Daily Archives: January 22, 2012

Step 3

One of the most important lessons to learn about statistics, and not forget, is that just because your model is statistically significant, that doesn’t mean it’s right. In fact, just about all models are wrong. And some models, even some which strongly pass statistical significance, aren’t even useful.

After investigating some claims about temperate records showing a “step change” rather than continuous trend, and finding those claims faulty, a reader mentioned yet another such claim. Specifically, it discusses a paper by Stockwell and Cox, submitted to International Journal of Forecasting. The essence of all these claims is that the temperature trend is discontinuous, that there aren’t just sudden jumps in temperature caused by noise, but the trend itself is a discontinuous function of time.

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