Comments on: How do I teach myself something when I don't even know what I want to learn?
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn/
Comments on Ask MetaFilter post How do I teach myself something when I don't even know what I want to learn?Thu, 25 Aug 2011 07:29:25 -0800Thu, 25 Aug 2011 07:43:43 -0800en-ushttp://blogs.law.harvard.edu/tech/rss60Question: How do I teach myself something when I don't even know what I want to learn?
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn
I think I need to learn about time series analysis. My statistics background is so mediocre that I'm not even sure this is the thing I actually need to learn. How far in over my head am I? <br /><br /> My level of statistics knowledge could be described roughly as follows: a semester of something like "applied statistics for grad students in the social sciences", a summer of doing ANOVA in SPSS for a psychology lab several years ago, several workshops on the use of R, and a lot of casual exposure to linear and logistic regression. <br>
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What I'm trying to do now is figure out if two variables that occur at different points in time influence each other. So I have X and Y, both of which would normally be treated as dependent variables and both of which are binary. I also have a few predictors that are known to influence each of these variables (different predictors for each). X and Y never occur at the same exact point in time, nor do they occur in any sort of regular pattern. The time is measured continuously. <br>
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What I want to know is whether the value of X (1 or 0) is influenced by the previous instance(s) of Y and/or the previous instance(s) of X itself, with the distance of those previous instances, as well as the values of those other predictors I mentioned, taken into account. In other words, does an instance of Y=0 make it more likely that the next time X occurs it will be 0? I would like to know the same thing for Y, but I have a feeling I need to do each separately. But is either even possible?<br>
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I took out "Applied Time Series Analysis: Vol. I Basic Techniques" (Otnes & Enochson 1978) but it looks...not so basic. Or so applied. It seems to emphasize spectral analysis, digital filters, Fourier transforms...perhaps "time series analysis" isn't really what I'm looking for? Should I be looking into something like hidden Markov models instead? Or something I've never even heard of?<br>
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Comments on what kind of statistics I need, plus pointers to easy-to-follow resources for learning about those statistics, would be very appreciated. I prefer to use R, so bonus points for anything that will walk me through it in R. If the gap between my background and how difficult of a problem this is makes you think that I'm in way over my head, please feel free to let me know. I can provide more information on what I'm trying to do if that would help.<br>
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I did find <a href="http://ask.metafilter.com/78341/StatisticsFilter-Correlation-over-time#1163714">this old question</a> from 2007 that bears some similarities to what I want to do. After reading it, I suspect the question I should really be asking is: how can I befriend a statistician and convince them to help me? Answers to that question will also cheerfully be accepted! (I'm at a university so there are surely statisticians lurking somewhere)post:ask.metafilter.com,2011:site.194365Thu, 25 Aug 2011 07:29:25 -0800ootandabootstatisticsappliedstatisticsRtimeseriesautocorrelationHMMlogisticregressionBy: quodlibet
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2798142
I don't use time series data (or R) but I would think <a href="http://www.stat.pitt.edu/stoffer/tsa3/">this</a> would help more than the book you suggest.<br>
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Offer to buy the statistician lunch. I know in my department, poli sci, we have people who do time series pretty regularly.comment:ask.metafilter.com,2011:site.194365-2798142Thu, 25 Aug 2011 07:43:43 -0800quodlibetBy: k8lin
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2798155
Your university might have a social science research center that employs statisticians for just this purpose. If not, can you talk to your academic advisor or another mentor? Ask them what they would do.comment:ask.metafilter.com,2011:site.194365-2798155Thu, 25 Aug 2011 07:55:26 -0800k8linBy: logicpunk
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2798167
Take a look at <a href="http://en.wikipedia.org/wiki/Granger_causality">Granger causality</a> and <a href="http://en.wikipedia.org/wiki/Vector_autoregression">vector autoregression.</a> Granger causality is limited to two variables (does X predict future Ys). VAR can include more than two variables.comment:ask.metafilter.com,2011:site.194365-2798167Thu, 25 Aug 2011 08:06:57 -0800logicpunkBy: shothotbot
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2798215
<a href="http://www.amazon.com/exec/obidos/ASIN/0073375772/metafilter-20/ref=nosim/">Basic Econometrics</a> by Gujarati and Porter is a good text. (I linked to the most recent edition, but any of the earlier editions are fine for your purposes). <br>
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Econometrics is mainly time series analysis, though their examples are mainly economics they should be directly applicable to your problem.comment:ask.metafilter.com,2011:site.194365-2798215Thu, 25 Aug 2011 08:41:16 -0800shothotbotBy: a robot made out of meat
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2798218
I find it funny that ROU and I had the same phrase for time series analysis with an eye to causal inference: dark magic.<br>
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Your mentor should know how to get a stat collaborator / consultant. As mentioned above, depending on your dept this may be something that people in your field do all the time in a particular way. Some institutions have discipline specific stat services, others lump everyone into a stat / applied stat department. It's wholly usual for grad students / postdocs to even be expected to consult on complex applied problems.comment:ask.metafilter.com,2011:site.194365-2798218Thu, 25 Aug 2011 08:44:47 -0800a robot made out of meatBy: Ian Scuffling
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2798474
I'm not a stats guru but I'd call it a multivariate temporal point process.comment:ask.metafilter.com,2011:site.194365-2798474Thu, 25 Aug 2011 11:24:07 -0800Ian ScufflingBy: knile
http://ask.metafilter.com/194365/How-do-I-teach-myself-something-when-I-dont-even-know-what-I-want-to-learn#2799380
I have a tutorial on my hard drive from an old labmate of mine that may help you out a bit. It's a little "here's R" and a little "here's time course analysis" and a little silly, but it might help you out a bit. I'll ask her if she minds if I pass this along. If you're interested, memail me an e-mail address you'd like to receive files at.comment:ask.metafilter.com,2011:site.194365-2799380Fri, 26 Aug 2011 02:53:46 -0800knile