Guest essay by Dr Tim Ball
Never try to walk across a river just because it has an average depth of four feet. Martin Friedman
“Statistics: The only science that enables different experts using the same figures to draw different conclusions.“ Evan Esar
I am not a statistician. I took university level statistics because I knew, as a climatologist, I needed to know enough to ask statisticians the right questions and understand the answers. I was mindful of what the Wegman Committee later identified as a failure of those working on the Intergovernmental Panel on Climate Change (IPCC) paleoclimate reconstructions.
It is important to note the isolation of the paleoclimate community; even though they rely heavily on statistical methods they do not seem to be interacting with the statistical community.
Apparently they knew their use and abuse of statistics and statistical methods would not bear examination. It was true of the “hockey stick”, an example of misuse and creation of ‘unique’ statistical techniques to predetermine the result. Unfortunately this is an inherent danger in statistics. A statistics professor told me that the more sophisticated the statistical technique, the weaker the data. Anything beyond basic statistical techniques was ‘mining’ the data and moving further from reality and reasonable analysis. This is inevitable in climatology because of inadequate data. As the US National Research Council Report of Feb 3, 1999 noted,
“Deficiencies in the accuracy, quality and continuity of the records place serious limitations on the confidence that can be placed in the research results.”
Methods in Climatology by Victor Conrad is a classic text that identified most of the fundamental issues in climate analysis. Its strength is it realizes the amount and quality of the data is critical, a theme central to Hubert Lamb’s establishing the Climatic Research Unit (CRU). In my opinion statistics as applied in climate has advanced very little since. True, we now have other techniques like spectral analysis, but it all those techniques, is meaningless if you don’t accept that cycles exist or have records of adequate quality and length.
Ironically, some techniques such as moving averages, remove data. Ice core records are a good example. The Antarctic ice core graphs, first presented in the 1990s, illustrate statistician William Briggs’ admonition.
Now I’m going to tell you the great truth of time series analysis. Ready? Unless the data is measured with error, you never, ever, for no reason, under no threat, SMOOTH the series! And if for some bizarre reason you do smooth it, you absolutely on pain of death do NOT use the smoothed series as input for other analyses! If the data is measured with error, you might attempt to model it (which means smooth it) in an attempt to estimate the measurement error, but even in these rare cases you have to have an outside (the learned word is “exogenous”) estimate of that error, that is, one not based on your current data. (His bold)
A 70 – year smoothing average was applied to the Antarctic ice core records. It eliminates a large amount of what Briggs calls “real data” as opposed to “fictional data” created by the smoothing. The smoothing diminishes a major component of basic statistics, standard deviation of the raw data. It is partly why it received little attention in climate studies, yet is a crucial factor in the impact of weather and climate on flora and fauna. The focus on averages and trends was also responsible. More important from a scientific perspective is its importance for determining mechanisms.
Figure 1: (Partial original caption) Reconstructed CO2 concentrations for the time interval ca8700 and ca6800 calendar years B.P based on CO2 extracted from air in Antarctica ice of Taylor Dome (left curve; ref.2; raw data available via www.ngdc.noaa.gov/paleo/taylor/taylor.html) and SI data for fossil B. pendula and B.pubescens from Lake Lille Gribso, Denmark. The arrows indicate accelerator mass spectrometry 14C chronologies used for temporal control. The shaded time interval corresponds to the 8.2-ka-B.P. cooling event.
Source: Proc. Natl. Acad. Sci. USA 2002 September 17: 99 (19) 12011 -12014.
Figure 1 shows a determination of atmospheric CO2 levels for a 2000-year span comparing data from a smoothed ice core (left) and stomata (right). Regardless of the efficacy of each method of data extraction, it is not hard to determine which plot is likely to yield the most information about mechanisms. Where is the 8.2-ka-BP cooling event in the ice core curve?
At the beginning of the 20th century statistics was applied to society. Universities previously divided into the Natural Sciences and Humanities, saw a new and ultimately larger division emerge, the Social Sciences. Many in the Natural Sciences view Social Science as an oxymoron and not a ‘real’ science. In order to justify the name, social scientists began to apply statistics to their research. A book titled “Statistical Packages for the Social Sciences” (SPSS) first appeared in 1970 and became the handbook for students and researchers. Plug in some numbers and the program provides results. Suitability of data, such as the difference between continuous and discrete numbers, and the technique were little known or ignored, yet affected the results.
Most people know Disraeli’s comment, “There are three kinds of lies: lies, damn lies and statistics”, but few understand how application of statistics affects their lives. Beyond inaccurate application of statistics is the elimination of anything beyond one standard deviation, which removes the dynamism of society. Macdonald’s typifies the application of statistics – they have perfected mediocrity. We sense it when everything sort of fits everyone, but doesn’t exactly fit anyone.
Statistics in Climate
Climate is an average of the weather over time or in a region and until the 1960s averages were effectively the only statistic developed. Ancient Greeks used average conditions to identify three global climate regions, the Torrid, Temperate, and Frigid Zones created by the angle of the sun. Climate research involved calculating and publishing average conditions at individual stations or in regions. Few understand how meaningless a measure it is, although Robert Heinlein implied it when he wrote, “Climate is what you expect, weather is what you get”. Mark Twain also appears aware with his remark that, “Climate lasts all the time, and weather only a few days.” A farmer asked me about the chances of an average summer. He was annoyed with the answer “virtually zero” because he didn’t understand that ‘average’ is a statistic. A more informed question is whether it will be above or below average, but that requires knowledge of two other basic statistics, the variation and the trend.
After WWII predictions for planning and social engineering emerged as postwar societies triggered development of simple trend analysis. It assumed once a trend started it would continue. The mentality persists despite evidence of downturns or upturns; in climate it seems to be part of the rejection of cycles.
Study of trends in climate essentially began in the 1970s with the prediction of a coming mini ice age as temperatures declined from 1940. When temperature increased in the mid-1980s they said this new trend would continue unabated. Political users of climate adopted what I called the trend wagon. The IPCC made the trend inevitable by saying human CO2 was the cause and it would continue to increase as long as industrial development continued. Like all previous trends, it did not last as temperatures trended down after 1998.
For year-to-year living and business the variability is very important. Farmers know you don’t plan next year’s operation on last year’s weather, but reduced variability reduces risk considerably. The most recent change in variability is normal and explained by known mechanisms but exploited as abnormal by those with a political agenda.
John Holdren, Obama’s science Tsar, used the authority of the White House to exploit increased variation of the weather and a mechanism little known to most scientists let alone the public, the circumpolar vortex. He created an inaccurate propaganda release about the Polar Vortex to imply it was something new and not natural therefore due to humans. Two of the three Greek climate zones are very stable, the Tropics and the Polar regions. The Temperate zone has the greatest short-term variability because of seasonal variations. It also has longer-term variability as the Circumpolar Vortex cycles through Zonal and Meridional patterns. The latter creates increased variation in weather statistics, as has occurred recently.
IPCC studies and prediction failures were inevitable because they lack data, manufacture data, lack knowledge of mechanisms and exclude known mechanism. Reduction or elimination of the standard deviation leads to loss of information and further distortion of the natural variability of weather and climate, both of which continue to occur within historic and natural norms.
A little known failure of Government statistics in the UK was affecting house-building projections made in the 1970s and 1980s to determine the number of houses needed to be built. The statisticians had all the basic data they thought they needed on births, deaths, household sizes and divorce – but they missed one critical piece of data, they knew nothing about re-marriages.
As a result, with a steady increase in the rate of divorce throughout the 1960s, their modelled projections produced future figures which unwittingly assumed that a time would be reached where there were no more married couples… only single adult families. Future housing need was based on these fatally flawed projections.
That, however, is something of an irrelevance today in the UK where there is a chronic housing shortage resulting entirely from the millions of immigrants in the last 10 years – but maybe it helps illustrate how basic errors of thought, judgment and understanding can produce meaningless results from statistical analysis of data.
Having always, instinctively, distrusted analysis of data using smoothing, running averages etc this article is a breath of fresh air – and explains to me why the ‘smoothed’ data is so often at odds with the real, unadulterated data when viewed side by side in graphs.
As climate scientists are only too well aware, you can get whatever outcome you want from statistics if you play with the data in the ‘right’ way.
on data averaging :
The CET (the longest record available) shows some of the pitfalls of averaging. Climatologists told us to expect Mediterranean kind of summers on the bases of the CET’s upward annual trend, without even looking at the summer and winter temperatures trends separately.
http://www.vukcevic.talktalk.net/MidSummer-MidWinter.htm
As you can see all the warming took place in the winter time with the summers near ‘zero’ trend. If anything summers got cooler, rather than hotter
I commented about this 2-3 years ago on the RealClimate’ blog, it caused a mighty row with Tamino (the ‘grand’ AGW statistician) and Bailey from SkSc, to the extent that Gavin had to delete some of Tamino’s comments, who went off in a puff , absenting himself for weeks.
Yes, thank you Mr Ball…
Something I have wondered about for a long while is the NSIDC use of std dev in their Sea Ice charts; are they std deviations based on the individual data points or averages/mean/whatever of groups of data?
Not only that they use 2 std dev where one would normally expect to see 3.
e.g. this chart :
http://nsidc.org/data/seaice_index/images/daily_images/N_stddev_timeseries.png
Many thanks Dr Ball, excellent post.
I do not like “statistics”.
However, “statistics” is an essential part of any research – in any field of endeavour.
I am amazed at the number of climatologists who do not understand “stats”, let alone the lack of understanding by the journos.
I guess “stats” just don’t figure in any tertiary arts curriculum.
Statistics is basic math described by and new set of words, that is jaron designed and used to create the illusions of correctness. http://en.wikipedia.org/wiki/Do-si-do = many spelling of the sme dance steps.
Reblogged this on The GOLDEN RULE and commented:
This is a significant post.
If you don’t understand statistics fully, and I don’t, you should still understand what is spelt out here.
How inappropriate use of statistics has lead to many people believing incorrect conclusions and therefore, incorrect decision-making.
A very significant element in the serious errors that relate to the “global warming” acceptance without justification.
Sorry to disagree with Dr Ball. But the validity of “standard deviation” depends on the distribution of the data.
Standard deviation is a valid statistic when data data used for the calculations is a random sample drawn from a population that is normally distributed, usually because the underlying process that generated the data was an arithmetic process.
However, not all data is normally distributed. In particular, data generated by a multiplicative process more closely approximates a lognormal distribution. If you transform a lognormally distributed variable by taking logs, you can then validly calculate the standard deviation of the transformed variable.
Wikipedia has an introductory article on the subject under “Data transformation (statistics)”.
It is true that different transformations can sometimes be used to illustrate different perspectives of the same data. For example, you can treat personal income data as either having a lognormal distribution or the Pareto distribution. The lognormal distribution is useful for incomes up to about the 90th percentile but is best up to the lower 50th percentile. So if you wanted to show the change in income for middle class over time, you would use the lognormal distribution. But if you want to focus on the top 10 per cent of incomes, say for tax purposes, you would use the Pareto distribution,
For time series, such as we have in Earth science and climatology, whatever approach you use has problems because the data are not random because of auto-correlation. The risk of spurious correlation between variable is high because the data is not stationary.
In my opinion, most statistical analysis of climate data is worthless because the analysts have insufficient knowledge of the statistical tools they are using. The result is very much like what you get when an unskilled home handyman builds a piece of furniture with a hand drill and hand saw.
As an example of an attempt to use modern statistics to examine the claims of climate alarmists, I offer this paper by an Israeli group that concluded, “We have shown that anthropogenic forcings do not polynomially cointegrate with global temperature and solar irradiance. Therefore, data for 1880–2007 do not support the anthropogenic interpretation of global warming during this period.”
Reference: Beenstock, Reingewertz, and Paldor Polynomial cointegration tests of anthropogenic impact on global warming, Earth Syst. Dynam. Discuss., 3, 561–596, 2012.
URL: http://www.earth-syst-dynam-discuss.net/3/561/2012/esdd-3-561-2012.html
The paper stirred some controversy, as you might imagine, and was later amended slightly. The conclusion was softened, but not so much that the authors did not make their point about the folly of using standard statistical methods to evaluate time series.
We all know that correlation does not imply causality. But we must add another caveat.
CAVEAT: Correlation of time series data is an unreliable way to demonstrate that two variables are related except in a spurious manner.
For time series, polynomial cointegration may reveal that two variables are related, or it may not. Or it may give either false positives or false negatives.
Whatever method you use and however pleased you are that the result supports your preconceived opinions, don’t develop public policy and pass legislation that will cost the country a trillion dollars based on climate statistics. If you do, those of us who survive this madness will come and spit on your grave.
More dosado; are you attempting to say that a negative times a negative is never a positive?
Here’s a case in point, topical of late.
MSL (seasonal signals retained). Compare with this.
MSL (seasonal signals removed). Compare with this.
Signal the same within a gnat’s whisker regardless of all the holes in the series.
Comparison to the UAH LT Global Ocean Annual Signal: interesting on the right.
Hopefully the usual suspects can see beyond the running mean eye-candy and ~3:1 difference in underlying resolution.
There is always a risk in presenting oipinion on a filed of study (satistics) and at the same time discussing one factual aspect of it.
The less usefull part of this essay are the jokes or quotes about statitics and statisticians. And worst: this aspect captures most of the [useless] discussion.
The more interesting part is in the example, where smoothed time series are presented in comparison with single observations. This underlies the necessity, when massaging data like averaging or smoothing, to also have a look on the raw data and to apply statistical techniques to distinguish what may be significant from what lies within the boundaries of random variations or noise.
And, subjacent to the whole, it also is a case for serious peer reviews of publications where conclusions are drawn from complex statistical analysis. Who controls the quality of the job of the reviewers? Can it be done in a deep and serious manner when it is mostly a benevolent activity within scientific societies.
Statistical techniques? Does that translate to twist the numbers to fit your desired end result? Maybe all uses of statistical analysis should include a confidence factor? Based of course on the techniques used in the smoothing.
… opinions on a field of study (statistics) …
sorry for the typos it went out too fast.
Rich says
” It is much better to use annual means, which wipe away that portion of the error distribution.”
This may be true from a statistical point of view. However, its i s important to know, how much winters are becoming warmer compared to summers. When – as the CET data shows – the winters have been warmed about 1.3°C, while the summers were warmed only 0.3°C – over the last 350 years – then there is a distinct interpretation of these results necessary – since there is much less alarmism possible.
Perhaps, averaging should be made over the same months or seasons over several years. But I’m no statistician, so there may be other techniques to answer corresponding questions.
As many other have said already earlier, there is little sense in averaging temperature or others measures over times and regions. We need to analysis climate zones as well as seasons to get sensible results.
Q. What do you call a rebellious statistician?
A: A standard deviant.
BTW if you think that statistics can produce any result that you want, then you don’t know anything about statistics. It is like saying that water is poisonous just because people drown.
Oh yes, said this before but here goes, I have more than the average number of arms, oh yes, and more than the average number of; legs, eyes, ears, etc.
Regarding commas:
george e. smith says:
June 15, 2014 at 9:59 pm
I put them wherever I darn well please.
I can’t help but wonder, statistically speaking, how often commas are used in written English?
But, maybe, that’s just me.
🙂
Man Bearpig says:
June 16, 2014 at 4:59 am
Oh yes, said this before but here goes, I have more than the average number of arms, oh yes, and more than the average number of; legs, eyes, ears, etc.
Whoa! So do I!
Does that make us “standard deviants”?
🙂
BioBob said on June 15, 2014 at 11:20 pm:
No. No you did not, not in any way. And I loathe it when smug bass turds pull that juvenile prank and pretend they did something clever rather than use the acceptable “Should have said”. I devoted a great deal of my dwindling supply of pre-sleep brainwaves to get that just right. You no more “fixed” that than a dog gets “fixed”, try convincing him he used to be broken. “But they’ll live longer, they’ll be happier for it.” Well then whip out your set, bud, and flop them on the table. Afterwards you can thank the doc for making your life so much better. He fixed it for you!
And I state that with 95% confidence.
profitup10 on June 16, 2014 at 6:21 am:
Two wrongs do not make a right. But three lefts usually do. Sometimes it takes more lefts to make a right, involving a Supreme Court ruling and/or an Executive Order. Soon they might announce the right to be free of the tyranny of the right, which three or more lefts agree is the right thing to do.
george e. smith says:
June 15, 2014 at 10:09 pm
=====
Do they still diagram sentences?
english majors need a forum who cares about use of commas in a informal discussion find some real issues and join the discussion well dr richard lederer the world’s leading authority on the English language says to put a comma anywhere you would pause in normal speech most people do have to pause for breath reasons yes he can parse anything you can write but he says that language is for communicating i put them wherever i darn well please
That sort of illustrates why the Greeks finally started to use punctuation. Instead of criticizing a bit of poor grammar or punctuation why don’t all you grammar/punctucation nags rewrite the text the way you feel makes sense.
For everybody else, including the poor folks who have suffered through an education recently, get a copy of “Elements of Style” by William Strunk Jr. of Cornell University. It’s now in it’s fourth edition for a good reason. It’s a quick, easy read on how to write clear, concise English, as opposed to the many half page, one sentence paragraphs seen in scientific papers.
Dr Ball says that up to the 1960s there was basically the mean and little else in statistics. It is a shame he chose not to check that because he might have found that many statistical techniques predate the 1960s by a good distance in time. Lines of best fit – 1800s. Bayes theorem – 1760s. Student t test 1900s. Correlation 1880s. I thought the piece was about the missing standard deviation. The piece was actually about telling us things vary therefore it can’t be caused by humans. That’s tired and stale and not true. Chalk one up to ignorance on Dr Ball’s part.
Statistics began as an attempt to make sense of data. It grew out of the ideas of probability. Statistical techniques are really about measuring probability still. I believe in most areas of science one standard deviation isn’t enough. Two or more is the gatekeeper. Five in some areas of physics. What an ingenious pursuit all of this is!
Geoff, “What is the bias in a typical, conventional thermometer measurement from year 1900 or thereabouts? Anyone know of a paper examining this in forensic detail?”
It was never measured, Geoff. Not only that, but no national meteorological service, nor the WMO, has ever set up an experiment to estimate the bias or the uncertainty in the surface air temperature record. No one knows how accurate the record is, but climate scientists and official organizations are nevertheless perfectly willing to tout unprecedented rates and extents of warming.
From Margaret Hardman on June 16, 2014 at 8:29 am:
But who was really using them, before the advent of sufficient available computing power? And even then for a while, if you had to choose between having the assistant knock out the means on a desk calculator and then publishing quickly, or fight with department heads to fund, get programmed, then schedule a job on the mainframe to get a more in-depth statistical analysis at least once that not many would care about, which would you choose?
Is the average temperature on a given the midpoint between the high and low, or is it the sum total of temp ever minutes of the day, divided by 1,440? And why is the average temp never correlated with altitude, humidity, and wind speed? Much ado about nothing important in terms of future predictability.
Furthermore, the real uncertainty is almost always greater than or equal the sampled data. For how do you know the uncertainty in the data you did not sample? I can plunge a thermometer 300 m at 50 deg N 20 deg W on July 1, 1972. And do it again on Sept 1, 1973. Those two readings do not remotely define the uncertainty in temperatures for the entire North Atlantic for the decade of the 1970s.
But to read Levitus-2009, the uncertainty in the Ocean Heat Content prior to 2003 is based precisely on such poor spatial and temporal sampling of ocean temperatures with unrealistically narrow uncertainty bands. Prior 1996, Ocean Temperatures profiles were primarily done for antisubmarine warfare research, and thus concentrated around submarine petrol areas leaving huge ocean volumes entirely unsampled. See Figure 1 Ocean Temperature data coverage: maps b=1960, c=1985. from Abraham, J. P., et al. (2013) (pdf)
I have a Professor friend at UCSD and Scripps Institute that was a Climate change Skeptic until the amount of money for Grant science EXPLODED – thereafter he changed an is a world lecturer for the need on more money to spend research . . . They have no hard evidence it is all OPINION . . the individual I spoke of was a El Nino and La Nina researcher before the $$$ money went to AGW and a global tax to control individual actions.
It is difficult to actually find hard evidence of any Climate change other than the the normal – Ice age – warming stage – hot stage and freezing stages of the geological history as we now see it???? Do any of you remember what you did and said in 8th grade? Well how hot was it when you graduate high school?
RoHa says:
June 15, 2014 at 5:25 pm
“Universities previously divided into the Natural Sciences and Humanities, saw a new and ultimately larger division emerge, the Social Sciences.”
This sentence violates the “no comma after subject clause” rule. It is not a difficult rule, so I do not understand why I see it violated so often.
Either the comma after “Humanities” is superfluous, or a comma should be placed after “Universities” to make the section between the two commas into a subordinate clause.
Long ago my high school English instructor explained the distinction between what he referred to as as strict constructionists and what he called “relativists.” He himself was a a strict constructionist and explained that although we might very well have been taught “last year” by a relativist, this year we would need to follow the rules. The sentence you address reflects the confusion these alternating standards created in many students. One of my teachers would have called for a comma immediately after “University,” while another teacher I had would have eliminated the comma after humanities and replaced the one following emerge with a colon. That one considered commas more an irritant than an aid to written communication.