Andrew Gelman’s statistical lexicon

2010 March 20
by Garry Peterson

On his group’s weblog, influential Bayesian statistican Andrew Gelman proposes a statistical lexicon to make important methods and concepts related to statistics better know:

The Secret Weapon: Fitting a statistical model repeatedly on several different datasets and then displaying all these estimates together.

The Superplot: Line plot of estimates in an interaction, with circles showing group sizes and a line showing the regression of the aggregate averages.

The Folk Theorem: When you have computational problems, often there’s a problem with your model. …

Alabama First: Howard Wainer’s term for the common error of plotting in alphabetical order rather than based on some more informative variable.

The Taxonomy of Confusion: What to do when you’re stuck.

The Blessing of Dimensionality: It’s good to have more data, even if you label this additional information as “dimensions” rather than “data points.”

Scaffolding: Understanding your model by comparing it to related models.

Multiple Comparisons: Generally not an issue if you’re doing things right but can be a big problem if you sloppily model hierarchical structures non-hierarchically.Taking a model too seriously: Really just another way of not taking it seriously at all.

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Related posts:

  1. Andrew Gelman’s Statistical Modeling weblog
  2. Gelman’s notes on Black Swans
  3. Financial crisis: bad models or bad modellers
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