McShane & Wyner Hockey Stick Smackdown – redux

WUWT readers may remember this popular article from August 30th, 2010 New paper makes a hockey sticky wicket of Mann et al 98/99/08 and then The Team’s response RC’s response to McShane and Wyner: a case of orange cones which gave rise to Josh’s cartoon and this cartoon coffee mug:

Click image for details on how to get one

Patrick Hadley writes in comments today:

OT – The McShane & Wyner discussion is now available at the Annals of Applied Statistics.

There is a lot of fascinating material to read there – the original paper, criticisms from the Hockey Team, support from others and, what seems to me at least, a brilliant rejoinder from McShane and Wyner.

I’ll say. Wow, this paper stirred up a statistical hornet’s nest, just have a look at the table of contents related to this paper. It reads like a who’s who of paleohockey. Each article is fully open, no paywalls; which I see as a testament to the journal integrity. If nothing else, read the editorial by Michael Stein which speaks to the entire table of contents.

Climate Change Discussion*
* Editorial Michael Stein
* A Statistical Analysis of Multiple Temperature Proxies: Are Reconstructions of Surface Temperatures Over the Last 1000 Years Reliable? Blakeley B. McShane and Abraham J. Wyner
* Discussion of “A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?” by McShane and Wyner Jonathan Rougier
* Discussion of: A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable? Jason Smerdon
* Discussion to McShane and Wyner paper, “A Statistical Analysis of Multiple Temperature Proxies” Richard A Davis and Jingchen Liu
* A Comment on “A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?” By McShane and Wyner Gavin A Schmidt, Michael E Mann, and Scott D Rutherford
* Spurious predictions with random time series: The LASSO in the context of paleoclimatic reconstructions. A Discussion of “A Statistical Analysis of Multiple Temperature Proxies…” by McShane and Wyner Martin P Tingley
* Discussion of Paper by McShane and Wyner Bala Rajaratnam and Peter Craigmile
* Discussion of “A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable?” by McShane and Wyner Murali Haran and Nathan M. Urban
* Discussion of: A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable? Lasse Holmström
* Discussion L Mark Berliner
* Comment on “A Statistical Analysis of Multiple Temperature Proxies: Are Reconstructions of Surface Temperatures over the Last 1000 Years Reliable?” by McShane and Wyner Eugene Wahl and Ammann Caspar
* Discussion to: A Statistical Analysis of Multiple Temperature Proxies: Are Reconstructions of Surface Temperatures over the Last 1000 Years Reliable? McShane and Wyner Douglas W Nychka and Bo Li
* Discussion of McShane and Wyner (2010) Stephen McIntyre and Ross McKitrick
* Discussion of: A Statistical Analysis of Multiple Temperature Proxies: Are Reconstructions of Surface Temperatures over the Last 1000 Years Reliable? Alexey Kaplan
* Rejoinder: A Statistical Analysis of Multiple Temperature Proxies: Are Reconstructions of Surface Temperatures over the Last 1000 Years Reliable? Blakeley B. McShane and Abraham J. Wyner

There is so much here, I can’t even begin to dig into it all (It’s a workday for me) but if readers wish to place excerpts below of interest, I’ll do a follow up post with them. – Anthony

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pat
December 13, 2010 8:42 am

One thing is clear re proxies: tree rings ARE NOT PROXIES FOR TEMPERATURE. Hide the decline.

Jeff
December 13, 2010 8:49 am

The last paragraph of the editorial says it all, “Thus, while research on climate change should continue, now is the time for individuals and governments to act to limit the consequences of greenhouse gas emissions on the Earth’s climate over the next century and well beyond.”
Now is the time ??? really ???

P.F.
December 13, 2010 8:56 am

Stein ended the editorial with “now is the time for individuals and governments to
act to limit the consequences of greenhouse gas emissions on the Earth’s
climate over the next century and well beyond.” That is bothersome to me considering the physical limitations of the CO2 molecule to retain heat, the present rate of sea level rise is so small that adaptation over the next century is relatively simple, and that the reasonable scenarios of climate change going forward are within well-documented normal range of the Late Holocene Interglacial. Stein has already pre-determined that there will be consequences of GHG emissions. I’m not convinced that there will be consequences, except to say that there will be significant consequences caused by the efforts to mitigate the very minor effects (if any) of the emissions. On balance, the cure may be much worse than the disease.

Eric Anderson
December 13, 2010 9:03 am

Wow, Stein specifically calls for many of the recommendations that McIntyre and others have been calling for for a long time. Great Editorial, right up until the last paragraph when Stein jumps on the precautionary principle bandwagon and calls for action, based on the results of the poor proxies and poor statistics he just finished castigating. Hey, it is an “editorial,” but too bad he couldn’t just stick with the facts and avoid the personal editorializing.
Nevertheless, a great step forward . . .

Richard Sharpe
December 13, 2010 9:21 am

I guess the editor couldn’t resist saying that even though there is still uncertainty the science is settled and we should destroy the world economy to restrict CO2.

timetochooseagain
December 13, 2010 9:26 am

I just finished the “editorial” by Michael Stein and I also think it was great…right up until the end when he decides to claim that “we” should “take action” despite uncertainty, and that action should be of a specific kind…He does so without even supporting his assertions. I could not believe that part was written by the same person. Cognitive dissonance, me thinks…

latitude
December 13, 2010 9:27 am

If nothing else, read the editorial by Michael Stein
=======================================
What a crock……..
All the work is shoddy and lame, potentially fraudulent…
then the nubnuts says now’s the time to act…………..

BillD
December 13, 2010 9:30 am

The editor’s comments sounds like the peer review process that I have been involved in over the last 30 years as a writer, reviewer and editor. Later I may take some time to try to sort through the commentary. However, since most of my own research centers around controlled experiments, I must admit that most of the statistics go beyond my understanding. I only have two semesters of stats at the graduate level, although I have picked up much more on my own. I am in favor of requiring at least one semester of stats for liberal arts students and at least two for all science and social science students.

December 13, 2010 9:32 am

I read Stein’s editorial and came away thinking he is just another warmest trying to be somewhat conciliatory , but blew it in his conclusion.

dixonstalbert
December 13, 2010 9:36 am

Stein’s sentence before the one quoted above:
“My understanding is that the major uncertainties in climate projections on time scales of more than a few decades are unlikely to be resolved in the near future. Thus, …”
His logic appears to be: “Because it probably will be many decades before we have statistical proof that AGW exists, we should not wait and spend trillions now fighting ‘greenhouse gases’.
The assumption seems to be premised on society has infinite wealth and resources and so the choice it makes has no consequences- Perhaps a trip to the AGW Utopia of Zimbabe is in order….

TheSkyIsFalling
December 13, 2010 9:38 am

I was intrigued by this quote from Section 2.4 of McShane and Wyner’s rejoinder:

As statisticians, we approach the evaluation of simulated data from a
somewhat different perspective. When statisticians design simulations, we
tend to follow one very important general rubric: if one wants insights
gleaned from the simulation to carry over to real data, then key features
of the simulated data should match key features of the real data. Thus,
we augment climate scientists’ ”internal” evaluation of the simulated data
with an ”external” evaluation comparing it to real data.

Henry chance
December 13, 2010 9:43 am

Mann gets to splain hisself to the cold weather now. He can splain what done it in front of Cuccinelli. I am sure papers on top of papers will win in the end.
Cucunelli just won a judgement declaring Obamacare unconstitutional. Virginia rocks.
It is not legal for the Feds to force citizens to pay a fine if they do not purchase something they don’t want.
How will they force us to pay pennance and carbon taxes we don’t want for rich people that hang out in poor countries?

D. King
December 13, 2010 9:50 am

It always comes down to money.
I was suckered in until the last paragraph 🙁
Because on the uncertainties we should redistribute
western wealth to the third world. Yeah, thanks.

David L. Hagen
December 13, 2010 9:50 am

Editor Michael L Stein finds it implausible “that a large increase in the concentration of CO2 in the atmosphere has exactly zero effect on the global mean temperature.” Consequently, “emphasis should be on estimation and/or prediction along with uncertainty quanti fication.”
McIntyre and McKitrick reiterate: “McShane & Wyner make

the following additional and reasonable observation in dismissing Ammann and Wahl’s objection to empirical AR1 coefficients:
it is hard to argue that a procedure is truly skillful if it cannot consistently outperform noise– no matter how artfully structured.

The dependence of the MBH99 on bristlecones has been well publicized (McIntyre and McKitrick 2005a, b; Wahl and Ammann 2007). The 93-series AD1000 network of Mann et al 2008 contains the same bristlecone chronologies: it contains no fewer than 19 Graybill strip bark chronologies, despite recommendations of the NAS panel that strip bark bristlecones be “avoided” and an undertaking by Mann et al 2008 to comply with their recommendations.

McShane & Wyner understate the uncertainties raised, as they

take the data as given and do not account for uncertainties, errors, and biases in selection, processing, in-filling, and smoothing of the data as well as the possibility that the data has been ”snooped” (subconsciously or otherwise) based on key features of the first and last block.

It appears uncertainty dominates paleoclimatology.

Jaye Bass
December 13, 2010 9:52 am

“Thus, while research on climate change should continue, now is the time for individuals and governments to act to limit the consequences of greenhouse gas emissions on the Earth’s climate over the next century and well beyond.”

What Stein really meant to say was “Thus, now is the time to start the hard sell, so that we may continue our research and keep the grant money flowing”

December 13, 2010 9:54 am

I’ve been reading a book:
“The Strangest Man”, a life of Paul Dirac.
It is ASTOUNDING to me how many of the “great minds” in Physics threw themselves behind “Marxism”, “Communism” and indeed, admired and “gave slack” to Joseph Stalin as he acted as a BRUTAL THUG in Russia, to achieve a “perfect world”.
Do we see the SAME thought process and methodology going on here with our “high level academics” in the “climate science realm”?
Interesting how the siren song of “utopia” seduces even other high level accademics in other areas. (Note in this statistical realm…)
That is the true “fall of man”, even if you are a complete SECULARIST, (some will know what I mean), if you are intellectually honest you need to avoid these traps!
Max

RockyRoad
December 13, 2010 9:55 am

So after the world’s economy has been destroyed, I’m supposed to enjoy breathing better knowing there’s less CO2 in the air? Does that somehow replace my paycheck that is long gone? Does a cap on CO2 help me raise a family, or live adequately until I’m an old man? Does cooling the earth help plants grow, or humans prosper?
Yup, I thought not.
(No use using snippable words here to describe the intelligence of these people.)

leftymartin
December 13, 2010 9:56 am

Never mind the editorial – have a look at the rejoinder – the evisceration of the Hockey Team’s critique (Schmidt, Mann, Rutherford) is absolutely devastating. As we have seen so many times when the Team engages their critics, their preferred method of engagement is to keep digging the hole they are in ever deeper.

BDAABAT
December 13, 2010 9:58 am

OMG! The McShane & Wyner response is terrific! They show errors in the Mann response… but this one was a beaut! Note: cut and pasted from the M&W response to Mann (SMR in the paper):
“Before proceeding, however, we must note a troubling problem with SMR Figure 2. Visual inspection of the plots reveals an errant feature: OLS methods appear to have non-zero average residual in-sample! Upon examining the code SMR did provide, we confirmed that this is indeed the case and discovered the models were fit incorrectly. The culprit, ironically, is an improper centering of the fitted values.”
It’s true: they never learn!
Bruce

Gary Palmgren
December 13, 2010 9:59 am

Ian Plimer’s book, Heaven and Earth, gave a great overview of climate through Earth’s 4 billion year history. Throughout this book there is only one “tipping point” and that is when the earth drops into an ice age. There is no evidence of any type of overheating, as the earth is self regulating at warmer temperatures, perhaps through mechanism such as “The Thermostat Hypothesis as discussed here.
http://wattsupwiththat.com/2009/06/14/the-thermostat-hypothesis/
The use of the precautionary principle with regards to CO2 emissions causing damaging overheating has no basis in the geological history. It is cold we dread. The misery during the little ice age is well documented. Where does this causal acceptance that warming is bad come from?
Significant worldwide droughts come from the earth becoming cold because the water evaporation from the oceans is reduced. Ian Plimer describes the large amount of dust found in the Vostock ice cores during cold periods. This dust comes from the large deserts during cold periods. Do people simply remember local droughts and assume that the hot dry droughts mean a warming earth will be dry?
Stein’s last paragraph is intolerable. (My temper is short because we have so much snow that there is no place to pile it up and its not yet winter in MN. If the power goes out we die.)

Ian W
December 13, 2010 10:13 am

I have worked with several very experienced statisticians – one common offer is: “what answer do you want?” In this regard the final few sentences of the editorial are worrying.
This is especially the case as all the metrics appear to be on ‘temperature’ which is NOT the correct metric for ‘atmospheric heat content’ which is what they all claim to be measuring. It really doesn’t matter how elegant and accurate the statistics are, if they are the statistics of the incorrect metric.

latitude
December 13, 2010 10:19 am

Gary Palmgren says:
December 13, 2010 at 9:59 am
Where does this causal acceptance that warming is bad come from?
====================================================
You’ve got me Gary, it’s about the stupidest thing I’ve ever heard.

ZT
December 13, 2010 10:24 am

At last – a reasonable discussion about the Hockey Stick in the technical literature. Kudos to all those who contributed to this discussion, to the Annals of Applied Statistics, and its editors.

Bennie
December 13, 2010 10:26 am

Apparently the version at the journal has low quality graphics. McShane has posted a high quality version (as well as an apparently longer more detailed version) at his site:
http://www.blakemcshane.com/paleoclimatology
It seems like M&W smack their oppononents ’round quite a bit:
> The process by which the complete set of 95/93 proxies is reduced to 59/57/55 is only suggestively described in an online supplement to Mann et al. (2008)3. As statisticians we can only be skeptical of such improvisa- tion, especially since the instrumental calibration period contains very few independent degrees of freedom. Consequently, the application of ad hoc methods to screen and exclude data increases model uncertainty in ways that are unmeasurable and uncorrectable.
> They appear to mistake the squared eigenvalues for the variances of the principal components which leads to a thresholding of total variance squared instead of variance.
> Our Bayesian models outperform RegEM EIV in terms of holdout RMSE (see SI). In fact, they even outperform the hybrid version of RegEM EIV in two of the four simulations.
There are some gems within this.

tom
December 13, 2010 10:37 am

Here is a nice quote on Mann et al methods, see page 3,4 in the McShane & Wyner response —–>
“The process by which the complete set of 95/93 proxies is reduced to
59/57/55 is only suggestively described in an online supplement to Mann
et al. (2008)3. As statisticians we can only be skeptical of such improvisation,
especially since the instrumental calibration period contains very few independent degrees of freedom. Consequently, the application of ad hoc
methods to screen and exclude data increases model uncertainty in ways
that are unmeasurable and uncorrectable.”

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