The Team have snarled back at Wegman here . They’ve posted up an August 16, 2006 letter from David Ritson to Waxman, accusing Wegman of not responding with a request for information that had been outstanding for almost 3 weeks (?!?) . Yes, you read it right. Jeez, I’ve been waiting almost three years for […]
Von Storch et al 2004 advocated using climate models to generate pseudoproxies to test the properties of proposed multivariate methods. Hardly unreasonable. I might argue that these are longwinded ways of generating proxy series with certain kinds of temporal and spatial covariance structures, but there’s much to be said for testing methods on some standard […]
By Stephen McIntyre

Also posted in RegEM

Tagged mixed effects, multivariate, nlme, overfitting, pseudoproxy, r2, random effects, ridge, stone, stone and brooks, storch, von storch, zorita

Interesting title, no? What if I added Principal Components to this odd concatenation of concepts? Galluccio et al 1998 published a paper with the above title here, which has led to a number of followups, which you can locate by googling. I’ll try to summarize Galluccio’s basic idea and then tie it back into principal […]
One bit of housekeeping that I want to tidy up before more NAS postings: a couple of months ago, Eduardo Zorita kindly sent me comprehensive data from ECHOG, on which, unfortunately, I’ve so far not been able to spend as much time on so far as I would have liked. So much to do, so […]
A few days ago, I mentioned that I thought that Bürger et al 2006, while recognizing the linear relationship between MBH proxies and their RPCs, had incorrectly formulated the form of the relationship as the form of the linear relationship was inconsistent with my own derivation, which I had crosschecked and verified against source code […]
Right now, I’m working on two main projects where I intend to produce papers for journals: one is on the nonrobustness of the “other” HS studies; the other is on MBH98 multivariate methods. The latter topic is somewhat “in the news” with the two BàÆà⻲ger articles and with the exchange at Science between VZ and […]
While the Hockey Team like to talk about "moving on", in most scientific disciplines, articles of substance usually remain of continuing interest, since there had to be some interesting insight to have created the substance in the first place. I’ve been backtracking through some of the tree ring literature to try to fully understand how […]
DF criticized my post on principal components yesterday as follows: Most of your figures for conventional PC analysis are misleading. You are comparing PCA1 to mean as if PCA1 has an intrinsically meaningful scale, when it does not. If you rescaled your comparison plots so that PCA1 and the mean had the same variance, then […]
TCO has been pressing about the exact impact of various properties of the MBH PC methodology, asking some "elementary" questions about PC impact. Some readers have criticized him for in effect asking for a tutorial on PC methods. However, if someone asked: where can I find an article showing the statistical properties of PC methods […]
We have a number of readers who are highly qualified econometricians. I think that initially they find it hard to believe the description of Hockey Team statistical practices. Martin Ringo is one such reader, who has a doctorate in "finite sample properties of a variety of feasible, generalized least squares estimators". He’s sent in the […]