gjm comments on The usefulness of correlations - Less Wrong

13 Post author: RichardKennaway 04 August 2009 07:00PM

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Comment author: gjm 04 August 2009 10:25:25PM 4 points [-]

I think the superiority will be obvious to anyone who's ever seen a few scatterplots of correlated variables, and who can imagine a graph of X against X + noise where sd(noise) = 0.1*sd(X), and who thinks for a moment. Of course many people, much of the time, won't actually think for a moment, but that's a very general problem that can strike anywhere.

Suppose the story had gone like this: Simplicio measures X, and does it so well that his measurement has a correlation of 0.6 with X. Salviati examines lots of pairs (X,Y) and finds that X and Y typically differ by about 0.1 times the s.d. of X. Then the result would have been the same as before. Would that be a reason to say "measurement is no good; use probability and statistics instead"? Of course not.

Comment author: RichardKennaway 09 August 2009 10:15:24PM *  0 points [-]

Suppose the story had gone like this: Simplicio measures X, and does it so well that his measurement has a correlation of 0.6 with X. Salviati examines lots of pairs (X,Y) and finds that X and Y typically differ by about 0.1 times the s.d. of X. Then the result would have been the same as before. Would that be a reason to say "measurement is no good; use probability and statistics instead"? Of course not.

Indeed. What matters is not what the procedures are called, but how they compare. Salviati's results completely trump Simplicio's.