Statistik och tedrickning

25 November, 2012 at 20:46 | Posted in Statistics & Econometrics | 1 Comment

En av mina absoluta favoriter i statistikhyllan är David Salsburgs insiktsfulla statistikhistoria The Lady Tasting Tea. Boken är full av djupa och värdefulla reflektioner kring statistikens roll i modern vetenskap. Salsburg är, precis som tidigare till exempel Keynes, tveksam till hur många samhällsvetare – inte minst ekonomer – okritiskt och oargumenterat ofta bara antar att man kan applicera statistikteorins sannolikhetsfördelningar på sitt eget undersökningsområde. I slutkapitlet skriver han:

Kolmogorov established the mathematical meaning of probability: Probability is a measure of sets in an abstract space of events. All the mathematical properties of probability can be derived from this definition. When we wish to apply probability to real life, we need to identify that abstract space of events for the particular problem at hand … It is not well established when statistical methods are used for observational studies … If we cannot identify the space of events that generate the probabilities being calculated, then one model is no more valid than another … As statistical models are used more and more for observational studies to assist in social decisions by government and advocacy groups, this fundamental failure to be able to derive probabilities without ambiguity will cast doubt on the usefulness of these methods.

Kloka ord för ekonometriker och andra “räknenissar” att begrunda!

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  1. In case you are not aware of it, William H. Janeway just published a great book that i’m reading now: Doing Capitalism in the Innovation Economy. I’m more convinced by him than by Romer’s stuff.

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