Nate Silver and statistics

I really like Nate Silver’s 538 blog at the NY Times (I don’t always read it though, because I don’t subscribe to the Times). He is a typical professional statistician, which means he will tell you exactly how he gets his estimates (leaving out a few of his details since he is trying to make a living). As Charles Pierce notes, this is a battle between pundits and statisticians in general just as it was when Silver was in baseball:

It was while I was chasing the people who chase the spheroids, oblong and  otherwise, that the brutal hooley sprang up between the Old Baseball Hands and  the new, stat-conscious, SABR-ized people who insisted that Everything You Knew  Was Wrong.

That’s why we get such stupid arguments as this:

Brooks doubled down on this charge in a column last week: “I should treat polls as a fuzzy snapshot of a moment in time. I should not read them, and think I understand the future,” he wrote. “If there’s one thing we know, it’s that even experts with fancy computer models are terrible at predicting human behavior.”

On MSNBC’s “Morning Joe” today, Joe Scarborough took a more direct shot, effectively calling Silver an ideologue and “a joke.”

“Nate Silver says this is a 73.6 percent chance that the president is going to win? Nobody in that campaign thinks they have a 73 percent chance — they think they have a 50.1 percent chance of winning. And you talk to the Romney people, it’s the same thing,” Scarborough said. “Both sides understand that it is close, and it could go either way. And anybody that thinks that this race is anything but a tossup right now is such an ideologue, they should be kept away from typewriters, computers, laptops and microphones for the next 10 days, because they’re jokes.”

and such idiocy as this:

For all the confidence Silver puts in his predictions, he often gives the impression of hedging. Which, given all the variables involved in a presidential election, isn’t surprising. For this reason and others — and this may shock the coffee-drinking NPR types of Seattle, San Francisco and Madison, Wis. — more than a few political pundits and reporters, including some of his own colleagues, believe Silver is highly overrated.

No, you stupid idiot, Silver is using statistics and so there’s always the possibility that he could be wrong, all statisticians hedge–especially when it comes to polling, as he notes:

For a variety of reasons, the magnitude of error associated with elections outcomes is higher than what pollsters usually report. For instance, in polls of Senate elections since 1998 conducted in the final three weeks of the campaign, the average error in predicting the margin between the two candidates has been about 5 points, which would translate into a roughly 6-point margin of error. This may be twice as high as the 3- or 4-percent margins of error that pollsters typically report, which reflects only sample variance, but not other ambiguities inherent to polling. Combining polls together may diminish this margin of error, but their errors are sometimes correlated, and they are nevertheless not as accurate as their margins-of-error would imply.

Joe Scarborough, by the way, just sounds stupid. As an example look at Silver’s prediction for Virgina: 50% for Obama and 49.4% for Romney; probability of Obama winning is 58%. In other words, there is a small difference, but the probability that Obama will win is a fair amount more than 50%–think of it this way, if a coin is unfair where the probability of getting a head is .505 then the probability of getting more than 50% heads is much more than 50.5%.

Update: I wanted to make that last bit a bit clearer. Suppose the probability of a head is .505 then the probability of getting more than half heads in n tosses is:

  • .389 for 10 tosses
  • .5 for 100 tosses
  • .612 for 1000 tosses
  • .839 for 10,000 tosses

The idea is that a small difference can still lead to large probabilities (the idea works the other way also, if we tossed a coin 10,000 times and got 5050 heads we would have about 84% confidence that the population percent is more than .5 ).

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