Correlation!=causation: returning to my old theme (latest example: is exercise/mortality entirely confounded by genetics?), what is the right way to model various comparisons?
By which I mean, consider a paper like "Evaluating non-randomised intervention studies", Deeks et al 2003 which does this:
...In the systematic reviews, 8 studies compared results of randomised and non-randomised studies across multiple interventions using metaepidemiological techniques. A total of 194 tools were identified that could be or had been used to assess non-randomised studies. 60 tools covered at least 5 of 6 pre-specified internal validity domains. 14 tools covered 3 of 4 core items of particular importance for non-randomised studies. 6 tools were thought suitable for use in systematic reviews. Of 511 systematic reviews that included nonrandomised studies, only 169 (33%) assessed study quality. 69 reviews investigated the impact of quality on study results in a quantitative manner. The new empirical studies estimated the bias associated with non-random allocation and found that the bias could lead to consistent over- or underestimations of treatment effects, also the bias increased variatio
I just published an article in the conservative FrontPageMag on college safe spaces. It uses a bit of LW like reasoning.
Last week was a gathering of physicists in Oxford to discuss string theory and the philosophy of science.
From the article:
Nowadays, as several philosophers at the workshop said, Popperian falsificationism has been supplanted by Bayesian confirmation theory, or Bayesianism...
Gross concurred, saying that, upon learning about Bayesian confirmation theory from Dawid’s book, he felt “somewhat like the Molière character who said, ‘Oh my God, I’ve been talking prose all my life!’”
That the Bayesian view is news to so many physicists is itself news to me, and i...
The character from Molière learns a fancy name ("speaking in prose") for the way he already communicates. David Gross isn't saying that he is unfamiliar with the Bayesian view, he's saying that "Bayesian confirmation theory" is a fancy name for his existing epistemic practice.
The gap between the average Nobel laureate (in physics, say) and the average LWer is enormous. If your measure says it isn't, it's a crappy measure.
A major weakness
Where did you get this from? Maintaining beliefs over an entire space of possible solutions is a strength of the Bayesian approach. Please don't talk about Bayesian inference after reading a single thing about updating beliefs on whether a coin is fair or not. That's just a simple tutorial example.
How much do you trust economic data released by the Chinese government? I had assumed that economic indicators were manipulated, but recent discussion suggests it is just entirely fabricated, at least as bad as anything the Soviet Union reported. For example, China has reported a ~4.1% unemployment rate for over a decade. Massive global recession? 4.1% unemployment. Huge economic boom? 4.1% unemployment.
One of the largest, most important economies in the world, and I don't know that we can reliably say much about it at all.
One interesting point, not expanded up on, is this:
One writer chalks this concern up to a bunch of “conspiracy theor(ies)”.
Balding dismisses this by citing Premier Li Keqiang, but I think this objection illustrates a deeper problem with the way the phrase "conspiracy theory" is used. It's frequently used to dismiss any suggestion that someone in authority is behaving badly regardless of whether an actual conspiracy would be required.
Let's look at what it would take for Chinese economic data to be bad. The data is gathered by the central government by delegating gathering the data to appropriate individual branches, by province, industry, etc. So what happens if someone at that level decides to fudge with the data for whatever reason (possibly to make his province and/or industry look better). The aggregate data will be wrong. And that's just one person on one level. In reality, of course, there are many levels in the hierarchy and many corrupt people in all of them.
That was a bit... strange.
Huw Price, a professional philosopher who happens to be one of the founders and the Academic Director of the Centre for the Study of Existential Risk (the one in Cambridge, UK), wrote a piece which is quite optimistic about cold fusion in general and Andrea Rossi in particular.
I am confused about free will. I tried to read about it (notably from the sequences) but am still not convinced.
I make choices, all the time, sure, but why do I chose one solution in particular?
My answer would be the sum of my knoledge and past experiences (nurture) and my genome (nature), with quantum randomness playing a role as well, but I can't see where does free will intervene.
It feels like there is something basic I don't understand, but I can't grasp it.
Thoughts this week:
Career stategy
Thiel isn't decisive on the topic. Is the definite-optimist view is the dominant approach to candidacy in the grand marketplace of talent today?
Kumon
Kumon franchises are cheap. The branding and rep is good. Tutoring is a very attractive market in general and kumon makes it easier for the teachers. But is it ethical, I wonder? To me it's ethical if it delivers value to the students. A caveat is that it seemed cruel the kind of mind-numbing maths done by my classmates as a kid who attended Kumon.
Could somebody who has the English translation of The Spanish Ballad by Feuchtwanger post that piece about Lancelot being in disgrace over his hesitation to sit in the cart into rationality quotes thread? Thank you.
The Fed recently announced a small interest rate hike, but rates remain astonishingly low in the US and in most other countries. In several countries the interest rate is negative - you have to pay the bank to hold your money - a bizarre situation which many economists previously dismissed as a theoretical impossibility.
How should individuals respond to this weird macroeconomic situation? My naive analysis is that demand for investment opportunities far outstrips supply, so we should be trying to find new ways to invest money. Perhaps we should all be doing part-time real estate investing? Are there other simple investment strategies that individuals are in a better position to pursue than big investment firms?
If reports are correct, this is sort of an example of a transplant version of the Trolley problem in the wild: http://timesofindia.indiatimes.com/world/middle-east/Islamic-State-sanctioned-organ-harvesting-in-document-taken-in-US-raid/articleshow/50326036.cms
Where can I find The Browser's Golden giraffes competition nominees? They have deleted the list and I don't have an offline copy.
Thoughts this week, part 2
Sweat equity marketplaces
Anyone know why online sweat equity marketplaces never took off? Their website is basically non-functional. I can see the potential for sweat-equity marketplace focusing on a surprising number of fields - say cash strapped writers looking for an editor for instance.
Nuremburg principles
I was just following norms
-Normies the Normenberg trails for norm crimes
Love and subjective well-being
Love has too complex a relationship with happiness for me to want to try to make rational decisions in relation to (...
I think when you break it into two separate problems like that, you miss the point.
I am pretty sure I am not, but let's see. What you are basically saying is "analysis => synthesis doesn't work."
Combining two RCTs is reasonably well-solved by multilevel random effects models.
Hierarchical models are a particular parametric modeling approach for data drawn from multiple sources. People use this type of stuff to good effect, but saying it "solves the problem" here is sort of like saying linear regression "solves" RCTs. What if the modeling assumptions are wrong? What if you are not sure what the model should be?
I'm also not trying to solve the problem of inferring from a correlational dataset to specific causal models, which > seems well in hand by Pearlean approaches.
Let's call them "interventionist approaches." Pearl is just the guy people here read. People have been doing causal analysis from observational data since at least the 70s, probably earlier in certain special cases.
I'm trying to bridge between the two: assume a specific generative model for correlation vs causation and then > infer the distribution.
Ok.
But this is exactly the problem! Apparently, there is no meaningful 'average causal effect' between correlational and causational studies.
This is what we should talk about.
If there is one RCT, we have a treatment A (with two levels a, and a') and outcome Y. Of interest is outcome under hypothetical treatment assignment to a value, which we write Y(a) or Y(a'). "Average causal effect" is E[Y(a)] - E[Y(a')]. So far so good.
If there is one observational study, say A is assigned based on C, and C affects Y, what is of interest is still Y(a) or Y(a'). Interventionist methods would give you a formula for E[Y(a)] - E[Y(a')] in terms of p(A,C,Y). You can then construct an estimator for that formula, and life is good. So far so good.
Note that so far I made no modeling assumptions on the relationship of A and Y at all. It's all completely unrestricted by choice of statistical model. I can do crazy non-parametric random forest to model the relationship of A and Y if I wanted. I can do linear regression. I can do whatever. This is important -- people often smuggle in modeling assumptions "too soon." When we are talking about prediction problems like in machine learning, that's ok. We don't care about modeling too much we just want good predictive performance. When we care about effects, the model is important. This is because if the effect is not strong and your model is garbage, it can mislead you.
If there are two RCTs, we have two sets of outcomes: Y1(a), Y1(a') and Y2(a), Y2(a'). Even here, there is no one causal effect so far. We need to make some sort of assumption on how to combine these. For example, we may try to generalize regression models, and say that a lot of the way A affects Y is the same regression across the two studies, but some of the regression terms are allowed to differ to model population heterogeneity. This is what hierarchical models do.
In general we have E[f(Y1(a), Y2(a))] - E[f(Y1(a'),Y2(a'))], for some f(.,.) that we should justify. At this level, things are completely non-parametric. We can model the relationship of A and Y1,Y2 however we want. We can model f however we want.
If we have one RCT and one observational study, we still have Y1(a), Y1(a') for the RCT, and Y2(a), Y2(a') for the observational study. To determine the latter we use "interventionist approaches" to express them in terms of observational data. We then combine things using f(.,.) as before. As before we should justify all the modeling we are doing.
I am pretty sure Barenboim thought about this stuff (but he doesn't do statistical inference, just the general setup).
What you are basically saying is "analysis => synthesis doesn't work."
I am pretty sure it is not going to let you take an effect size and a standard error from a correlation study and get out a accurate posterior distribution of the causal effect without doing something similar to what I'm proposing.
...If there are two RCTs, we have two sets of outcomes: Y1(a), Y1(a') and Y2(a), Y2(a'). Even here, there is no one causal effect so far. We need to make some sort of assumption on how to combine these. For example, we may try to generalize regre
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
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