Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Mention robust statistics and regularization in guiding principles #66

Open
dragice opened this issue Dec 31, 2017 · 2 comments
Open

Mention robust statistics and regularization in guiding principles #66

dragice opened this issue Dec 31, 2017 · 2 comments
Assignees

Comments

@dragice
Copy link
Member

dragice commented Dec 31, 2017

In Chapter 1, paragraph "robustness", would be great to have examples of actually robust statistics (currently we only have ANOVA and bootstrapping). I think Matt you also mentioned regularization in a google doc comment, so it could be another example but I'm not entirely sure where it should go (perhaps in "Faithfulness" or "Resilience"?).

@mjskay
Copy link
Member

mjskay commented Dec 31, 2017

Good idea. I think these are two different things:

  • When I hear "robust" I think of things that are robust to outliers or departures from assumptions. Wikipedia seems to agree, as does the principle as currently written in the doc. So things like bootstrapping (as in the doc), robust standard errors, using fat-tailed error distributions in regression, etc.

  • Regularization is more about avoiding overfitting by reducing variance (reducing the "dance of the (p values|CIs|Bayes factors|etc)"). So I think it fits in "resilience". Things like regularized regression (e.g. lasso or ridge regression), hierarchical models / random effects, or Bayesian estimation with skeptical priors could be examples there.

@mjskay mjskay added this to the First guideline release milestone Dec 31, 2017
@mjskay mjskay self-assigned this Dec 31, 2017
@mjskay
Copy link
Member

mjskay commented Oct 3, 2018

Per discussion on 2018-10-3: the "resilience" section (section 3) seems a good place to put regularization

@mjskay mjskay removed this from the Draft guideline release milestone Oct 3, 2018
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants