Chapter 01. The Golem Of Prague

The first two sections are spent describing some of the general probmes that statisticians and researchers face is designing statistical tests and models.

1.3 Tools for golem engineering

• use models for several distinct purpose:
  • designing inquiry
  • extracting information from data
  • making predictions
• this book focuses on the following tools towards these purposes:
  • Bayesian data analysis
  • model comparison
  • multilevel models
  • graphical causal models
• this book focuses mostly on code - how to do things (“golem engineering”)

1.3.1 Bayesian data analysis

• Bayesian data analysis takes a question in the form of a model and uses logic to produce an answer int he form of probability distributions.
• it is like counting the number of ways the data could happen according to some assumptions
  • things that can happen more ways are more plausible

1.3.2 Model comparison and prediction

• there are many ways to compare models
• we will learn about “cross-validation” and “information criteria” as metrics of predictive power of a model
• this will introduce the phenomenon of more complex models making worse predictions: “over-fitting”

1.3.3. Multilevel models

• models contain parameters which can sometimes stand-in for other missing models
  • given smoe model of how the parameter gets its value, the new model can be inserted in place of the parameter
  • this cretes a final model with multiple levels of uncertainty
• these models are also called “hierarchical,” “random effects,” “varying effects,” or “mixed effects” models
• multilevel models can help fight overfitting using “partial pooling” (covered in Chapter 13)
• they generally apply when there are clusters or groups of measureents that may differ from one another

Graphical causal models

• one form of prediction, mentioned above, is what will the outcome be in the future
• another type is causal prediction: what process causes the other
  • this is essential knowledge for using a model to intervene in the world