domingo, 5 de junho de 2011

Andrew Gelman: discussion of a recent article by David Spiegelhalter, Christopher
Sherlaw-Johnson, Martin Bardsley, Ian Blunt, Christopher Wood and Olivia Grigg, that is scheduled to appear in the Journal of the Royal Statistical Society:

Finally, I am glad that these methods result in ratings rather than rankings. As has been discussed by Louis (1984), Lockwood et al. (2002), and others, two huge problems arise when constructing ranks from noisy data. First, with unbalanced data (for example, different sample sizes in different hospitals) there is no way to simultaneously get reasonable point estimates of parameters and their rankings. Second, ranks are notoriously noisy. Even with moderately large samples, estimated ranks are unstable and can be misleading, violating well-known principles of quality control by encouraging decision makers to chase noise rather than understanding and reducing variation (Deming, 2000). Thus, although I am unhappy with the components of the methods being used here, I like some aspects of the output.


Extraido do blog: 

Statistical Modeling, Causal Inference, and Social Science

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