A question that Jean S inquired about before we were so rudely interrupted. The expanation in Steig et al was: Principal component analysis of the weather station data produces results similar to those of the satellite data analysis, yielding three separable principal components. We therefore used the RegEM algorithm with a cutoff parameter k=3…. A […]
I’ve now ported my emulation of Schneider’s RegEM PTTLS to R and benchmarked it against Jeff’s Matlab as shown below. I caution readers that this is just an algorithm. There are other ways of doing regressions and infills. The apparent convergence to three PCs noted by Roman is still pending as a highly interesting phenomenon. […]
I’ve transliterated relevant Tapio Schneider code into R (pttls.m) and parts of regem.m that seem relevant at present. Jeff Id has extracted a variety of intermediates from his Matlab run and I’ve fully reconciled through two steps with remaining differences appearing to be probably due to transmission rounding. My dXmis statistic at step one was […]
Smerdon et al 2008 is an interesting article on RegEM, continuing a series of exchanges between Smerdon and the Mann group that has been going on for a couple of years. We haven’t spent much time here on RegEM as we might have. I did a short note in Nov 2007 here. In July and […]
I finally turned over a few stones in Mann’s EIV reconstructions, little suspecting the perfection that awaited me in the cave using the simple and unassuming alter ego shglfulihad_smxx. The figure below compares the SH reconstruction to the smoothed (SH) iHAD instrumental version. From the frail instruments of speleothems, bristlecone ring widths and upsidedown sediments, […]
Mann et al 2007 is a new RegEM version, replacing the RegEM calculations of Rutherford et al 2005. The logic is not entirely selfcontained and so I revisited some of our previous comments on Rutherford et al here here here here . I’m going to reprise two issues today: Collation Errors, a small but amusing […]
I realize that not all CA readers are interested in multivariate methods and that dendroclimatologists want to “forget the math”, but I find it interesting to try to relate dendro and paleoclimate recipes to known statistical methodologies that you can read about in texts. I commented the other day on the form of Principal Components […]
Jean S has sent the following longer contribution on Rutherford et al 2005. I always appreciate Jean S’s thoughtful comments (which is no secret to readers here). So enjoy. JeanS: Now since the review of Burger and Cubash [BC06 here after] put Rutherford (2005) [R05] back on the table, there is an issue to which […]
RegEM has reared its ugly head again in Mann’s review of Burger and Cubasch.
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 Multivariate

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