3.4 – Estimating parameters

Introduction.

What you will find on this page. Definitions for constants, variables, and parameters as used in data analytics. Statistical bias and the concept of unbiased estimators are discussed. The different types of error are introduced along with definitions of accuracy and precision. Statistics used to quantify error are presented in the next section, Chapter 3.4.

Estimating parameters.

Parameters belong to populations; they are fixed but unknown. Parameters are characteristics of populations: the typical average height and weight of five year old children; What is the normal range of values for height and weight of five year old children; average and range of gene expression of TP53 in epithelial lung cells of 50 year old non-smoking humans; etc. Because we generally do not have at our disposal surveys — census — of entire populations for these characteristics, we sample and calculate descriptive statistics for a subset of individuals from populations: these statistics, the mean height, range of height, etc., are variables. We expect average height, range of height, etc., to change, to vary, from sample to sample. A constant, as the word implies, is not variable and remains unchanged. 

We estimate parameters (means, variances) from samples of observations from a population. Intuitively then, our estimates are only as good as how representative of the population the sample is. Statistics allows us to be more precise: we can define “how good” our estimates are by asking about, and quantifying, the accuracy and precision of our estimates.

Notwithstanding the notion of “personalized medicine,” our goal in science is to understand cause and effect among sets of observations on samples from a population. We ask, what is the link between lung cancer and smoking? We know that smoking tobacco cigarettes increases risk of cancer, but not everyone who smokes will get cancer (Pesch et al., 2012). Tumorigenic risk is in part mediated by heredity (cf. Trifiletti et al 2017). That’s one way we run into problems in statistics: the biological phenomenon is complicated in ways we are not yet aware of, and thus samples drawn from populations are heterogeneous. Put another way, we think there is one population, but there may be many distinct populations. By chance, repeated samples drawn from the population include individuals with different risk associated with heredity.

As an aside, this is precisely why the concept of personalized medicine is important.  Medical researchers have learned that some people with breast cancer respond to treatment with trastuzumab, a monoclonal antibody, but others do not (review in Valabrega et al 2007).  Responders have more copies of a gene, copy number variation, for an EGF-like receptor called HER2. In contrast, non-responders to trastuzumab have fewer copies of this receptor (and are said to be HER2-negative in an antibody test for HER2).  Thus, we speak about people with breast cancer as if the disease is the same, and from a statistical point of view, we would assume that individuals with breast cancer are of the same population.  But they are not — and so the treatment fails for some, but works for others.  In this example, we have a mechanism or cause to explain why some do not respond; their breast cancer is not associated with increased copy numbers of HER2.  And so in studies with breast cancer, statisticians may account for differences in HER2 status. Note: Fewer than 30% of breast cancer may have over-expression of HER2, (Bilous et al. 2003).

Clearly, HER2 status would be used by statisticians when drawing samples from population, and we would not mistake samples.  But, in many other situations we are not aware of any differences and so we assume our samples come from the same population. Note that even with imperfect knowledge about samples, experimental design is intended to help mediate heterogeneous samples. For example, this is why treatment controls need to be used, or case controls are included in studies.

Random assignment to groups also is an attempt to control for unknowns: if random, then all treatment groups will likely include representatives of the numerous co-factors that contribute to risk.

Statisticians have an additional, technical burden: there are often a variety of ways (algorithms) to describe or make inferences about samples, and they are not equally capable of giving us “truth.”  Estimates of a parameter are not going to be exactly the true value of the parameter!  This is the problem of identifying unbiased ways to estimate parameters. In statistics, bias quantifies whether an algorithm to calculate a particular statistic (e.g., the mean or variance), is consistently too low or too high. 

Random sampling.

Random sampling from the population is likely to be our best procedure for obtaining representative samples, but it is not foolproof (we’ll return to situations where random sampling fails to provide adequate samples of populations in Chapter 5.5 Importance of randomization in experimental design). However, a second concern is how to calculate the mean, how to calculate the variance. In the section on Descriptive Statistics (Chapter 3.2), we presented how to calculate the arithmetic mean — the simple average — but also introduced you to other calculations for the middle (e.g., median, geometric mean, harmonic mean). How to know which “middle” is correct?

Statisticians use the concept of bias — the simple arithmetic mean is an unbiased estimator of the population parameter, but a correction needs to be made to the calculation of sample variance to remove bias. Bias implies that the estimator systematically misses the target in some way. Good or “best” parameter estimates are, on average, going to be close to the actual parameter if we collected many samples of the population (this will depend on the sample size and the variability of the data). Earlier we introduced Bessel’s correction to the sample variance, divide the sum of squares by n – 1 and not N as we did for the population variance, so that it is an unbiased estimator of the sample variance.  Thus, statisticians have worked out how well their statistical equations work as estimators; concepts of expected values or the expectation are used to evaluate how well an estimator works. In statistics, the expected value of a statistic is calculated by multiplying each of the possible outcomes by the likelihood each outcome will occur and then summing all of those values..

We need to add a bit more to our discussion about measurement and estimation.

Types of error.

To measure is to assign a number to something, a variable. Measurements can have multiple levels, but are of the four data types: nominal, ordinal, interval scale, and ratio scale. Nominal and ordinal types are categorical or qualitative; interval and ratio are continuous or quantitative. Errors in measurement represent differences between what is observed and recorded compared with the true value, i.e., the actual population value. With respect to measurement we distinguish between random errors and systematic errors. Random errors occur by chance, and are thus expected to vary from one measurement instance from another. Random error may lead to measures larger or smaller than the true value. Systematic errors are of a kind that can be attributed to failures of an experimental design or instrument.

Accuracy is reflected in the question: how close to the true value is our measure? Accuracy is distinct from precision, the concept of how clustered together are repeated values for the same measurement. All measurement has associated error, which may be divided into two kinds: random error and systematic error.

We tend to think of error in terms of mistakes, mistakes by us or as failure of the measurement process. However, in biology research, that is too restrictive of a meaning for error. First, experimental error occurs when the estimates derived from the samples — sample mean, sample variance — differ from the population parameters — population mean, population variance. Second, error in biology ranges from mistakes in data collection to real differences among individuals for a characteristic. The latter source, error among individuals, is of course, not a mistake, but rather, it’s the “very spice of life” (Cowper 1845). We’ll leave the study of individual differences, biological error, for later. This section is concerned with error in the sense of mistakes.

Random error includes things like chance error in an instrument leading to different repeat measures of the same thing and to the reality that individual differences exist for most biological traits. We minimize the effects of this kind of error by randomizing: we randomly select samples from populations; we randomly assign samples to treatment groups. Random error can make it hard to differentiate treatment effects. Random error decreases precision, the repeatability of measures. At worse, random error is conservative — it tends to mean we miss group differences, we conclude that the treatment (e.g., aspirin analgesics) has no effect on the condition (e.g., migraines). This kind of error is referred to as a Type II error (Chapter 8).

The experimental design remedy for random error is to increase sample size, a key conclusion drawn from power analysis on experiments, discussed in Chapter 11. The other type of error, systematic error, a type of bias, is more in line with the idea of errors being synonymous with mistakes. Uncalibrated instruments yield incorrect measures. And these kinds of errors lead us to make errors that can be more problematic. An example? Back in the early 1990s when I started research on whole animal metabolic rates (e.g., Dohm et al 1994, Beck et al 1995), we routinely set baseline carbon dioxide, CO2, levels to 0.035% of volume of dry air (350 ppm, parts per million), which reflected ambient levels of CO2 at the time (see Figure 4 in Chapter 4.6).

#NOAA monthly data from Mauna Loa Observatory
co2.1994 <- c(358.22, 358.98, 359.91, 361.32, 361.68, 360.80, 359.39, 357.42, 355.63, 356.09, 357.56, 358.87)

You are probably aware, today, background CO2 have increased considerably even since the 1980s. Data for 2021 (average 420 ppm — reporting just 2 significant figures) are provided below

co2.2021 <- c(415.49, 416.72, 417.61, 419.01, 419.09, 418.93, 416.9, 414.42, 413.26, 413.9, 414.97, 416.67)

source: Global Monitoring Lab, NOAA

Thus, if I naively compared rates of CO2 produced by an animal at rest, \dot{V}CO_{2}, measured today against the data I gathered back in the 1990s without account for the change in background CO2 in my analysis, I will have committed a systematic error: values of \dot{V}CO_{2} on animals would be systematically higher than values for 1988 when I apply a baseline correction.

Examples of error. 

One under-reported cost of next-generation sequencing technologies is that base calls, the process of assigning a nucleotide base to chromatogram peaks has more errors than traditional Sanger-based sequencing methods (Fox et al 2014). In “next-generation-sequencing” (NGS) methods, individual DNA fragments are assigned sequences, whereas Sanger methods took the average sequence of a collection of DNA fragments; thus, in principle, NGS methods should be able to characterize variation of mixtures of sequences in ways not available to traditional sequencing approaches. However, artifacts introduced in sample preparation and PCR amplification lead to base calling errors (Fox et al 2014).

Gene expression levels will differ among tissue types, thus mixed samples from different tissues will misrepresent gene expression levels.

Measurement of energy expenditure, oxygen uptake and carbon dioxide release by an organism, have long been sources of study in ecology and other disciplines. A classic measure is called basal metabolic rate, measured as the rate of oxygen consumption of an endothermic animal, post-absorptive (i.e., not digesting food), at rest but not sleeping, while the animal is contained within a thermal-neutral environment (Blaxter 1989). 

Accuracy and precision.

Two properties of measurement are the accuracy of the measure and its precision. Accuracy is defined as the closeness of a measured value to its true value. Precision refers to the closeness of a second measure to the first, to the closeness of a third measure to the first and second, and so on. Precision refers to repeatability of measurement.  We suggested use of the coefficient of variation, defined with examples in Chapter 3.2, as a way to quantify precision.

Consider the accuracy and precision of three volumetric pipettors: p1000, which has a nominal range between 100 and 1000 μL (microliters); p200, which has a range between 20 and 200 μL; p100, which has a range between 10 and 100 μL. Which of these three pipettors do you think would have the best accuracy and precision for dispensing 100 μL? We can test pipettors by measuring the mass of distilled water dispensed by the pipettor on an analytical balance. For 100 μL of distilled water at standard temperature and pressure conditions, the mass of the water would be 0.100 grams. The results are shown in the table, and a dot plot is shown in the figure to help us see the numbers.

Table 1. Mass (grams) of 100 μL of distilled water dispensed by three volumetric pipettors*

  p1000 p200 p100
  0.113 0.100 0.101
  0.114 0.100 0.100
  0.113 0.100 0.100
  0.115 0.099 0.101
  0.113 0.100 0.101
  0.112 0.100 0.100
  0.113 0.100 0.100
  0.111 0.100 0.100
  0.114 0.101 0.101
  0.112 0.100 0.100
mean: 0.113 0.100 0.1004
standard deviation: 0.0012 0.0005 0.0005

*Temperature 21.5 °C, barometric pressure 76.28 cm mercury (elevation 52 meters). Data presented in Table 1 were not corrected to standard temperature or pressure.

Here is the code for the R run; assuming that you have started R commander, then copy and paste each line into the R Commander script window; if not, enter the script one line at a time in the R console. Recall that the hashtag, #, is used to add comment lines.

Note 1: A reminder: Don’t include the last two rows from Table 1 in your data set; these contain descriptive statistics and are not your data.

#create the variables
p1000 <- c(0.113, 0.114, 0.113, 0.115, 0.113, 0.112, 0.113, 0.111, 0.114, 0.112)
p100 <- c(0.101, 0.1, 0.1, 0.101, 0.101, 0.1, 0.1, 0.1, 0.101, 0.1)
p200 <- c(0.1, 0.1, 0.1, 0.099, 0.1, 0.1, 0.1, 0.1, 0.101, 0.1)

#create a data frame
pipet <- data.frame(p100,p200,p1000)
attach(pipet)

#stack the data
stackPipet <- stack(pipet[, c("p100","p200","p1000")])
#Add variable names
names(stackPipet) <- c("mass", "pipet")
#create the dot plot
with(stackPipet, RcmdrMisc::Dotplot(mass, by=pipet, bin=FALSE))

From Table 1 we see that the means for the p100 and p200 were both close to the target mass of 0.1 g. The mean for the p1000, however, was higher than the target mass of 0.1 g.  A dot plot is a good way to display measurements (Fig. 1).

Dotplot of pipettors set to deliver 100 microliters of water

Figure 1. Dot plot of pipet results.

Note 2: Dotplot() is part of the RcmdrMisc package; if you are using the Rcmdr script window (please do!), then the functions in RcmdrMisc are already available and you wouldn’t need to use RcmdrMisc:: (package name plus double-colon operator) to call the Dotplot() function (more properly, referred to as namespaces).  Thus, with(stackPipet, Dotplot(mass, by=pipet, bin=FALSE)) would work perfectly well within the Rcmdr script window.

From the dot plot we can quickly see that the p1000 was both inaccurate (the data fall well above the true value), and lacked precision (the values were spread about the mean value). The other two pipettors showed accuracy and looked to be similar in precision, although only two of ten values for the p200 were off target compared to four of ten values for the p100. Thus, we would conclude that the p200 was best at dispensing 100 microliters of water.

In the next chapter we apply statistics to estimate our confidence in this conclusion. In contrast to measurement, estimation implies calculation of a value. In statistics, estimates may be a point, e.g., a value of a collection of data, or an interval, e.g., a confidence interval.

Summary.

This is your first introduction into the concept of experimental design, as defined by statisticians! One of the key tasks for a statistical analyst is to have an appreciation for measurement accuracy and precision as established in the experiment. Precise and accurate measurement levels determine how well questions about the experiment can be answered. At one extreme, if a measure is imprecise, but accurate, then it will be challenging to quantify differences between a control group and a treatment group. At the other extreme, if the measure is precise, but inaccurate, the danger would be differences between the treatment and control group may be more likely, even when the groups are truly not different!

Questions.

  1. List the types of error in measuring mRNA expression levels on a gene for a sampling of cells from biopsy of normal tissue and a biopsy of a tumor. Assume use of NEXGEN methods for measuring gene expression. Distinguish between technical errors and biological errors.
  2. If confidence interval are useful for estimating accuracy, what statistic do we call to quantify precision?

 

Quiz Chapter 3.4

Estimating parameters

Chapter 3 contents

3.3 – Measures of dispersion

More about summary statistics.

The statistics of data exploration involve calculating estimates of the middle, central tendency, and the variability, or dispersion, about the middle. Statistics about the middle were presented in the previous section, Chapter 3.1. Statistics about measures of dispersion, and how to calculate them in R, are presented in this page. Use of Z score to standardize or normalize scores is introduced. Statistical bias is also introduced. 

Describing the middle of the data gives your reader a sense of what was the typical observation for that variable. Next, your reader will want to know something about the variation about the middle value — what was the smallest value observed? What was the largest value observed? Were data widely scattered or clumped about the middle?

Measures of dispersion or variability are descriptive statistics used to answer these kinds of questions. Variability statistics are very important and we will use them throughout the course. A key descriptive statement of your data, how variable?

Note 1: Data is plural = a bunch of points or values; datum is the singular and rarely used.

Examine the two figures below (Fig 1 and Fig 2): the two sample frequency distributions (put data into several groups, from low to high, and membership is counted for each group) have similar central tendencies (mean), but they have different degrees of variability (standard deviation).

Figure 11. A histogram which displays a sampling of data with a mean of 10 (arrow marks the spot) and standard deviation (sd) of 50 units.

Figure 1. A histogram which displays a sampling of data with a mean of 10 (arrow marks the spot) and standard deviation (sd) of 50 units.

Figure 12. A histogram which displays a sampling of data with the same mean of 10 (arrow marks the spot) displayed in Fig. 3, but with a smaller standard deviation (sd) of 5 units.

Figure 2. A histogram which displays a sampling of data with the same mean of 10 (arrow marks the spot) displayed in Fig. 1, but with a smaller standard deviation (sd) of 5 units.

Clearly, knowing something about the middle of a data set is only part of the required information we need when we explore a data set; we need measures of dispersion as well. Provided certain assumptions about the frequency of observations hold, estimates of the middle (eg, mean, median) and the dispersion (eg, standard deviation) are adequate to describe the properties of any observed data set.

For measures of dispersion or variability, the most common statistics are: Range, Mean Deviation, Variance, Standard Deviation, and Coefficient of Variation.

The range.

The range is reported as one number, the difference between maximum and minimum values.

    \begin{align*}range = X_{max} - X_{min}\end{align*}

Arrange the data from low to high, subtract the minimum, Xmin, from the maximum, Xmax, value and that’s the range.

For example, the minimum height of a collection of fern trees might be 1 meter whereas the maximum height might be 2.2 meters. Therefore, the range is 1.2 meters (= 2.2 – 1).

The range is useful, but may be misleading (as index of true variability in population) if there is one or more exceptional “outlier” (one individual that has an exceptionally large or small value). I often just report Xmin and Xmax. That’s the way R does it, too.

If you recall, we used the following as an example data set.

x = c(4,4,4,4,5,5,6,6,6,7,7,8,8,8,15)

The command for range in R is simply range().

range(x)
[1] 4 15

There is apparently no universally accepted symbol for “range,” so we report the statistic as range = 15 – 4 = 11.

You may run into an interquartile range, which is abbreviated as IQR. It is a trimmed range, which means, like the trimmed mean, it will be robust to outlier observations. To calculate this statistic, divide the data into fourths, termed quartiles. For our example variable, x, we can get the quartiles in R

quantile(x)
  0%  25%  50%  75% 100% 
 4.0  4.5  6.0  7.5 15.0

Thus, we see that 25% of the observations are 4.5 (or less), the second quartile is the median, and 75% of the observations are less than 7.5. The IQR is the difference between the first quartile, Q1, and the third quartile, Q3.

The command for obtaining the IQR in R is simply IQR(). Yes. You have to capitalize “IQR” — R is case sensitive; that means IqR is not the same as IQR or iqr.

IQR(x)
[1] 3.5

and we report the statistic as IQR = 3.5. Thus, 75% of the observations are within 3.5 points of the median. The IQR is used in box plots (Chapter 4). Quartiles are special cases of the more general quantile; quantiles divide up the range of values into groups with equal probabilities. For quartiles, four groups at 25% intervals. Other common quantiles include deciles (ten equal groups, 10% intervals) and percentiles (100 groups, 1% intervals).

The mean deviation.

    \begin{align*}sample \ mean \ deviation = \frac{\sum_{i=1}^{n}\left | X_{i} - \bar{X} \right |}{n}\end{align*}

Subtract each observation from the sample mean; each X_{i}- \bar{X} is called a deviate: some observations will be positive (greater than \bar{X}) and some will be negative (less than \bar{X}).

Take the absolute value of the deviation and then add up the absolute values of the deviations from the mean. At the end, divide by the sample size, n. Large values for this statistic implies that much of the data is spread out, far from the mean. Small values in turn imply that each observation is close to the mean.

Note 2: The mean deviation will always be positive, which is why we take the absolute. By taking the absolute value of each deviate, then the sum is greater than zero. Now, we rarely use this statistic by itself — but that difference X_{i}- \bar{X} is integral to much of the statistical tests we will use. Look for this difference in other equations!

In R, we can get the mean deviation with the mad() function. At the R prompt, then

mad(x)
[1] 2.9652

Population variance and population standard deviation.

The population variance is appropriate for describing variability about the middle for a census. Again, a census implies every member of the population was measured. Equation of the population variance is

    \begin{align*}\sigma^2 = \frac{\sum \left ( X_{i} - \mu \right )^2}{N}\end{align*}

The population standard deviation also describes the variability about the middle, but has the advantage of being in the same units as the quantity (ie, no “squared” term). Equation of the population standard deviation is

    \begin{align*}\sigma = \sqrt{\sigma^2}\end{align*}

Sample variance and sample standard deviation.

The above statements about the population variance and standard deviation hold for the sample statistics. Equation of the sample variance

    \begin{align*}s^2 = \frac{\sum \left ( X_{i} - \bar{X} \right )^2}{n-1}\end{align*}

and the equation of the sample standard deviation

    \begin{align*}s = \sqrt{s^2}\end{align*}

Of course, instead of taking the square-root of the sample variance, the sample standard deviation could be calculated directly.

*** QuickLaTeX cannot compile formula:
\begin{align*}s = \sqrt{\frac{\sum \left ( X_{i} - \bar{X} \right )^2}{n-1}\end{align*}

*** Error message:
File ended while scanning use of \align*.
Emergency stop.

 

Note 3: See the difference between calculation of the population parameter and the sample statistic estimates? The difference between the formulas for population and sample variances — We divide by n - 1 instead of N. This is Bessel’s correction and we will take a few moments here and in class to show you why this correction makes sense. Bessel’s correction to the sample variance illustrates a basic issue in statistics: when estimating something, we want the estimator (ie, the equation), to be an unbiased value for the population parameter it is intended to estimate.

Statistical bias is an important concept in its own right; bias is a problem because it refers to a situation in which an estimator consistently returns a value different from the population parameter for which it is intended to estimate. Thus, the sample mean is said to be an unbiased estimator of the population mean. Here, bias means that the formula will give you a good estimate of the value. This turns out not to be the case for the sample variance if you divide by n instead of n - 1. Now, for very large values of n, this is not much of an issue, but it shows up when n is small. In R you get what you ask for — if you ask for the sample standard deviation, the software will return the correct value; calculators, go to watch out for this — not all of them are good at communicating which standard deviation they are calculating, the population or the sample standard deviation.

Winsorized variances.

Like the trimmed mean and winsorized mean (Ch3.2), we may need to construct a robust estimate of variability less sensitive to extreme outliers.  Winsorized refers to procedures to replace extreme values in the sample with a smaller value. As noted in Chapter 3.2, we chose the level ahead of time, eg, 90%. Winsorized values then  The winsorized variance is just the sample variance of the winsorized values.  winvar() from the WRS2 package.

Making use of the sample standard deviation.

Given an estimate of the mean and an estimate of the standard deviation, one can quickly determine the kinds of observations made and how frequently they are expected to be found in a sample from a population (assuming a particular population distribution). For example, it is common in journal articles for authors to provide a table of summary statistics like the mean and standard deviation to describe characteristics of the study population (aka the reference population), or samples of subjects drawn from the study population (aka the sample population). The CDC provides reports of attributes of for a sample of adults (more than forty thousand) from the USA population (Fryar et al 2018). Table 1 shows a sample of results for height, weight, and waist circumference for men aged 20 – 39 years.  

Table 1. Summary statistics mean (\pm standard deviation) of height, weight, and waist circumference of 20-39 year old men USA.

Years Height, inches Weight, pounds Waist
Circumference,
inches
1999 – 2000 69.4 (0.1) 185.8 (2.0) 37.1 (0.3)
2007 – 2008 69.4 (0.2) 189.9 (2.1) 37.6 (0.3)
2015 – 2016 69.3 (0.1) 196.9 (3.1) 38.7 (0.4)

We introduced the normal deviate as a way to normalize scores, and which we we will use extensively in our discussion of the normal distribution in Chapter 6.7, as a way to standardize a sample distribution, assuming a normal curve.

    \begin{align*}Z = \frac{X_{i} - \mu}{\sigma}\end{align*}

For data that are normally distributed, the standard deviation can be used to tell us a lot about the variability of the data:

​ 62.26% of the data will lie between \pm 1 \cdot \sigma of \bar{X}

​ 95.46% of the data will lie between \pm 2 \cdot \sigma of \bar{X} 

​ 99.0% of the data will lie between \pm 3 \cdot \sigma of \bar{X}

This is known as the empirical rule, where 68% of the observations will be within one standard deviation, 95% of observations will be within two standard deviations, and 99% of observations will be within three standard deviations. 

For example, men aged 20 years in the USA are on average μ = 5 feet 11 inches tall, with a standard deviation of σ = 3 inches. Consider a sample of 1000 men from this population. Assuming a normal distribution, we predict that 623 (62.26%) will be between 5 ft. 8 in. and 6 ft. 2 in. (\pm 1\cdot \sigma).

Where did the 5 ft. 8 in. and the 6 ft. 2 in. come from /? We add or subtract multiples of standard deviations. Thus, 6 ft. 2 in. = 5 ft. 11 in. + 1\cdot \sigma (replace σ = 3) and 5 ft. 8 in. = 5 ft. 11 in. - 1\cdot \sigma (again, replace σ = 3″).

Can generalize to any distribution. Chebyshev’s inequality (or theorem) guarantees that no more than a particular fraction 1/k^2 of observations can be a specified k standard deviations distance away from the mean (k needs to be greater than 1). Thus, for k = 2 standard deviations, we expect a minimum of 75% of values within (1-1/2^2) two standard deviations away from the mean, or for k = 3, then 89% of values will be within (1-1/3^2) three standard deviations from the mean.

Hopefully you are now getting a sense how this knowledge allows you to plan an experiment.

For example, for a sample of 1000 observations of height of men, how many do we expect to be greater than 6 ft. 7 in. tall? Apply the empirical rule and do a little math — 79 inches (6 ft. 7 in) minus 71 inches (the mean) is equal to 8. Divide 8 by 3 (our value of \sigma) you’ll get 2.66667; so, 6 ft. 7 in. tall is about 2.67 X standard deviations greater than the mean. From Chebyshev’s inequality we have 1/2.67^2 = 0.140, or 14% of observations less than or greater than the mean (\pm \mu).

Our question asks only about expected number of observations greater than + 2.67\cdot \sigma; divide 14% in half — we therefore expect about 70 individuals out of 1000 men sampled to be 6 ft. 7 in. or taller. Note we made no assumption about the shape of the distribution. If we assume the sample of observations comes from the normal distribution, then we can apply the Z score: about 4 individuals out of 1000 expected to be + 2.67\cdot \sigma from the mean (see R code in Note box). We extend the Z-score work in Chapter 6.7.

Note 4: R code:

round(1000*(pnorm(c(79), mean=71, sd=3,lower.tail=FALSE)),0)

or alternatively

round(1000*(pnorm(c(2.67), mean=0, sd=1,lower.tail=FALSE)),0)

R output

[1] 4

R Commander command

Rcmdr: Distributions → Continuous distributions → Normal distribution → Normal probabilities …, select Upper tail.

Another example, this time with a data set available in R, the diabetic retinopathy data set in the survival package.

data(diabetic, package="survival")

Ages of the 394 subjects ranged from 1 to 58. Mean was 20.8 + 14.81 years. How many out of 100 subjects do we expect greater than 50 years old? With Chebyshev’s inequality we have 1/1.97^2 = 0.257, or 25.7% of observations less than or greater than the mean, so about 13. If we assume normality, then Z score (Upper tail) is 28.5% and we expect 28 subjects older than 50. Checking the data set, only eight subjects were older than 50. Our estimate by Chebyshev’s inequality was closer to the truth. Why /? Take a look at the histogram (Ch4) of the ages (Fig 3).

Figure 3. Histogram of ages of subjects in the diabetic retinopathy data set in the survival package.

Doesn’t look like a normal distribution, does it/?. 

Z-score or Chebyshev’s inequality, which to use /? Chebyshev’s inequality is more general — it can be used whether the variables is discrete or continuous and without assumption about the distribution. In contrast, the Z score assumes more is known about the variable: random, continuous, drawn from a normally distributed population. Thus, as long as these assumptions hold, the Z score approach will give a better answer. Makes intuitive sense — if we know more, our predictions should be better.

In summary from the above points, and perhaps more formally for our purposes, the standard deviation is a good statistic to describe variability of observations on subjects, it’s integral to the concept of precision of an estimate and is part of any equation for calculating confidence intervals (CI). For any estimated statistic, a good rule of thumb is to always include a confidence interval calculation. We introduced these intervals in our discussion of risk analysis (approximate CI of NNT), and we will return to confidence intervals more formally when we introduce t-tests.

When you hear people talk about “margin of error” in a survey, typically they are referring to the standard deviation — to be more precise, they are referring to a calculation that includes the standard deviation, the standard error and an accounting for confidence in the estimate (see also Chapter 3.5 – Statistics of error). 

Corrected Sums of Squares.

Now, take a closer look at the sample variance formula. We see a deviate

    \begin{align*}X_{i} - \bar{X}\end{align*}

The variance is the average of the squared deviations from the mean. Because of the “squared” part, this statistic will always be positive and greater (or typically, equal to) zero. The variance has squared units (eg, if the units were grams, then the variance units are grams2). The sample standard deviation has the same units as the quantity (ie, no “squared” term). The numerator is called a sums of squares, and will be abbreviated as SS. Much like the deviate, will show up frequently as we move forward in statistics (eg, it’s key to understanding ANOVA).

Other standard deviations of means.

Just as we discussed for the arithmetic average, there will be corresponding standard deviations for the other kinds of means. With the geometric mean, one would calculate the standard deviation of the geometric mean, sgm, as

    \begin{align*}s_{gm} =\pm exp\sqrt{\frac{\sum_{i=1}^{n}\left (ln\frac{X_{i}}{\bar{X}_{gm}} \right )^{2}}{n-1}}\end{align*}

where exp is the exponential function, ln refers to natural logarithm, and \bar{X}_{gm} refers to the sample geometric mean.

For the sample harmonic mean, it turns out there isn’t a straight-forward formula, only an approximation (which I will spare you — it involves use of expectations and moments).

Base R, and therefore Rcmdr, doesn’t have built in functions for these, although you could download and install some R packages which do (eg, package NCStats, and the function is geosd() ).

If we run into data types appropriate for the geometric or harmonic means and standard deviations I will point these out; for now, I present these for completeness only.

Coefficient of variation (CV).

An unfortunate property of the standard deviation is that it is related (= “correlated”) to the mean — a fact recognized by Pearson (1896, p 276). Thus, if the mean of a sample of 100 individuals is 5 and variability is about 20%, then the standard deviation is about 1; compare to a sample of 100 individuals with mean = 25 and 20% variability, the standard deviation is about 5. For means ranging from 1 to 100, here’s a plot to show you what I am talking about.

Figure 4. Plot of the standard deviation (StDev) by the mean. Data sets were simulated.

Figure 4. Scatter plot of the standard deviation (StDev) by the mean. Data sets were simulated.

The data presented in the Figure 4 graph were simulated. Is this bias, a correlation between mean and standard deviation, something you’d see in “real” data? Here’s a plot of height in inches at withers for dog breeds (Fig 5). A line is drawn (ordinary linear regression, see Chapter 17) and as you can see, as the mean increases, the variability as indicated by the standard deviation also increases.

Figure 5. Plot of the standard deviation by the mean for heights of different breeds of dogs.

Figure 5. Plot of the standard deviation by the mean for heights of different breeds of dogs.

So, to compare variability estimates among groups when the means also vary, we need a new statistic, the coefficient of variation, abbreviated CV (Pearson 1896). The coefficient of variation is also known as the relative standard deviation, RSD. Many statistics textbooks not aimed at biologists do not provide this estimator (eg, check your statistics book).

equation Coefficient of Variation (CV)

This is simply the standard deviation of the sample divided by the sample mean, then multiplied by 100 to give a percent. The CV is useful when comparing the distributions of different types of data with different means.

Many times, the standard deviation of a distribution will be associated with the mean of the data.

Example. The standard deviation in height of elephants will be larger on the centimeter scale than the standard deviation of the height of mice. However, the amount of variability RELATIVE to the mean may be similar between elephants and mice. The CV might indicate that the relative variability of the two organisms is the same.

The standard deviation will also be influenced by the scale of measurement. If you measure on the mm scale versus the meter scale the magnitude of the SD will change. However, the CV will be the same!

By dividing the standard deviation by the mean you remove the measurement scale dependence of the standard deviation and generally, you also remove the relationship of the standard deviation with the mean. Therefore, CV is useful when comparing the variability of the data from distributions with different means.

One disadvantage is that the CV is only useful for ratio scale data (ie, those with a true zero).

The coefficient of variation is also one of the statistics useful for describing the precision of a measurement. See Chapter 3.4 Estimating parameters.

Standard error of the mean (SEM).

All estimates should be accompanied by a statistic that describes the accuracy of the measure. Combined with the confidence interval (Chapter 3.4), one such statistic is called the standard error of the mean, or SEM for short. For the error associated with calculation of our sample mean, it is defined as the sample standard deviation divided by the square root of n, the sample size.

sem → s_{\bar{X}} = \frac{s}{\sqrt{n}}

The concept of error for estimates is a crucial concept. All estimates are made with error and for many statistics, a calculation is available to estimate the error (see Chapter 3.4).

Although related to each other, the concepts of sample standard deviation and sample standard error have distinct interpretations in statistics. The standard deviation quantifies the amount of variation of observations from the mean, while the standard error quantifies the difference between the sample mean and the population mean. The standard error will always be smaller than the standard deviation and is best left for reporting accuracy of a measure and statistical inference rather than description.

Questions.

  1. For a sample data set like myY <- c(1,1,3,6), you should now be able to calculate, by hand, the
    • range
    • mean
    • median
    • mode
    • standard deviation
    • coefficient of variation
  2. For our example data set, myX <- c(4,4,4,4,5,6,6,6,7,7,8,8,8,8,8) calculate
    • IQR
    • sample standard deviation, s
    • coefficient of variation
  3. Use the sample() command in R to draw samples of size 4, 8, and 12 from your example data set stored in myX. Repeat the calculations from question 4. For example x4 <- sample(x,4) will randomly select four observations from x, and will store it in the object x4, like so (your numbers probably will differ!) x4 <- sample(x,4); x4 [1] 8 6 8 6
  4. Repeat the exercise in question 4 again using different samples of 4, 8, and 12. For example, when I repeat sample(x,4) a second time I get sample(x,4) [1] 8 4 8 6
  5. For Table 1, determine how many multiples of the standard deviation for observations greater than 95-percentile (eg, determine the observation value for a person who is in the 95-percentile for Height in the different decades, etc.
  6. Calculate the sample range, IQR, sample standard deviation, and coefficient of variation for the following data sets
    • Height in inches of mothers,
    mom <- c(67, 66.5, 64, 58.5, 68, 66.5) #(data from GaltonFamilies in R package HistData)
    and fathers,
    dad <- c(78.5, 75.5, 75, 75, 74, 74) #(data from GaltonFamilies in R package HistData)
    • Carbon dioxide (CO2) readings from Mauna Loa for the month of December for
    years <-c (1960, 1965, 1970, 1975, 1980, 1985, 1990, 1995, 2000, 2005, 2010, 2015, 2020)
    years <-c (1960, 1965, 1970, 1975, 1980, 1985, 1990, 1995, 2000, 2005, 2010, 2015, 2020) #obviously, do not calculate statistics on years; you can use to make a plot
    co2 <- c(316.19, 319.42, 325.13, 330.62, 338.29, 346.12, 354.41, 360.82, 396.83, 380.31, 389.99, 402.06, 414.26) #(data from Dr. Pieter Tans, NOAA/GML (gml.noaa.gov/ccgg/trends/) and Dr. Ralph Keeling, Scripps Institution of Oceanography (scrippsco2.ucsd.edu/))
    • Body mass of Rhinella marina (formerly Bufo marinus) (see Fig. 1),
    bufo <- c(71.3, 71.4, 74.1, 85.4, 85.4, 86.6, 97.4, 99.6, 107, 115.7, 135.7, 156.2) 

 

Quiz – Chapter 3.3

Measures of dispersion

Chapter 3 contents