Tag Archives: RE

The RE Benchmark of 0

Apr 17, 2008 – 1:02 PM

In MM2005a,b,c, we observed that the RE statistic had no theoretical distribution. We noted that MBH had purported to establish a benchmark by simulations using AR1 red noise series with AR1=0.2, yielding a RE benchmark of 0. We originally observed that high RE statistics could be obtained from PC operations on red noise in MM2005a […]

By Stephen McIntyre | Posted in Wahl and Ammann | Also tagged , , , , , | Comments (44)

Calibration RE

Jul 4, 2006 – 5:36 AM

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 […]

By Stephen McIntyre | Posted in Statistics | Also tagged | Comments (10)

The RE Benchmark in A&W

Mar 19, 2006 – 2:23 PM

There’s an interesting irony in the GRL rejection of the Ammann & Wahl Comment and it will be interesting to see how this gets handled. It turns out that the A&W Climatic Change depends on their GRL submission for their test of statistical significance for the RE statistic. So even though the GRL referee thought […]

By Stephen McIntyre | Posted in Wahl and Ammann | Also tagged , , | Comments (309)