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Mike Miller wrote:
But more than that, I have spent some time thinking in general about
statistics. Some of the large data problems that people are dealing
with (e.g. microarrays that Jon told me about recently) is revealing
to me just how ad-hoc statistical methods are. As best as I can see
the only statistical method with any pretension to any kind of solid
foundations is the Baysian method, but my impression is that for large
data problems it tends to give way worse results than the other more
ad-hoc methods.
I don't see it that way. Here are two good books on inference:
Edwards AWF (1972) Likelihood. Cambridge University Press,London
Royall, R. (1997). Statistical Evidence: A Likelihood Paradigm. London:
Chapman & Hall
Here is a review by geneticist/statisticians:
http://taxa.epi.umn.edu/~mbmiller/journals/ajhg/199807_Vieland_Hodge_Likelihood.pdf
(the first 7 pages of that PDF)
I read Edwards very thoroughly and thought he had great ideas. I
haven't read Royall, but I think his ideas are much like those of Edwards.
I will try to read those books sometime. (I am also occupied with other
projects, so it won't be too soon.)
But the opening lines of the PDF review tell me that the "best"
statistical method is clearly up in the air. You happen to like
Edwards' approach, but someone else might prefer something different.
By the way, I see the "likelihood method" as an unweighted Baysian
method i.e. assume that both options are equally likely in the prior
distribution.
I do admit that I am not an expert in statistics, and my guess is that
you and Jon know way more than I do. On the other hand I do think I
know a great deal about probability. I recently saw an account of how
mitochondrial DNA could be used as evidence that all the different types
of ape (including the human being) must have a non-trivial tree of
ancestry. Not being that familiar with statistics, I thought about why
the test he chose (a chi-squared test) was appropriate, and I could see
that it had many underlying assumptions, not all of which were
reasonable - (in his case that evolutionary pressures might not cause a
change in the DNA in one place to speed up changes in DNA in other
positions). He computed an absurdly small p value, which meant that he
could reject his null hypothesis. But it made me question the value of
these tests in being able to produce absurdly small p values, because
the assumptions he made, which were reasonable, nevertheless could be
violated with a probability which, while small, were way bigger than the
absurdly small p value he obtained. Thus he might still have a small p
value, but perhaps more like 1% than .000000000000001% which was the
kind of value he got. And 1%, while small, is not a kind of certainty
that you want to have when you are trying to say "evolution is right and
creationism is wrong."
Now this "randomization" process you described is an attempt to push the
experiment into the highly controled scenario in which we have been so
successful in computing probabilities of getting good poker hands. But
I question our ability to perform this randomization with any certainty
when we are dealing with data like exit polls or mytochondrial DNA.
And so if you can only guarantee your exit polls with a probability of
about 1%, then for one election in a 100 to be wrong is not surprizing.
(And the assumption that the elections are independent - now that surely
is unreasonable.)
Stephen
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