October

October 2009

 
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Newsletter of the Chicago Chapter of the American Statistical Association )
Volume 54 Number 2 October 2009
In this issue

  • A Letter From the President- the Sexy Statistician

  • October Luncheon

  • In Memoriam- Rose Friedman 1910-2009

  • And now, as promised.....

  • Editor

     

  •  


    Happy Halloween!

     


    A Letter From the President- the Sexy Statistician

    I am honored to be able to serve as President of the Chicago Chapter of the ASA this year. I am blessed with a top-notch board and with working in the greatest profession on earth.

    Articles have been appearing in print and on blogs recently that have determined that statistics is the next 'sexy' profession of the next ten years. I'm less concerned with the next ten years than I am with the next century. If you look at the expansion of statistical thinking into a variety of fields, I think we could safely assert that statistics has been the sexy profession of the last 90-odd years, in any event.

    I mark the expansion of the profession for 90 years because it was 90 years ago (1919) that Sir Ronald Fisher started working at the Rothamsted Agricultural Research Station in Hertfordshire, England. Fisher was a visionary of his age. His statistical discoveries and the ways in which he applied them in his classic text, Statistical Methods for Research Workers, expanded the work that statisticians engaged in to an enormous extent, and marked the first great expansion of the field.

    The field continued to grow throughout the 20th century, but my contention in this letter is that a second 'great expansion' is underway. I was at a conference this summer, and a colleague made the comment during one of his talks that in past conferences, nonstatistical scientists came up with substantive theories, and the statisticians struggled to model them. He said that now there are more statistical theories than there are substantive theories to animate them. Stating this more simply, statistics is greatly expanding its ability to develop mathematical models that can be used to describe the real world. Perhaps faster than the real world can come up with uses for all of our models.

    The second great expansion is (IMHO) due to technology. The power of the desktop computer combined with the communications facility of the internet has allowed statistical science to make enormous advances over the next few years. These models are much more powerful than the ones that Sir Ronald Fisher developed, but they are also much more complicated for nonstatisticians to understand. And this makes the statistician a very valuable person.

    So, this makes this a terrific time to preside over this great chapter. The economy may be moribund, the Cubs may not be able to find an outfielder who knows how many outs there are, but we statisticians have created a world where we are in the midst of enormous progress and expansion of our role in society.

    So, my message for the upcoming year is that we should celebrate our good fortune for being in a field where so much is going right. Please take the opportunity to come to one of our events. This is the best world to be in right now. Maybe, we're even sexy? Or not.

    Best Wishes for a great year ahead of us,
    Lou Fogg
    president@chicagoasa.org

    October 10th, 2009

     


    October Luncheon
    Luncheon Program Logo

    Luncheon Announcement

     

    Noon to 1:30PM

    TUESDAY October 27, 2009

    The East Bank Club 500 N Kingsbury, Chicago 60610

     

     

    Please join us for this exciting event in the CCASA's 2009-2010 Luncheon program.

    Our October speaker is Dr. David Cella, , who is on faculty at Northwestern University. His talk is entitled: Item Response Theory and its contribution to health status measurement.

    Abstract:
    The measurement of health related quality of life (HRQL) has become an important and at times essential component of clinical trials and clinical effectiveness research. Historically, HRQL measures, or what have more recently become referred to as patient-reported outcomes, have been developed and validated using classical psychometric approaches that rely upon factor analysis and correlational methods. More recently, HRQL measures have been constructed to take advantage of a family of logistic regression methods typically referred to as item response theory (IRT). For over 30 years, IRT applications have dominated educational testing and played an important role in personality assessment. About 10 years ago, the health outcome measurement community took notice of some of the unique advantages offered by including IRT, item banking and its applications in the development and validation of health status assessment. This presentation will describe the introduction of IRT applications into HRQL assessment, illustrating improvements in precision and flexibility in assessment options. Emphasis will be placed on large NIH commitments to item banking and standardization of assessment, such as the Patient Reported Outcomes Measurement Information System (PROMIS), Neuro- QOL, and the emerging NIH Toolbox.

    The November luncheon will be held on November 17th, and the speaker will be Steven Zilliak. Steven will present a talk on Statistical Significance.

    Upcoming Luncheon dates are: October 27th, November 17th, December 8th, January 26th, February 23rd, March 23rd, and April 27th.

    Please mark your calendar!

    Plans for our future luncheons will be included in our upcoming announcements and in the Parameter. Lunch is $30 for CCASA members, $35 for nonmembers. Nonmembers, join the chapter for a year for only $15 and get the discount plus all the other benefits of membership! As usual, the Lucile Derrick Fund will purchase a limited number of tickets for students who wish to attend. If you are a student and would like to take advantage of this offer, please register online below, and contact Gerald Funk, expressing your interest. Please register for the luncheon by Friday October 23rd, 2009.

    Register online at https://www.123 signup.com/servlet/SignUpMember? PG=1531573182300&P=153157300.



    Questions: Contact Gerald Funk, CCASA Past- President, Phone: 773-508-3561 or E-mail: gfunk@luc.edu

     


    In Memoriam- Rose Friedman 1910-2009


    Rose Friedman, Economist and Collaborator, Dies at 98

    By Bruce Weber

    Rose Friedman, a free-market economist whose extraordinary collaboration with her husband, Milton, proved essential to his Nobel-prize-winning career, died Tuesday at her home in Davis, Calif. Her birth records have been lost, but her family said she was probably 98.

    The cause was heart failure, according to a statement approved by the family and issued by the Friedman Foundation for Educational Choice, founded by Milton and Rose Friedman in 1996 to promote school vouchers and other school-choice policies.

    Rose Director, as she was known after her family emigrated to the United States from Russia, met Milton Friedman in 1932 when they were both graduate students at the University of Chicago. They wed six years later, and their marriage lasted 68 years, until Mr. Friedman's death in 2006.

    A Nobel laureate and a giant of 20th-century economics, Mr. Friedman was a libertarian thinker who believed that government had an obligation to clear a path for markets and that economic freedom was crucial to a free society. His work provided a fundamental stanchion of the presidency of Ronald Reagan and the administration of Margaret Thatcher in Britain.

    "On the one hand, freedom in economic arrangements is itself a component of freedom broadly understood," he wrote in his influential 1962 manifesto, "Capitalism and Freedom," "so economic freedom is an end in itself. In the second place, economic freedom is also an indispensable means toward the achievement of political freedom." The book was written with the assistance of his wife, to whom Mr. Friedman never wavered in giving full credit as a collaborator. Ms. Friedman's early economics research on consumer spending data found its way into her husband's early book "A Theory of the Consumption Function."

    They wrote other books together, including "Free to Choose" (1980), an explication of free-market theory for a general audience, which was published in conjunction with a 10-part series on the Public Broadcasting Service; "The Tyranny of the Status Quo," an argument for amending the Constitution to constrain the scope of government (1982); and "Two Lucky People" (1998), a dual memoir, which discusses their remarkable partnership.

    "Econ-nerds through and through," David Brooks called the couple, reviewing the book in The New York Times Book Review and citing Mr. Friedman's wistful remark, "I can recall many a pleasant summer evening discussing consumption data and theory in front of a blazing fire."

    They were known for being both romantically and intellectually suited to each other, often appearing in public holding hands, and though often debating - Ms. Friedman was known as the less compromising of the two - rarely, if ever bickering. In an interview with The Wall Street Journal in 2006, only a few months before her husband died, Ms. Friedman said the 2003 invasion of Iraq created the first major argument of their life together. She was in favor; he was not.

    "We have disagreed on little things, obviously - such as, I don't want to go out to dinner, he wants to go out - but big issues, this is the first one," she said. Ms. Friedman's contribution to the couple's work was "not so much in technical economic writing, but on the policy side," said Gary Becker, a Nobel laureate and professor of economics at the University of Chicago, who was a student of Mr. Friedman's and a longtime friend of the couple. "It was an extremely close intellectual fellowship, and she was not someone who got credit for things she didn't do. They discussed ideas constantly. Her feelings about the importance of private markets, opposition to big government, were even stronger than his. Her lasting influence will be as a collaborator, but she was a major contributor to the collaboration, and that's a significant legacy."

    She was born in a village in what is now Ukraine, probably in the month of December, either in 1911, as she recalled in "Two Lucky People," or 1910, as her family said in the statement released this week. When she was 2, just before the onset of World War I, her family joined many other Jews in leaving Russia for the United States. They settled in Portland, Ore., where her father was a peddler and later owned a small general store. She spent two years at Reed College in Portland before transferring to the University of Chicago, where she earned a bachelor's degree, later completing all the required work for a Ph.D. except a dissertation.

    Ms. Friedman is survived by a daughter, Janet; a son, David; four grandchildren; and three great- grandchildren.

    "I was smart enough to know that he was smarter," Ms. Friedman said about her husband in a 1999 interview with The American Enterprise. Asked if she ever felt overshadowed, she responded: "No, I've always felt that I'm responsible for at least half of what he's gotten."

    She added: "Every time he had to go somewhere to change his job, I gave up my job. I didn't feel that I was giving up anything. It seemed to me that that was the way it should be. He was the main income-bringer. It was his profession that was important. So I never felt neglected; I feel that I have much of the responsibility for his success."

    From: The New York Times
    Published: August 18, 2009

     


    And now, as promised.....


    The Netflix prize winners were announced in September. More details below:



    "Netflix Awards $1 Million Prize and Starts a New Contest" By Steve Lohr

    Update | 1:45 p.m. Adding details announced Monday about the extremely close finish to the contest. Netflix, the movie rental company, has decided its million-dollar-prize competition was such a good investment that it is planning another one.

    The company's challenge, begun in October 2006, was both geeky and formidable: come up with a recommendation software that could do a better job accurately predicting the movies customers would like than Netflix's in-house software, Cinematch. To qualify for the prize, entries had to be at least 10 percent better than Cinematch.

    The winner, formally announced Monday morning, is a seven-person team of statisticians, machine-learning experts and computer engineers from the United States, Austria, Canada and Israel. The multinational team calls itself BellKor's Pragmatic Chaos. The group - a merger of teams - was the longtime frontrunner in the contest, and in late June it finally surpassed the 10 percent barrier. Under the rules of the contest, that set off a 30-day period in which other teams could try to beat them.

    That, in turn, prompted a wave of mergers among competing teams, who joined forces at the last minute to try to top the leader. In late July, Netflix declared the contest over and said two teams had passed the 10- percent threshold, BellKor and the Ensemble, a global alliance with some 30 members. Netflix publicly said the finish was too close to call. But Netflix officials at the time privately informed BellKor it had won. Though further review of the algorithms by expert judges was needed, it certainly seemed BellKor was the winner, as it turned out to be.

    But the race was even closer than had been thought, as Netflix's chief executive, Reed Hastings, explained for the first time at a press conference in New York on Monday. The BellKor team presented its final submission 20 minutes before the deadline, Mr. Hastings said. Then, just before time ran out, The Ensemble made its last entry. The two were a dead tie, mathematically. But under contest rules, when there is a tie, the first team past the post wins. "That 20 minutes was worth $1 million," Mr. Hastings said.

    The Netflix contest has been widely followed because its lessons could extend well beyond improving movie picks. The researchers from around the world were grappling with a huge data set - 100 million movie ratings - and the challenges of large-scale predictive modeling, which can be applied across the fields of science, commerce and politics.

    The way teams came together, especially late in the contest, and the improved results that were achieved suggest that this kind of Internet-enabled approach, known as crowdsourcing, can be applied to complex scientific and business challenges. That certainly seemed to be a principal lesson for the winners. The blending of different statistical and machine-learning techniques "only works well if you combine models that approach the problem differently," said Chris Volinsky, a scientist at AT&T Research and a leader of the Bellkor team. "That's why collaboration has been so effective, because different people approach problems differently."

    Yet the sort of sophisticated teamwork deployed in the Netflix contest, it seems, is a tricky business. Over three years, thousands of teams from 186 countries made submissions. Yet only two could breach the 10- percent hurdle. "Having these big collaborations may be great for innovation, but it's very, very difficult," said Greg McAlpin, a software consultant and a leader of the Ensemble. "Out of thousands, you have only two that succeeded. The big lesson for me was that most of those collaborations don't work."

    The data set for the first contest was 100 million movie ratings, with the personally identifying information stripped off. Contestants worked with the data to try to predict what movies particular customers would prefer, and then their predictions were compared with how the customers actually did rate those movies later, on a scale of one to five stars.

    The new contest is going to present the contestants with demographic and behavioral data, and they will be asked to model individuals' "taste profiles," the company said. The data set of more than 100 million entries will include information about renters' ages, gender, ZIP codes, genre ratings and previously chosen movies. Unlike the first challenge, the contest will have no specific accuracy target. Instead, $500,000 will be awarded to the team in the lead after six months, and $500,000 to the leader after 18 months.

    The payoff for Netflix? "Accurately predicting the movies Netflix members will love is a key component of our service," said Neil Hunt, chief product officer.

    To read the article in it's entirety, click here.

    From The New York Times, September 21st 2009.

     


    Editor


    Editor: Linda Burtch (312) 629-2400

    PARAMETER, newsletter of the Chicago Chapter of the American Statistical Association, is published 10 times a year as a service to its members. To submit material for publication, contact the Editor, Linda Burtch, email: lburtch@smithhanley.com

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