Category Archives: Statistics

Regression and Varimax Rotation

I’ve been reading through some articles on altitudinal reconstructions by Rob Wilson and other Luckman students. The studies all follow a similar strategy as Wilson et al 2007 – principal components analysis; truncation to eigenvalues 1, varimax rotation and regression. It’s pretty obvious that these operations are all linear and if the linear algebra were […]

Bürger Review

Here is what Reviewer #3 submitted in his review of the Bürger CPD submission (I’ve taken down the draft review.) He regrets agreeing to do the review (for reasons that will become clear). Even though Reviewer #3 has much goodwill towards Bürger, he is rather a stickler for detail and it seems rather unfair that […]

Varimax Rotation and the AMM

While I was reading about rotated varimax PCA in connection with Rob Wilson’s article, I came across R.W. Houghton and Y.M. Tourre, 1992, Characteristics of Low-Frequency Sea Surface Temperature Fluctuations in the Tropical Atlantic, Journal of Climate Volume 5, Issue 7 (July 1992) pp. 765—772 url. They observed that a PC analysis applied to Atlantic […]

Wilson et al 2007

Rob Wilson has referred us to Wilson et al 2007. In addition to being an example of site selection, Wilson et al 2007 uses a type of principal components on a tree ring network – something that should be of interest to many CA readers – and an interesting illustration of non-Mannian statistical methods within […]

The Briffa-Osborn Variance Adjustment

UC inquired about the variance adjustment in Osborn et al (Dendrochronologia 1998), which is used in many Team publications. The number of series in many reconstructions declines as you go back in time. If you take an average of standardized series (the CVM method), the variance over an early time interval will be larger than […]

Wegman's replies to Stupak

I know this is well after the event, but Dr Wegman’s extensive and detailed responses to Rep Stupak‘s written questions are interesting reading. I’m not aware that Steve linked to this document before. Beware though: the file is 10MB in size, so I’d recommend a right click followed by “Save Target as” – otherwise your […]

Juckes – Meet the Durbin-Watson Statistic

When one looks at the plots of the various Juckes proxies against gridcell temperature, the possibility of spurious regression must come to mind. “Spurious regression” has been discussed on this blog from time to time and tries to provide a statistical framework for seemingly high correlations between unrelated series – things like Honduran births and […]

Decoding Juckes SI Figure 1

OK, folks. We finally extracted enough information from Martin Juckes to be able to replicate SI Figure 1. I’ll show here how one gets from point A to point B, which will help understand us understand exactly why Juckes did this the way he did. One more time, here is Juckes’ Figure 1 with its […]

Allen and Tett 1999

I’ve posted up a pdf for Allen and Tett 1999 here as this seems to be a frequently cited article that said that "optimal fingerprinting" was linear regression and gives a flavor for the literature. The approach looks to me like pretty garden variety methodology, such as one would see in the fall term of […]

Greene: I am not, nor have I ever been a member of a data-mining discipline

Many of the problems in multiproxy studies have very strong parallels in econometrics. It’s really econometricians – who know all about autocorrelated series and data mining – rather than statisticians who really should be involved in climate statistics. Here are some quotes from Clinton Greene, from an article about data mining from an issue of […]