's some:

> M1 <- glmer (rvote ~ z.inc2*z.state.income.full + (1|inc2) + (1 + z.inc2 | stnum), family=binomial(link="logit")) > display (M1) glmer(formula = rvote ~ z.inc2 * z.state.income.full + (1 | inc2) + (1 + z.inc2 | stnum), family = binomial(link = "logit")) coef.est coef.se (Intercept) -0.06 0.05 z.inc2 0.52 0.07 z.state.income.full -0.49 0.07 z.inc2:z.state.income.full -0.27 0.11

Error terms:
Groups Name Std.Dev. Corr
stnum (Intercept) 0.20
z.inc2 0.30 0.62
inc2 (Intercept) 0.06
Residual 1.00
---
number of obs: 20510, groups: stnum, 49; inc2, 5
AIC = 27668.9, DIC = 27652.9
deviance = 27652.9

I used the estimates from this model to extract McCain's estimated two-party vote share for each income category within each state. I then took a weighted average for each state (weighting by the number of respondents in each income category) and did one final adjustment by shifting the estimates for each category so that the average came out to the same as the actual vote outcome within each state.

I won't show you this R code because it's too damn ugly; I'm embarrassed.

When writing my book with Jennifer, I learned to be super-careful in my use of causal language. For example, when describing a regression coefficient, instead of saying "the effect of x on y," I trained myself to say, "the average difference in y, comparing people who differed by one unit in x." Or, in a multiple regression, "the average difference in y, comparing people who differed by one unit in x while being identical in all other predictors."

At first it's a struggle to speak this way, but eventually, I have found, this constraint has improved my thinking.

Application to the studies that purport to show that "real-life voters must also have based their choice of candidate on looks"

Yesterday I discussed an article that claimed (misleadingly, in my opinion) that people decide how to vote based on candidates' physical appearance.

Let's try to describe the study using Jennifer's non-causal approach. OK, here goes:

Winning politicians are judged to be more attractive, on average, than losing politicians.

Or, if there is some controlling for background variables:

Comparing two political candidates, one who won and one who didn't, but who are the same age, sex, and ..., the winner was, on average, judged to be more attractive than the loser.

At first glance, this might not seem to give us anything beyond the usual summary. But I find its precision helpful. Once the results are expressed as a difference, it's clear that there's no direct relevance to the question of how people vote; rather, it's a statement about a way in which successful and unsuccessful politicians differ. Which, among other things, perhaps makes it clearer that there are a lot of ways this could happen.

More generally

The "comparisons" way of describing regressions has helped me in other ways. Iain Pardoe and I wrote an article on average predictive comparisons, in which we focused on the question of what does it mean to compare two people who differ on one input variable while being identical on all the others. Among other things, this helped clarify for me the distinction between inputs and predictors in a regression model. (For example, in a model with age, sex, and age*sex, there are four predictors--the three items just listed, along with the constant term--but only two inputs: age and sex. It's a challenge to try to compare two people who differ in age but are identical in sex and age*sex--but people do this sort of thing all the time when they look at regression coefficients.)

The interpretation of coefficients as comparisons also helped clarify my thinking regarding the scaling of regression inputs. Now my default is to rescale continuous inputs to have standard deviation 1/2, which makes a comparison of one unit comparable to the difference between 0 and 1 for a binary variable. (Actually, I have to admit that I'm starting to wish that, for comparability with standard deviations in other examples, that I'd set the default of rescaling to have a standard deviation of 1, and rescaled binary inputs to be +/-1. I don't know if I have it in me to shift everything in this way, though.)

My recommendation

When describing comparisons and regressions, try to avoid "effect" and other causal terms (except in clearly causal scenarios) and instead write or speak in descriptive terms. It might seem awkward at first, but give it a try for a week. In the amorphous world of applied statistics, it can be oddly satisfying to speak precisely.

And is there anything out there that can serve as a reasonable substitute?

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