Interview of Andrew Gelman

There is a superb interview of Andrew Gelman of  Columbia University. He is a professor in statistics and has received what I reckon as the Clark medal for statisticians – Council of Presidents of Statistical Societies award for outstanding contributions by a person under the age of 40. 

In this interview he picks five books to read on statistics. He says stats is all about uncertainty:

These books you’ve picked – have you chosen them to get people interested in statistics? Or are they more for people who are already interested in statistics as a way to think about statistics? 

Statistics is what people think math is. Statistics is about patterns and that’s what people think math is about. The difference is that in math, you have to get very complicated before you get to interesting patterns. The math that we can all easily do – things like circles and triangles and squares – doesn’t really describe reality that much. Mandelbrot, when he wrote about fractals and talked about the general idea of self-similar processes, made it clear that if you want to describe nature, or social reality, you need very complicated mathematical constructions. The math that we can all understand from high school is just not going to be enough to capture the interesting features of real world patterns. Statistics, however, can capture a lot more patterns at a less technical level, because statistics, unlike mathematics, is all about uncertainty and variation. So all the books that I thought of, they’re all non-technical, but they’re all about variation and comparison and patterns. I put them in order from most statistical to least statistical. Most people would probably only consider the first of them as really about statistics, but they’re all about statistical thinking, as I view it. 

He picks a book written by Daniel Kahneman, Paul Slovic, and Amos Tversky.

Daniel Kahneman, Paul Slovic, and Amos Tversky were three psychologists who studied judgment and decision-making – how we assess uncertainty in our lives and how we make decisions based on that. That’s a topic that has been studied by economists and psychologists for a long time – but for the longest time people would study it with normative models. They would have a model for how people should behave and they would see if people followed the model.

Kahneman, Slovic and Tversky did a series of experiments which started with studies that were pretty complicated. They asked professional statistical researchers and research psychologists who were doing real data analysis the kind of questions that might be conceptual questions on a statistics final exam. The kind of questions that might be hard if you don’t know statistics, but shouldn’t be hard if you’re a pro. What they found is that the pros were getting it wrong. This is always interesting to me. When someone who doesn’t know anything makes a mistake, it’s sort of boring. But when someone whose job it is to get things right, gets it wrong, that’s interesting. When someone who has every incentive to get things right gets it wrong, it makes you think there is something going on cognitively, that there’s a cognitive bias. 

They did a series of studies that started with fairly complicated questions about statistical significance that people were getting wrong and they boiled them down, over the years, to simpler and simpler questions that people couldn’t get – people were making, sometimes called cognitive illusions. This book was the first place that a lot of these things were published. It came out in the early 1980s, and it’s a collection of articles. It has about 25 different chapters by different people, the top people in the field describing all sorts of experiments.

I like to say that this is the best-edited book that I’ve ever seen, at least since the New Testament. It has become gradually more popular over the last few decades; now it’s sometimes called behavioural economics, but it’s basically psychology. I think it’s just incredible – studies of overconfidence, of how people estimate uncertain quantities, the importance of the framing – I could give you a million examples of where if you describe a decision option in a different way, people make a different choice.

Hmm. need to read this book. He says he is disappointed that much of this research has gone onto become behavioral economics. It is much bigger than that.

The book sounds great. I think people generally find it pretty fascinating to see how the brain gets things wrong. 

It is. It’s fun to read. I get a little upset that a lot of this has gone into, and people talk about, behavioural economics and nudging people. That stuff is fine too, but it’s really much more broad than that. Economics is on everyone’s mind right now, but it’s not just about economics.

A very interesting interview. He picks some fascinating books which should help understand stats better.

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