22 November 2024

🦋Science: On Randomization (Quotes)

"It appears to be a quite general principle that, whenever there is a randomized way of doing something, then there is a nonrandomized way that delivers better performance but requires more thought." (Edwin T Jaynes, "Probability Theory: The Logic of Science", 1979)

"Managers construct, rearrange, single out, and demolish many objective features of their surroundings. When people act they unrandomize variables, insert vestiges of orderliness, and literally create their own constraints." (Karl E Weick, "Social Psychology of Organizing", 1979)

"When the statistician looks at the outside world, he cannot, for example, rely on finding errors that are independently and identically distributed in approximately normal distributions. In particular, most economic and business data are collected serially and can be expected, therefore, to be heavily serially dependent. So is much of the data collected from the automatic instruments which are becoming so common in laboratories these days. Analysis of such data, using procedures such as standard regression analysis which assume independence, can lead to gross error. Furthermore, the possibility of contamination of the error distribution by outliers is always present and has recently received much attention. More generally, real data sets, especially if they are long, usually show inhomogeneity in the mean, the variance, or both, and it is not always possible to randomize." (George E P Box, "Some Problems of Statistics and Everyday Life", Journal of the American Statistical Association, Vol. 74 (365), 1979)

"Randomization is usually a cheap and harmless way of improving the effectiveness of experimentation with very little extra effort." (Robert Hooke, "How to Tell the Liars from the Statisticians", 1983)

"When nearest neighbor effects exist, the randomized complete block analysis [can be] so poor as to deserver to be called catastrophic. It [can not] even be considered a serious form of analysis. It is extremely important to make this clear to the vast number of researchers who have near religious faith in the randomized complete block design." (Walt Stroup & D Mulitze, "Nearest Neighbor Adjusted Best Linear Unbiased Prediction", The American Statistician 45, 1991)

"Randomization puts systematic sources of variability into the error term." (Gerald van Belle, "Statistical Rules of Thumb", 2002)

"The correlational technique known as multiple regression is used frequently in medical and social science research. This technique essentially correlates many independent (or predictor) variables simultaneously with a given dependent variable (outcome or output). It asks, 'Net of the effects of all the other variables, what is the effect of variable A on the dependent variable?' Despite its popularity, the technique is inherently weak and often yields misleading results. The problem is due to self-selection. If we don’t assign cases to a particular treatment, the cases may differ in any number of ways that could be causing them to differ along some dimension related to the dependent variable. We can know that the answer given by a multiple regression analysis is wrong because randomized control experiments, frequently referred to as the gold standard of research techniques, may give answers that are quite different from those obtained by multiple regression analysis." (Richard E Nisbett, "Mindware: Tools for Smart Thinking", 2015)

"Expert knowledge is a term covering various types of knowledge that can help define or disambiguate causal relations between two or more variables. Depending on the context, expert knowledge might refer to knowledge from randomized controlled trials, laws of physics, a broad scope of experiences in a given area, and more." (Aleksander Molak, "Causal Inference and Discovery in Python", 2023)

"The causal interpretation of linear regression only holds when there are no spurious relationships in your data. This is the case in two scenarios: when you control for a set of all necessary variables (sometimes this set can be empty) or when your data comes from a properly designed randomized experiment." (Aleksander Molak, "Causal Inference and Discovery in Python", 2023)

"The first level of creativity [for evaluating causal models] is to use the refutation tests [...] The second level of creativity is available when you have access to historical data coming from randomized experiments. You can compare your observational model with the experimental results and try to adjust your model accordingly. The third level of creativity is to evaluate your modeling approach on simulated data with known outcomes. [...] The fourth level of creativity is sensitivity analysis." (Aleksander Molak, "Causal Inference and Discovery in Python", 2023)

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