Statisticelle • Page 2 of 6 • Girl Meets Stats

Minor musings on measurement

This is the life story before a recipe that you can skip

Last year I hit my New Year’s resolution of writing 3 blog posts, but just barely. I think this year is going to be very similar. I’ve written 1 out of 3 blog posts, ahhh! Mid-November means I better get hustling.

There is a lot of writing I do for my research that never ends up seeing the light of day. And that’s a shame because the perfectionist in me agonized over it just the same. A lot of this cast-aside writing is the result of trying to teach myself about topics or methods that are already well-accepted and known. So, nothing novel that deserves publication, really…

… but it makes great blog post material! It seems to be reaching people as well, and that is cool. From my blog analytics, I can see that certain posts seem to be particularly handy from mid-October to early November. Hmmm… intro statistics, machine learning, or math stats midterms, methinks? Anyhow, here’s another lil’ ditty along those same lines. Yes, I am phoning in these last few blog posts of the year.

Overview

This blog post is about how we translate real-world phenomena into numbers that we can gain insight from. In other words, measurement! I think that measurement is both widely taken for granted and still hotly debated on several fronts. Measurement is something that has been around for much of human history in different forms, yet also something that is presently at the forefront of modern psychological and medical sciences (think patient-reported outcome measures, etc.) An interesting topic with a rich history, to say the least.

I’m going to focus specifically on different ways of classifying measurements that we commonly see in statistics. These classifications are not always widely accepted and, again, the source of debate in some cases. I also probably won’t get everything right. But it’s useful to think about what implications measurement carries for analysis, interpretation, and beyond. Hopefully, this inspires you to dig deeper into this topic! And if you disagree, promptly locate the comments section at the bottom of this page.

Nonparametric neighbours: U-statistic structural components and jackknife pseudo-observations for the AUC

Two of my recent blog posts focused on two different, but as we will see related, methods which essentially transform observed responses into a summary of their contribution to an estimate: structural components resulting from Sen’s (1960) decomposition of U-statistics and pseudo-observations resulting from application of the leave-one-out jackknife. As I note in this comment, I think the real value of deconstructing estimators in this way results from the use of these quantities, which in special (but common) cases are asymptotically uncorrelated and identically distributed, to: (1) simplify otherwise complex variance estimates and construct interval estimates, and (2) apply regression methods to estimators without an existing regression framework.

As discussed by Miller (1974), pseudo-observations may be treated as approximately independent and identically distributed random variables when the quantity of interest is a function of the mean or variance, and more generally, any function of a U-statistic. Several other scenarios where these methods are applicable are also outlined. Many estimators of popular “parameters” can actually be expressed as U-statistics. Thus, these methods are quite broadly applicable. A review of basic U-statistic theory and some common examples, notably the difference in means or the Wilcoxon Mann-Whitney test statistic, can be found within my blog post: One, Two, U: Examples of common one- and two-sample U-statistics.

As an example of use case (1), Delong et al. (1988) used structural components to estimate the variances and covariances of the areas under multiple, correlated receiver operator curves or multiple AUCs. Hanley and Hajian-Tilaki (1997) later referred to the methods of Delong et al. (1988) as “the cleanest and most elegant approach to variances and covariances of AUCs.” As an example of use case (2), Andersen & Pohar Perme (2010) provide a thorough summary of how pseudo-observations can be used to construct regression models for important survival parameters like survival at a single time point and the restricted mean survival time.

Now, structural components are restricted to U-statistics while pseudo-observations may be used more generally, as discussed. But, if we construct pseudo-observations for U-statistics, one of several “valid” scenarios, what is the relationship between these two quantities? Hanley and Hajian-Tilaki (1997) provide a lovely discussion of the equivalence of these two methods when applied to the area under the receiver operating characteristic curve or simply the AUC. This blog post follows their discussion, providing concrete examples of computing structural components and pseudo-observations using R, and demonstrating their equivalence in this special case.

Continue reading Nonparametric neighbours: U-statistic structural components and jackknife pseudo-observations for the AUC

Resampling, the jackknife, and pseudo-observations

Resampling methods approximate the sampling distribution of a statistic or estimator. In essence, a sample taken from the population is treated as a population itself. A large number of new samples, or resamples, are taken from this “new population”, commonly with replacement, and within each of these resamples, the estimate of interest is re-obtained. A large number of these estimate replicates can then be used to construct the empirical sampling distribution from which confidence intervals, bias, and variance may be estimated. These methods are particularly advantageous for statistics or estimators for which no standard methods apply or are difficult to derive.

The jackknife is a popular resampling method, first introduced by Quenouille in 1949 as a method of bias estimation. In 1958, jackknifing was both named by Tukey and expanded to include variance estimation. A jackknife is a multipurpose tool, similar to a swiss army knife, that can get its user out of tricky situations. Efron later developed the arguably most popular resampling method, the bootstrap, in 1979 after being inspired by the jackknife.

In Efron’s (1982) book The jackknife, the bootstrap, and other resampling plans, he states,

Good simple ideas, of which the jackknife is a prime example, are our most precious intellectual commodity, so there is no need to apologize for the easy mathematical level.

Despite existing since the 1940’s, resampling methods were infeasible due to the computational power required to perform resampling and recalculate estimates many times. With today’s computing power, the uncomplicated yet powerful jackknife, and resampling methods more generally, should be a tool in every analyst’s toolbox.

Continue reading Resampling, the jackknife, and pseudo-observations

Pride and Probability

To celebrate pride month, my husband Ethan’s workplace Desire2Learn organized virtual Drag Queen BINGO hosted by the fabulous Astala Vista. Even within the confines of a Zoom meeting, Astala Vista put on a great show!

Astala Vista, previously a self-proclaimed cat *lady* of drag, now a cat *cougar* at 30, demonstrating her “roar” on Zoom!

To keep things interesting (and I’m sure to reduce the odds of winning to keep the show going), different BINGO patterns besides the traditional “5 across” BINGO were used. This included a “4 corners” BINGO and a “cover-all” BINGO. To obtain a cover-all BINGO, all numbers on a traditional 5 by 5 BINGO card must be called (noting that of the 25 spaces on the card, 1 is a free space).

Up until this point, probability had not entered the discussion between my husband and I. However, with the cover-all BINGO, Ethan began wondering how many draws it would take to call a cover-all BINGO.

I became quiet, and my husband thought he had perhaps annoyed me with all of his probability questions. In fact, I was thinking about how I could easily simulate the answer to his question (and the corresponding combinatorics answer)!

First, we need to randomly generate a BINGO card. A BINGO card features five columns, with five numbers each. The exception is the N column which features a FREE space, given to all players. The B column features the numbers 1 through 15, the I column 16 through 30, etc. The numbers in each column are drawn without replacement for each card.

Continue reading Pride and Probability