Detrended in Amherst

Wahl et al [2006 ] fulminated as follows :

The VS04 results have been interpreted to cast serious doubt on the MBH reconstruction. … However, these results are in large part dependent on a detrending step not used by MBH, which is physically inappropriate and statistically not required. The take-away message for the climate community should be strong encouragement for more vigorous cross-comparisons of the various reconstruction implementations, based on real-world proxy series, model emulations, and simulated modifications to real-world data. Such a step would help eliminate unnecessary confusion that can distract from the crucial contributions of climate change research to important scientific and policy questions.

Quite aside from the issue of whether trending or detrending makes any difference to the VZGT results (I’m convinced that the issue is immaterial to their principal point), it grates me no end that Mannians can seemingly with a straight face suggest to others that cross-comparisons are a good idea as a means of avoiding confusion, after it has required years of quasi-litigation to gradually unpeel details of Mannian methods. I want to go back over some of our correspondence with Nature. I started doing this because I recalled some curious issues of trended-vs-detrended arising in our Materials Complaint. If the implementation of trending-detrending matters to anything, then Nature should step and take its share of the blame for failing to respond to very specific issues for methodological clarification. There is also a rich irony in this, because Mann’s justification for not providing proper methods was that Zorita et al 2003 had managed to replicate their results – a claim still extant in the Corrigendum SI Continue reading →

Reconciling Zorita

Eduardo Zorita and I are in the process of reconciling some results. We have taken one issue off the table – VZ implemented Mannian PCs accurately enough that this does not account for any differences between our results and theirs. So I take back some observations and I’ll place updates in appropriate places. In fairness to me, their description in GRL of what they did was perhaps language-challenged, shall we say; my interpretation of their description was the most reasonable one. Other than me, the description was probably not a problem for anyone else, but I was also probably the only one trying to figure out what they did from their description. This proves one more time the advantages of using source code for reconciliation.

By getting this issue off the table, we can try to focus on other issues perhaps accounting for the differences in results e.g. how the pseudoproxies are constructed – which was what we primarily discussed in our GRL article. In this respect, Eduardo has acknowledged that their reconstructions testing the impact of Mannian PCs in an ECHO-G context have high verification r scores in both cases, which certainly suggests to me, as we hypothesized, that their pseudoproxies did not accurately represent the dog’s breakfast of MBH proxies, where the high RE-low verification r2 combination is a distinctive signature that a simulation should replicate. Hopefully there will be more on this. Continue reading →

NY Times: For Science’s Gatekeepers, a Credibility Gap

From the NY Times, a wide-ranging article on the problems of journal peer-review:

Recent disclosures of fraudulent or flawed studies in medical and scientific journals have called into question as never before the merits of their peer-review system.

The system is based on journals inviting independent experts to critique submitted manuscripts. The stated aim is to weed out sloppy and bad research, ensuring the integrity of the what it has published.

Because findings published in peer-reviewed journals affect patient care, public policy and the authors’ academic promotions, journal editors contend that new scientific information should be published in a peer-reviewed journal before it is presented to doctors and the public.

That message, however, has created a widespread misimpression that passing peer review is the scientific equivalent of the Good Housekeeping seal of approval.

Continue reading →

Predict future climate change!

[Steve: Editorial comment] – This is John A’s post. I do not agree with his editorial flourishes linking this to models. I view the following as illustrating the defects of sole reliance by multiproxy reconstructions on the RE statistic – a statistic for which there are no distribution tables and which is little known or unknown to ordinary statisticians and unstudied outside tree ring circles. This is a battleground issue with respect to Mann and similar studies and it is important to illustrate how it operates; this is useful enough; I don’t view the post as showing more than that.]

Dave Stockwell has shown the future of climate prediction with a great new device that allows you create a new prediction of future climate change which are at least as good as the tree ring proxies were for the past. Arguably this new technique puts expensive climate modelling exercises like climateprediction.net to shame.

Here’s a prediction of future climate generated each time the page is refreshed. Note that the RE and r2 statistics are calculated automatically.

The data in blue is the instrumental data (courtesy of the CRU) and the red is the prediction of future temperatures for the next 100 years.

The explanation is here and the source code can be found here

Let Dave Stockwell explain:

The validation is based on the 11 points at the end of the temperature record not used in generating the simulated points. Two statistics were calculated and can be seen on the figure:

  • The R2 correlation is ubiquitously used for quantifying the strength of association of two variables. A critical value of 0.1 would indicate a possible mild correlation, but values closer to one indicate significance.
  • The RE reduction of error statistic is used in dendroclimatology and in the “‹Å“hockey stick’ reconstruction of MBH98, where critical values greater than zero are claimed to indicate significance of the model. RE is claimed to be superior to the R2 statistic in WA06.

Hit reload a few times to get a feel for the average of the statistics. The R2 statistic is usually close to zero indicating the prediction has no statistical skill over the validation period. The RE statistic, however, is always greater than zero, and often greater than 0.5.

MBH98 uses an RE benchmark of zero to indicate significance. The random numbers here give RE statistics greater than the critical value of zero. Therefore, using the RE statistic with a critical value of zero would attribute statistical skill to random numbers. That is, under criteria used in MBH98, random numbers could be regarded as skillful predictors of future temperatures.

This example illustrates (if the code is correct) a situation, similar to MBH98, where the R2 statistic correctly indicates no statistical skill in the predictions, but the RE statistic erroneously indicates statistical skill.

Conclusions hinge on the choice of statistic and where you set the benchmark. MM05 obtain a critical value for RE of greater than 0.5 using random red-noise data in a replication of the procedure used in MBH98. Non-existent statistical skill of the models is one of the main arguments in MM05 against the reconstruction method in MBH98.

So there you have it, statistical skill or not? If the statistical tests can be equalled or bettered using random numbers which have long-term persistence, then the next IPCC review, just like the previous one, will contain just as much information to inform policymakers as a table of random numbers. If this is so, then why are climate journals still publishing studies with just this behavior?

Eduardo Zorita Comments…

Eduardo Zorita sent the following in as a comment on earlier postings. As I did on a similar occasion with Rob Wilson, I’m re-posting this as a separate post on its own to ensure that it’s properly noted. Continue reading →

Von Storch et al [2006]

I’m working on a long note, but probably a short interim note will make some sense. From the point of view of simply advancing our particular take on the MBH98 mess, as between Wahl et al and von Storch et al, there are pros and cons to us for either side being right. So I’d be inclined to say that we don’t have a dog in this particular race and that I can look at it pretty objectively. Right now, for what it’s worth, I’m inclined to think that VZGT have much the stronger position in the current dispute. Given my personal experience with the various parties, this seemed likely at the outset as well.

I’ve taken some time to re-read VZGT 2004 and have a better appreciation for it now than I did before, which I’ll discuss some now and more on a future occasion. The exercise of re-reading has been highly instructive as I think that I’m now getting into a position to pull together the various disparate threads of this small industry of MBH commentary – starting with the MMs, continuing with VZGT04, Bürger and Cubasch 2005, plus all the comments and replies.

For now I just want to present what VZGT actually say, so that there’s at least a blog record of it without going through the poisonous realclimate filter. Continue reading →

HAnsen and Schmidt: Predicting the Past – Continued

continuation of the thread here.

Wahl, Ritson and Ammann on VZGT

Wahl, Ritson and Ammann, the authors of two rejected comments on MM05 to GRL – see here and here for our Replies to the rejected comments – have joined forces and pulished a critical comment on Von Storch et al [2004] in Science, to which von Storch et al have issued a Reply. realclimate has issued an editorial here.

There’s quite a bit of back story to cover on this exchange, which I’ll cover in more detail on another occasion. For now, here are a few quick observations. I’ve pointed out on this site for a long time both (1) that VZGT had not correctly implemented MBH procedures; (2) that I did not think that VZGT had correctly diagnosed the problems with MBH98.

I had identified at least 3 different problems with VZGT implementation of MBH: (1) they did not appear to implement a re-scaling step unreported in the original MBH98 article. As I pointed out in my AGU05 presentation, the variance differences alleged by VZGT empirically did not exist; (2) in the GRL Comment on MM, VZ did not accurately implement the goofy MBH principal components method, seemingly not fully comprehending just how bad the method was; [Update -May 4, 2006: I’ve reconciled code with Eduardo. Their description in GRL of what they did certainly suggested otherwise, but they did implement the key features of the Mannian PC method – so the differences with us lie either are probably due to the next item.] (3) relying on Jones and Mann 2004, the VZ (and the VZGT) pseudoproxies wildly over-estimated the temperature signal content of MBH proxies and did not allow for "bad apples".

I don’t blame (and didn’t blame) VZGT for any of these "problems"; the fault lies entirely with Mann et al. (1) How could VZGT replicate a re-scaling step that was never mentioned in the oriignal article? (2) While I think that we provided enough information in our articles to decode the MBH principal components method, I can readily understand how people would assume that the method was more reasonable than it really was and think that it wasn’t possible that MBH used such a weird method; but it was possible and it did happen. (3) absent a detailed investigation of MBH98 proxies of the type that we’ve carried out, anyone relying on MBH information would assign much better behavior to the proxies than is justified.

To the above three points, Wahl et al add a fourth: that VZGT calibrated on detrended proxies rather than non-detrended proxies. In reply, VZGT argue that Wahl et al overstated the impact of this methodological difference on their results, which they claim to be valid even with calibration on non-detrended proxies. Both Wahl et al., and especially realclimate, gloat over this seeming "error" in VZGT implementation. However, to the extent that VZGT have incorrectly implemented this MBH procedure, then one can certainly see some basis for the misunderstanding. In a criticism of MM03, Mann et al said:

The use of gridpoint standardization factors based on undetrended data (MM) to unnormalize EOFs that had been normalized by standardization factors of detrended data (MBH98) implies a pattern of bias in the projection of an eigenvector onto the surface temperature field that is increasingly large in regions where the 20th century is large.

Similarly in the Corrigendum SI, MBH stated:

Standard deviations were calculated from the linearly detrended gridpoint series, to avoid leverage by non-stationary 20th century trends. The results are not sensitive to this step.

While neither of these points specifically refer to proxies, MBH procedures are so poorly and inaccurately described that one can see why VZGT might innocently assume that if detrending was the"correct" MBH method in standardizing gridcell standard deviations, then it might very well be what MBH did with proxies. In the Original Supplementary Information to MBH at Nature (now deleted but presered in a University of Massachusetts mirror), MBH report results from a detrended (DET) run. So even if VZ have inadequately modeled one MBH variant, one could see why they might at least think that they had modeled the DET alternative.

I must confess to feeling a certain amusement at Mann savaging VZGT for allegedly "incorrectly" implementing his precious methodology. Back in 2003, when we sought clarification of MBH methodology, Mann refused, on the basis that von Storch and Zorita had found his existing disclosure sufficient to implement his methodology (see Mann correspondence). In the Corrigendum SI, Zorita et al 2003 is cited on 2 different occasions as an accurate implementation of MBH methodology. In summer 2004, we advised Nature that the Corrigendum SI remained insufficient; Nature said that anything further was up to the authors. So if VZ subsequently misinterpreted MBH, surely Mann has only himself to blame. All in all, surely it proves a point we’ve been making for a long time: code should be archived so that this sort of confusion is avoided. Even now, code archived by MBH is incomplete – how do they calculate confidence intervals? This mystery would be resolved in 2 seconds by looking at code. Likewise their supposed Preisendorfer calculations. Neither was archived last summer.

Realclimate completely mischaracterizes the handling of the detrending issue by Bürger and Cubasch, accusing them of following VZGT in using detrended calibration. In fact, Bürger and Cubasch carefully distinguish between trended and detrended calibration, analyzing each as separate "flavors". Nothing wrong with that.

The closing paragraph of the VZGT response raises two important issues, which are familiar to readers of this site. They state:

It is commonly accepted that proxy indicators may contain nonclimatic trends. This is particularly true with tree-ring data (8), which were intensively used in the study by MBH98. The calibration and validation of any statistical method using nondetrended data are dangerous, because the nonclimatic trends are interpreted as a climate signal. Only in the case that the trend in the proxy indicators can be ascertained to be of climate origin is a nondetrended calibration and validation permissible.

Does this sound to anyone like they are coming around to recognizing the impact of bristlecones on MBH? They go on:

In the validation period, in contrast, the correlation between the (5-year-smoothed) reconstructed and observed NHT in the validation period 1856 to 1900 is 0.23. This low correlation skill in the validation period has been recently acknowledged (9 – citing Wahl and Ammann, submitted to Climatic Change).

They do not cite M&M – unfairly under the circumstances, since these are points that we originally made and have dragged out of Wahl and Ammann, kicking and screaming. Citing the verification r (correlation), which is not mentioned in Wahl and Ammann, rather than the verification r2 , which is so directly associated with our critique seems a little sly. However, on balance, I’m happy to see them coming round to the points that we made.

I think that Mann’s going to regret that Wahl et al have put all of this back on the table. It’s pretty amazing how they complain on the one hand about people criticizing a "10 year old paper" – with Mann, arithmetic within 25% is pretty good – and then continually pick at scabs by publishing stuff like Wahl and Ammann [Climatic Change] and Wahl et al [Science]. Without Wahl and Ammann, I’d have "moved on" to other long overdue studies. However, as long as they keep contesting things – and especially when they do so with misrepresentations and withheld data – then I’m content to keep returning the ball from my side of the court.

Treydte, Moberg, Soon and Baliunas

Several people have written to me about today’s article in Nature by Treydte et al (including Esper) announcing that the 20th century is the wettest period in the millennium. Treydte et al state:

Comparison with other long-term precipitation reconstructions indicates a large-scale intensification of the hydrological cycle coincident with the onset of industrialization and global warming, and the unprecedented amplitude argues for a human role.

Nature published a special covering review of the Treydte article by Evans, which concurs with this as follows:

Furthermore, it seems that recent changes in precipitation patterns probably exceed the range of natural variability estimated for the past several hundred to one thousand years.

It’s hard to keep up with the extended Hockey Team, but here is a report from yr obedient servant. With the Hockey Team, nothing is ever quite what it appears on the surface and out text today provides an interesting oportunity to reflect on Soon and Baliunas, or rather the mugging of Soon and Baliunas by the Hockey Team. Continue reading →

The Caramilk Secret … Finally

Reader DEA wrote in to say that he figured out the Caramilk secret a long time ago. Continue reading →