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I guess it depends by what you mean by "advanced statistics". Is correcting for heteroskedasticity, a fixed-effects regression, instrumental variable regression
by thomaspaine 17y ago
I guess it depends by what you mean by "advanced statistics". Is correcting for heteroskedasticity, a fixed-effects regression, instrumental variable regression, etc advanced? Because if so, all of that is pretty common practice in say, economics. Simple linear regression is easy and often illuminating, but good luck getting a paper published if that's all you've done.
I agree that in practice, data munging is 90% of the work and can be pretty tedious and discouraging when working with real world datasets, but if you don't know about issues like the ones I mentioned above, how do you even know where to start?
For examples of how statistics can be used to solve interesting problems in the social sciences, just browse through Freakonomics.
- bokonist 17y agoYes, that's what I mean by advanced statistics. I've read many papers in economics using such techniques. They are 99.9% utter garbage. The issues I mentioned above (data quality, data coding, issues with choosing the right controls, too many variables, sensitivity to variable selection) doom the project before you can even get to using the statistics. Garbage in, garbage out. If you data munge and get a result, you can never determine if it's a real result or a data mining effect. And yes, I understand you cannot get published in the social sciences without using advanced statistics. All this means is that the economics academia is following into the trap of Schoclastism, and insular world that uses complicated and absurd methods of research, increasingly divorced from reality. Social science needs to get over its science envy. As I've written here before, the proper tools to use as a student of policy and sociology are the tools of product management: http://news.ycombinator.com/item?id=836196 http://news.ycombinator.com/item?id=836196 I have not read Freakonomics the book, but I read their blog occasionally. It's interesting when they find a simple statistic that raises an interesting point. It might be easier to explain the problems with reference to a specific example. If there is some social science paper that uses the techniques you mentioned above, and you think is particularly good, send me a link, and I can explain why I think it's likely garbage.
- Perceval 17y agoI agree with your assessment of the 'scientism' of social sciences, and the rather absurd uses of statistical methods (that should be inapplicable because of data collective and basic assumption issues). What I am to do is mostly descriptive statistics, but with a few simple tests (e.g. a test of variance with covariance). I've got three populations of civil war data and would like to compare features of those populations against each other (e.g. instance of civil war in period one vs. period two vs. period three). Controlling for # of states, or # of new states (say, within five years of their founding). Most of the complicated stuff really can't be applied to stuff like data on civil wars, since the data doesn't meet basic assumptions of the models, but I would like to be able to say something more than just 'the data from period one looks different than the data from the other two periods.'
- thomaspaine 17y ago> Most of the complicated stuff really can't be applied to stuff like data on civil wars, since the data doesn't meet basic assumptions of the models I think this is precisely why we have more advanced statistical techniques. There are ways to correct for or at least detect serial correlation, homoskedasticity, etc, all of which are probably in your data. All real world data is fucked up in some way, having a large toolbox of statistical techniques helps you cope with this fact. Maybe not perfectly, but at least you'll know where/why your model is wrong.
- Perceval 17y agoCan you recommend a book on advanced statistical techniques or non-parametric statistics that's written mostly in English with a minimum of jargon?
- foldr 17y ago> All this means is that the economics academia is following into the trap of Schoclastism, and insular world that uses complicated and absurd methods of research, increasingly divorced from reality. That's being a little unfair on the scholastics. They did a lot of important work (particularly on logic), and the renaissance didn't just spring into existence out of nothing.