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 […]
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 LowFrequency 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 […]
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

Posted in Multivariate, RegEM

Also tagged mixed effects, 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 […]
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 […]
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 […]