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Advanced Lectures in Stats

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Inference

Psychology UN1660

Also Starring: Raymond Crookes

(Or:

Handsome

Bayes

Modeling

What Are Statistics For?

School)

Welcome!

Disclaimer: The aim of this course is not to teach you

the statistical skill set that is currently dominant in

the field.

o Instead, I will advocate for a direction that I hope

the field is going: Multi-level model construction

and model comparison, build on Bayesian

principles.

If you are here, it is by choice. I do not intend to

waste your time.

o Wherever possible, I want this course to develop

skills and understanding that will be useful to you

in a career in the sciences.

o By the end of the semester, you will all feel more

Some have commented that the textbook in my

introductory stats course felt optional. That will not

be the case in this course.

o In order to stay on top of the material in this class,

you must do the assigned reading in advance. My

lectures are intended to clarify the readings and

put them in a psychological context.

Assignments will also include instructions, and these

should be read carefully before undertaking an

analysis.

o You will learn the most by doing in this course, so

the effort you put in to early assignments will pay

itself back.

Scientific knowledge can broadly be considered to

come in two varieties: theories and evidence.

o A scientific theory is a framework proposing

mechanisms in nature. It speculative: Perhaps

this is how the world works.

o Scientific evidence is the data collected from

experiments, as well as descriptions of widelyvalidated phenomena.

Evidence displaces common sense in favor of robust

theories.

o The idea that gravity bends both space and time

is weird, but all available experimental evidence is

consistent with it.

Really?

Its easy to invoke the word theory, but its much

harder to get specific about what a theory is.

Most theories outside of physics are vague (many

deliberately so).

o For example, the theory of working memory is a

general idea of a temporary form of memory,

associated with our immediate conscious

experience. Despite having this idea, we still dont

know how information flows into and out of

working memory from the senses and from longterm memory.

o Typically, multiple theories claim to partially

explain the same phenomena. For example,

Scientific evidence is also remarkably murky.

Almost all scientific measurements are

operationalized. That is, we often cant measure

directly, so we rely on indirect indicators.

o Its clear that IQ measures something, but it

doesnt correspond as well with intelligence as

was originally hoped.

o Other measures, like preference or reaction

time are even more vague, because differences

in those measures could arise from so many

possible influences.

The public and scientists commonly disagree over

The bridge between theory and evidence are

scientific models.

o Models can make specific predictions about

measurable outcomes (e.g. How fast should

reaction times be?).

o Models can also make specific predictions about

the noise or uncertainty of outcomes (e.g. How

varied should reaction times be, and what

distribution should they follow?).

Things that are vague in a theory must be specified

in a model. This yields testable predictions, linking

theory with experiment.

o If the results of experiment contradict those

We may also build models without having any theory

in mind.

o All good science must begin with a description of

the data. This is why we use descriptive

statistics.

Models do more than merely describe. They also

predict.

o Typically, a model describes a complete

probability distribution that describes the

relatively probability of every possible outcome.

This makes a model a much more powerful form of

description than mere descriptive statistics, because

Model Engineering

constants, variables, operations, and

parameters.

o A constant is something we are entirely certain

of, such as the value of , or how many seconds

are in a minute.

o A variable is something we must measure in the

world that we think may change, or that is

uncertain. Usually, these are represent the

phenomena in nature that we wish to study.

o An operation specifies a mathematical

relationship in the model. Familiar operations will

include comparisons (e.g. =) and arithmetic

(e.g. +), but we will also consider operations

Lets consider our old friend, the

normal distribution, presented in

a new way.

Rather than a distribution, instead

think of it as a process for

a normal

generating random samples.

distribution

Variables

Operations

Parameters

with a mean

The outcome

of

variable

x

and a

is a random sample

standard

from

described many phenomena in nature, but it is not a

theory. It doesnt tell us why is best described

by

Variables

and .

Operations

regression model. It predicts values of the variable

in terms of the variable , given a slope , an

intercept , and residual variability .

Stats

about the field of statistics is that the same math has

many interpretations.

frequentist philosophy. Under that framework, we

might ask whether is significantly different from

zero, using a hypothesis test.

o Turns out, you can build any hypothesis test as a

special case of the Bayesian framework.

We will instead take a Bayesian view of the

problem. We first specify some prior belief about ,

then update it using the data.

p

We will do this by building models using only our

assumptions.

o For example: Suppose participants belong to three

groups. We are curious how the means of those

groups compare.

o What is the hypothesis test classical stats often

recommends?

ANOVA!

o What are the assumptions of ANOVA?

ANOVA

Each group has (But

its own

mean,Welchs

all groups are

what if

each group

normally distributed,

and all have

the same

ANOVA

should

variance.

instead

variance?)

p

Those who took my intro class may (vaguely) recall

that these two hypothesis tests each required a

totally different set of equations.

o When framed using the notation below, however,

we can see how similar they are.

By instead learning to build models from the ground

up, we wont need to learn a new test for every

problem. Instead, we will only need to answer the

ANOVA

Welchs

question,

What are your assumptions?

ANOVA

Model Comparison

There are many models that could have given rise to

a particular dataset, but some models do a better job

than others.

o Thats a simple enough idea, but it gets tricky

when we ask to measure how well a model does

its job.

o If we can agree on a yardstick for measuring how

good each model is, this will allow us both to

compare models to find the best case, as well as

to combine models to cover our bets.

Model comparison is essential, because it provides a

way to compare different theories, or different

variations of a theory.

Information Criteria

Our yardstick this semester will be information

criteria.

o These metrics estimate how well the current

model will do at predicting future observations.

The goal of this approach is to find the middle ground

between underfitting and overfitting.

o A model that is underfit is one that is too vague

to capture the important features of the data.

A null hypothesis typically underfits the data.

o A model that is overfit is one that is too

complicated. Overfitting causes a model to fit the

current data well, but to fit future data poorly.

This can be thought of as a model that misses

Multi-Level Models

Each time a sprinter runs a race, they cross the finish

line in seconds.

o Times vary for several reasons. Each sprinter

might in general be a little faster or slower.

However, each race will also go a little differently.

o We need to measure two kinds of uncertainty:

How sprinters differ from one another, and how

each sprinters individual performance varies.

Group Level

Subject Level

Multi-Level Models

o Such a model simultaneously makes several

inferences.

o The first is about the population of sprinters. This

models describes the population of sprinters as a

normal distribution with a mean of and a

standard deviation of .

o The model also makes inferences are about the

specific performance of each sprinter.

Group Level

Subject Level

Multi-Level Models

standard, because they permit many interesting

experiments that are impossible with simpler

methods.

o Using classical methods, obtaining estimates for

all of the parameters in a multi-level model was

nightmarishly hard.

o We will instead lean on a new generation of tools

that will let us bypass the ugliest of the math.

challenging to think about. Consider the following

questions:

o What distribution should we expect and to

Our first order of business is getting acquainted with

R.

o We will be using R exclusively for our analyses, so

get started using it immediately. Get everything

installed ASAP.

Next week, well build simple models. These will

introduce all the moving parts we will later need to

build complex models.

In Lecture 12, well dig into information theory to

better understand how we can compare models.

In Lecture 16, well grapple with MCMC, which will let

Summary

Our mission this semester is to build models.

o These will let us compare theory to experiment in

a more precise and explicit way than is standard

in the field.

The building blocks for our models will arise from a

Bayesian approach to probability.

o We will describe our uncertainty in terms of

probability distributions, and data can update

those distributions.

As our appreciation of probability deepens, we will be

able to take on more complicated problems.

o Information criteria will let us compare models to

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