Mosteller & Tukey (1977). Data Analysis and Regression.
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Transcript of Mosteller & Tukey (1977). Data Analysis and Regression.
Mosteller & Tukey (1977). Data Analysis and
Regression.
Gerry Altmann
“Encouraging linguists to use linear mixed-effects models is like
giving shotguns to toddlers.”
(see Barr et al., 2013)
“A world of subjectivity”Sarah Depaoli
“IF YOU BEAT THE DATA, AT SOME TIME IT WILL SPEAK”
“A world of subjectivity”Sarah Depaoli
“… and then you publish and get tenure.”
LMM response ~ intercept + slope * fixed effect + error
distinguish between testand control variables
Test vs. Control Variable Example
pitch ~ gender
pitch ~ politen * gendertest variable control
variable
Null Model
Test vs. Control Variable Example
vowdur ~ Repetition
vowdur ~ VowelType * Repetition
test variable controlvariable
Null Model
Test vs. Control Variable Example
Critical Effect Control 1 Control 2 RandomEffects
Response ~
BLACKBOX
Test vs. Control Variable Example
Critical Effect Control 2 RandomEffects
Response ~
BLACKBOX
Control 3
Test vs. Control Variable Example
Critical Effect Control 2 RandomEffects
Response ~
Control 3
Trade-off #1
ModelSimplicity
ModelFit
Trade-off #2
Data-driven
Theory-driven
“ExploratoryEnd”
“Confirmatory
End”
Harald Baayen
Trade-off #2
Data-driven
Theory-driven
“ExploratoryEnd”
“Confirmatory
End”
Roger Mundry (and many others)
How much do you allow the data to suggest new
hypotheses? How much do you depend on a priori
theory?
Trade-off #2Big Question:
Approach 1:more data-
driven
Approach 2:more theory-
driven
• e.g., test whether random slopes are needed (maybe not advisable)
• e.g., test whether interaction for sth. is necessary or not (“o.k.” if the interaction is a control variable)
• e.g., test whether sth. requires a non-linear or a linear effect (maybe o.k.)
THINGS TO WORRY ABOUT:
• Taken to the extreme, this approach has a very high likelihood of finding any significant result
• The model selection process is less transparent to outsiders (or, you have to write a LONG LONG stats section)
Approach 1:more data-
driven
Approach 2:more theory-
driven
Approach 1:more data-
driven
Approach 2:more theory-
driven
ADVANTAGES:
• You don’t miss important things in your data
• Your model might thus be more accurate and “more true to the data”
Approach 1:more data-
driven
Approach 2:more theory-
driven
• You formulate your model before you look at the data
• The components of your model are guided by: Theory + Published Results General world-knowledge Research experience
• Taken to the extreme, you can’t even make a plot before you formulate your model
Approach 1:more data-
driven
Approach 2:more theory-
driven
ADVANTAGES:
• It forces you to think a lot
• It’s fun!
• It gives you a lot of responsibility, as a scientist
• Your estimates are going to be more conservative
Approach 1:more data-
driven
Approach 2:more theory-
driven
Think about model (before you conduct
your experiment)
Build model, evaluate the
model’s assumptions
Build model that better fits the assumptions
Test whether control variables interact with
test variable, or whether they are needed
Dialogue with your modelYou need to
know that there’s multiple
responses per subject and item!People might
speed up or slow down throughout
an experiment.
You need to know that each
item was repeated two
times!
TokenResearcher ;-)
Keep in mind:
• You have to resolve non-independencies
• Your random effects structure should be maximal with respect to your experimental design
Protecting your researchfrom yourself:
Whatever you do,your model decision
should not be based on the significance of your
effect
(JEPS Bulletin)
Important principle
CONFIRM FIRSTEXPLORE SECOND
John McArdle
McArdle, J. J. (2011). Some ethical issues in factor analysis. In A.T. Panter & S. K. Sterba (Eds.), Handbook of Ethics in Quantitative Methodology (pp. 313-339). New York, NY: Routledge.
McArdle (2011: 335)
The write-up
Important principle
BE HONESTNOT PURE
John McArdle
Cool guidelines
United Nations Economic Commission for Europe (2009a). Making Data Meaningful Part 1: A guide to writing stories about numbers. New York and Geneva: United Nations.
United Nations Economic Commission for Europe (2009b). Making Data Meaningful Part 2: A guide to presenting statistics. New York and Geneva: United Nations.
“We tested a linear mixed effects model
with subjects and items as random
effects.”
The write-up should reflect (as adequately as possible) the details
of your model… and your model selection procedure
= Reproducible Research
Rule of thumb:
“One needs to provide sufficient information for the reader to be able to recreate
the analyses.”Barr et al. (2013)
Ask yourself: With the information that I
provided, could I, myself, replicate the analysis?
How to write up
• (1) "Phenomenon-oriented write-up"
• (2) Appendix / Supplementary Materials
“We used generalized linear mixed models to test the effect of Gender and Politeness on pitch. Subjects and items were
random effects (random intercepts) (Baayen, Davidson & Bates, 2008), with random slopes for subjects and items for the effect Politeness (Barr, Levy, Scheepers & Tily, 2013). We also included
a Gender * Politeness interaction into the model and if this interaction was not significant, only included the main
effects. /// Q-Q plots and plots of residuals against fitted values revealed no obvious deviations from normality and
homoskedasticity. We report p-values based on Likelihood Ratio Tests of the model with the main fixed effect in question
(Politeness) against the model without the main fixed effect (null model, including Gender).”
Example #1
“We used generalized linear mixed models to test the association between voice onset time and pitch. The fixed
effects quantify the effect of VOT on politeness, as well as the effect of place of articulation, vowel type and gender on
politeness. The random effects quantify the by-subject and by-item variability in pitch (random intercepts), as well as the
variation of the effect of VOT on pitch for subjects and items (random slopes).”
Example #2: "Phenomenon-oriented"
“Visual inspection of residual plots revealed no obvious deviation from normality and homoskedasticity of errors.”
“We checked plots of residuals against fitted values and found no indication that the normality and homoskedasticity
assumption were violated.”
“… indicated a problem with … We therefore log-transformed the data.”
Mentioning assumptions
Results
o Provide results of likelihood ratio test (i.e., significance etc.)
o Provide estimates and standard errors in the metric of the model
o For poisson and logistic regression, additionally provide some exemplary back-transformed values (don’t back-transform the standard errors)
Data: magModels:magmodel.maineffect: linelength ~ condition + city_status + german_side + gender + magmodel.maineffect: trial_order + (1 + condition * city_status | subjects) + magmodel.maineffect: (1 + condition * city_status | items)magmodel: linelength ~ condition * city_status + german_side + gender + magmodel: trial_order + (1 + condition * city_status | subjects) + magmodel: (1 + condition * city_status | items) Df AIC BIC logLik Chisq Chi Df Pr(>Chisq) magmodel.maineffect 27 7984.5 8121.9 -3965.3 magmodel 28 7893.7 8036.2 -3918.8 92.821 1 < 2.2e-16 ***---Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Likelihood Model Output
Important principle
BE HONESTNOT PURE
John McArdle
Make your scripts orderlyand reproducible
• Make your script online available
• Avoid modifying your data manually ... make a script that records your process
Reproducibility
That’s it