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> I'm not sure why that kind of interstate correlation should impact predictions? 538 has low positive correlations between states on average, which actually h
by RivieraKid 6y ago
> I'm not sure why that kind of interstate correlation should impact predictions?
538 has low positive correlations between states on average, which actually has a big impact, it increases overall uncertainty (and therefore Trump's win probability). Why? If the states are not correlated, you usually end up with a few states going off the rails, like Trump winning Colorado without any nationwide swing.
- DavidSJ 6y agoOther way around: uncorrelated errors tend to cancel each other, correlated errors tend to reinforce each other.
- RivieraKid 6y agoWell Gelman claims the opposite.
- DavidSJ 6y agoNo, what Gelman says is that he suspects that to compensate for the fat tails in 538's state distributions, they had to reduce the between-state correlations, to get a desired overall level of uncertainty. This implies that correlations increase, rather than decrease, the overall level of uncertainty. This is also easy to see from a basic probability perspective, using the concept of variance. For example, if you have two coin flips, with outcomes {-1, +1} chosen uniformly at random, then the sum has variance 2 if the flips are independent, but variance 4 if the flips are perfectly dependent.
- RivieraKid 6y agoNo, here's what Gelman says: > the lower the correlation between states, the more uncertainty you need for each individual state forecast to get a desired national uncertainty