seit 1558
[A picture of Oliver Kirchkamp]

Workflow of statistical data analysis - Summer 2016

This course is part of the International Max Planck Research School on Adapting Behavior in a Fundamentally Uncertain World. The course can also be credited as a part of MW24.5.
Can be downloaded here after 10:30 on the day of the exam.
Lecture (daily): 1.-5.8.2016, 9:00-10:30, MKG Hörsaal, Bachstra├če 18 (K)
Here is a preliminary version of the handout. Data is attached to the handout. If you are using a Microsoft operating system and have difficulties using Adobe Acrobat (in particular when saving attachments) look here. If difficulties with Adobe Acrobat persist, well, there are many alternatives (PDF-XChange, Foxit,...)
There are two kinds of problems a researcher faces when doing empirical work.
  • One is to find the right statistical method for the problem.
  • The other is to organise the data and the evaluation in a way such that results can be replicated.
Replication is necessary in several contexts:
  • We interrupt our work for a few days or weeks and want to go back to it quickly.
  • We share our work with a collaborator and want her or him to quickly understand what we did and to participate in an efficient way.
  • After we sent our paper away to a journal referees might demand small changes in the analysis.
In all these cases replications seems like a trivial and obvious task. Of course, with the same data and the same methods, how can it be a problem to replicate results?

The sad truth is that often researchers find it very hard to replicate the results of their own statistical analysis. During the analysis we make a lot of small decisions, many of them seem obvious when we make them, but when we replicate our work, it turns out that it is not clear which subset of the data we really included, how special cases were coded, how outliers were identified and treated, how bootstraps were run, what was the precise meaning of which variable, and which tests were used with which parameters. Too often it happens that even after spending days and weeks trying out a few dozend of combinations of these parameters we can not replicate what we did a few month ago. If we are lucky, we come perhaps close to the results we published proudly in the past, but we do not get the same resuls. This can be a more than embarassing experience.

The aim of the course is to develop a strategy that helps avoiding this problem. In the course we will discuss strategies that we can use to organise our data and our analysis in a way that allows us even years later to redo our analysis quickly, reliably, with exactly the same results.

An efficient workflow helps us to get back to statistical work quickly after an interruption and also helps to share an analysis with coauthors.

  • Introduction
  • Aims of statistical data analysis
  • Organising your work
    • How to separate creativity from chaos?
    • Organising ideas in files
    • Organising ideas in functions
  • Preparing data
    • Reading data
    • Cleaning data
    • Organising data
  • Working with data
    • Documentation
    • Descriptive statistics
    • Specific results
  • Presenting results
    • Weaving and tangling
There is an interesting book on workflow of data analysis, however it is based on Stata: J. Scott Long, The Workflow of Data Analysis Using Stata, Stata Press, 2009.
It will help if you can bring your own portable computer to the classes and exercises. For our practical examples (during the entire course) we will use the software environment R. I think that it is helpful to coordinate on one environment and R has the advantage of being free and rather powerful.
  • Documentation for R is provided via the built in help system but also through the R Homepage. Useful are
    • The R Guide, Jason Owen (Easy to read, explains R with the help of examples from basic statistics)
    • Simple R, John Verzani (Explains R with the help of examples from basic statistics)
    • Einführung in R, Günther Sawitzki (In German. Rather compact introduction.)
    • Econometrics in R, Grant V. Farnsworth (The introduction to R is rather compact and pragmatic.)
    • An Introduction to R, W. N. Venables und D. M. Smith (The focus is more on R as a programming language)
    • The R language definition (Concentrates only on R as a programming language.)
  • We will use the following packages: car, Ecdat, foreign, Hmisc, knitr, lattice, memisc, tikzDevice, tools, xtable. If, e.g., the command library(Ecdat) generates an error message (Error in library(Ecdat): There is no package called 'Ecdat'), you have to install the package.
    Installing packages with Microsoft Windows:
    Start Rgui.exe and install packages from the menu Packages / Install Packages).
    Installing packages from advanced operating systems:
    From within R use the command install.packages("Ecdat"), e.g., to install the package Ecdat
  • In the lecture we will use RStudio as a front end.
For weaving and knitting we need LaTeX (e.g. TeX Live or MiKTeX).
RStudio provides a front end to R, LaTeX, git and svn.
In the course we will use git as an example for a version control system. git might be already installed on your computer or come with RStudio. You should also have a merge-tool, i.e. one of kdiff3, araxis, bc3, codecompare, diffuse, ecmerge, emerge, gvimdiff, meld, opendiff, p4merge, tkdiff, tortoisemerge, vimdiff, xxdiff...
Stata, unfortunately, does not have an equivalent to Sweave. Still, there are some tools:
  • StatWeave is written in Java and generates LaTeX or ODT files.
  • texdoc is written in Stata and generates LaTeX files.