Tag Archives: overfit

Overfitting by Inverse Regression

Dec 3, 2006 – 5:54 PM

Wahl and Ammann 2006 reported that they could “get” something that was sort of HS-ish without principal component analysis. It wasn’t through a simple mean or CVM; it was through Mannian inverse regression. Juckes et al shows many reconstructions using “inverse regression”, mentioning in his conclusions that inverse regression caused over-concentration on a few proxies. […]

By Stephen McIntyre | Posted in Juckes et al 2006, Wahl and Ammann | Also tagged , , , , , | Comments (12)

Wahl and Ammann Again #2

Aug 30, 2006 – 3:42 PM

Here’s a pretty little graph that I think that you’re going to see more of. One is using the Wahl-Ammann variation of MBH methodology applied to MBH data; the others are from low-order red noise. Pink – no PC reconstruction from WA without strip-bark and Gaspé; black – from low-order red noise. I worked this […]

By Stephen McIntyre | Posted in Wahl and Ammann | Also tagged , , | Comments (28)

MBH and Partial Least Squares

Jun 13, 2006 – 8:35 AM

Right now, I’m working on two main projects where I intend to produce papers for journals: one is on the non-robustness of the “other” HS studies; the other is on MBH98 multivariate methods. The latter topic is somewhat “in the news” with the two Bürger articles and with the exchange at Science between VZ and […]

By Stephen McIntyre | Posted in MBH98, Multivariate, Replication, Statistics | Also tagged , , , , , , , | Comments (41)