Statistical analysis recapitulates the development of statistical methods
Summary
The article posits an analogy where statistical analysis recapitulates the historical development of statistical methods, similar to an old biological saying about organism development. In applied statistics, practitioners typically commence with fundamental techniques such as univariate data summaries and basic multivariate analyses. They then progress to standard comparisons using errors and hypothesis tests, before moving into modeling. This often involves starting with least squares and maximum likelihood, subsequently incorporating regularization, multilevel modeling, measurement error models, and nonparametric methods as needed. Although some analyses might begin with advanced tools like lowess or deep nets, the author argues that within modeling, a sensible approach involves starting simple and incrementally adding complex features, motivated by computational stability and logical progression.
Key takeaway
For data scientists designing an analytical approach, recognize that starting simple and incrementally adding complexity is a robust strategy. Your initial steps should involve univariate summaries and basic multivariate analyses, progressing to foundational models like least squares. This iterative method, mirroring historical statistical development, enhances computational stability and ensures each added complexity serves a clear purpose, optimizing your workflow and model robustness.
Key insights
Statistical analysis often recapitulates the historical development of methods, progressing from simple techniques to complex models incrementally.
Principles
- Start simple, add complexity incrementally.
- Progression is driven by computational stability.
- Logical complexity guides method selection.
In practice
- Begin with univariate data summaries.
- Use basic multivariate analyses initially.
- Progress from least squares to multilevel models.
Topics
- Statistical Methods
- Data Analysis Workflow
- Model Complexity
- Exploratory Data Analysis
- Multilevel Modeling
- Regularization
Best for: Data Scientist, Research Scientist
Related on AIssential
Editorial summary, takeaway, and curation by AIssential. Original article published by Statistical Modeling, Causal Inference, and Social Science.