Tag Archives: calibration

Brown and Sundberg: "Confidence and conflict in multivariate calibration" #1

Introduction If one is to advance in the statistical analysis of temperature reconstructions, let alone climate reconstructions – and let’s take improving the quality of the data as the obvious priority – Task One in my opinion is to place the ad hoc Team procedures used in reconstructions in a statistical framework known off the […]

Calibration in the Mann et al 2007 Network Revisited

In a post a few months ago, I discussed MBH99 proxies (and similar points will doubtless apply to the other overlapping series) from the point of view of the elementary calibration diagram of Draper and Smith 1981 (page 49), an older version of a standard text. Nothing exotic. One of the problems that arose in […]

MBH99 and Proxy Calibration

UC and Hu McCulloch have been carrying on a very illuminating discussion of statistical issues relating to calibration , with UC, in particular, drawing attention to the approach of Brown (1982) towards establishing confidence intervals in calibration problems. In order to apply statistical theory of regression , you have to regress the effect Y against […]


I then compared verification statistics for the different reconstructions as shown below. OLS yielded much the “best” fit in the calibration period, but the worst fit in the verification period. If OLS is equivalent to ICE, it actually finds the best fit (minimizes calibration residuals), and in proxy-temperature case makes the most obvious overfit. Let […]

Multivariate Calibration

In calibration problem we have accurately known data values (X) and a responses to those values (Y). Responses are scaled and contaminated by noise (E), but easier to obtain. Given the calibration data (X,Y), we want to estimate new data values (X’) when we observe response Y’. Using Brown’s (Brown 1982) notation, we have a […]

von Storch et al 2004 in IPCC AR4

It’s interesting to see what’s been changed between the Second Draft and AR4 as it went out the door, and compare that to comments. von Storch et al 2004 argued that the low-frequency variance of reconstructions wsa under-estimated, a point with which I agree (although it’s a different point about whether these reconstructions are biased […]

Calibration RE

The NAS Panel notes the following about several statistics used in proxy studies: If are the predictions from a linear regression of on the proxies, and the period of interest is the calibration period, then RE, CE, and are all equal. Here’s a result about MBH methods (and applicable to related methods with re-scaling) that […]