July 2012
Intermediate to advanced
352 pages
9h 30m
English
book
Common Errors in Statistics (and How to Avoid Them), 4th Edition
by Phillip I. Good, James W. Hardin
Content preview from Common Errors in Statistics (and How to Avoid Them), 4th Edition
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David Freedman’s [1999] article on association and causation is must reading. Lieberson [1985] has many examples of spurious association. Friedman, Furberg, and DeMets [1996] cite a number of examples of clinical trials using misleading surrogate variables.
Mosteller and Tukey [1977] expand on many of the points raised here concerning the limitations of linear regression. Distribution-free methods for comparing regression lines among strata are described by Good [2001; pp. 168–169].
For a real-world example of Simpson’s paradox, see http://www.stats.govt.nz/searchresults.aspx?q=Simpson’s paradox.
Notes
1 In the SAS manual, these are called ARIMAX techniques and are incorporated in Proc ARIMA.
2 822 F. Supp. 906 (E.D.N.Y., 1993).
3 See, for example Green and Silverman [1994] and Loader [1999].
4 Most published methods also require that the loss function be least-squares and the residuals be normally distributed.
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