Granger and Newbold [1974] provided examples of spurious significance in a random walk context. This has been extended by various authors to a number of other persistent processes. Granger and Newbold suggested that the DW statistic could be used to test the autocorrelation in the residuals, giving a test that could be used in a […]
I think that there is too much preoccupation in the analysis of NH urban gridcells. As an exercise, I plotted the ACFs and gridcells for a transect at 7.5S from 177.5W to 177.5E. The presentation here is not very pretty but I think that the graphs are interesting taken as a whole. I draw no […]
Nature has published a ground-breaking new study of peer review.
I have previously discussed here and here Mann’s answer to the following question from the House Committee: "7 c. Did you calculate the R2 statistic for the temperature reconstruction, particularly for the 15th Century proxy record calculations and what were the results?" Mann stated: "My colleagues and I did not rely on this statistic in […]
Ian Castles, the well-known economist, has sent in the following post as a comment on another topic, which I have taken the liberty of posting up here. Ian writes:
"Spurious significance" was a phrase used in the title of our GRL article. We regarded this as perhaps the most essential point of the article, but it seems to have gotten lost. This is the second of a planned series of notes on spurious significance, to give a sense of the statistical background. Granger and […]
Sometimes the Hockey Team baffles me. I was at Esper’s website and noticed Esper J, Neuwirth B, Treydte K (2001) A new parameter to evaluate temporal signal strength of tree ring chronologies. Dendrochronologia 19, 93-102. Something that looked pertinent. As a component of his estimate of signal strength, Esper applied a statistical procedure Gleichlàƒ⣵figkeit G […]
I’ve had a number of requests to explain some statistical topics and tests of significance. I’d rather not get involved in an explanation of general statistical concepts, which are perfectly well covered in many other places. However, I am going to post some notes up on “spurious significance”, which, after all, was part of the […]
Carl Wunsch has an interesting new preprint entitled: Abrupt climate change. An alternate view at his website.
On Tim Lambert’s weblog, our regular correspondent per was making interesting points on the R2 statistic in the thread called "McIntyre’s Irrational Demands" when suddenly // all// some [updated – SM ] of per’s comments vanished. Was it Spam Karma or just per’s karma? To be fair, Spam Karma has reacted strangely to some people’s […]
Climate Audit 