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The neglected importance
of complexity
in statistics and Metascience

Daniele Fanelli
In this talk:
1) what’s missing in the current paradigm
2) what a new paradigm might look like
3) evidence in support of this proposal
The elephant in the room of:
1) metascience
●
e.g. reproducibility
2) statistics
●
e.g. model “complexity”
●
[see SW seminar 2021, Fanelli 2019, 2022]
What is “complex”?
Level of complexity
Many, diverse, interacting parts.
Long to describe, difficult to predict.
example 1) complexity deflates the
“reproducibility crisis”.
year project discipline N result
2014 Many labs 1 psychology,
misc.
13, 36 labs 77%
2016 COS social+cognitive
psychology
100 36-68%
2016 Camerer et al. experimental
economics
18 61-78%
2018 Many labs 2 social+cognitive
psychology
28, 62 samples,
36 countries
54%
2018 Camerer et al. social studies in
Nature, Science
21 57-67%
2021 RPCB cancer biology 188, 50 exper.,
23 papers
3-82%
Lower reproducib:
1) complex phenomena
2) complex methods
●
not just random noise
●
structured, systematic
diff.
example 2) complexity confuses
statistical results
AIC:−2log( L)+2k
models vary by “fitting propensity”
(“complexity” beyond n. of parameters)
(Bonifay and Cai 2017)
universe of possible data
When is a theory actually supported?
How might the elephant appear?
1) integrate complexity of phenomena & methods in measuring, forecasting,
correcting reproducibility
2) penalize statistical models for complexity beyond number of parameters
integrating “complexity” ~ severity of testing
https://w55e5qtt1q1l3mtq3lejyz-s-a2157.bj.tsgdht.cn/elephant-during-daytime-grayscale-photo-of-elephant-portrait-wallpaper-zhdat
Part 2: A candidate alternative
K theory in a nutshell
(Fanelli 2019, Fanelli 2022)
K =
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
+
K = consilience
K =
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
explain/predict/control
more/diverse phenomena
with fewer/simpler theories/methods
+
what the variables represent
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
explain/predict/control
more/diverse phenomena
with fewer/simpler theories/methods
+
more information Y makes K GROW
(Fanelli 2019, Fanelli 2022)
K=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
+
(Fanelli 2019, Fanelli 2022)
=
- H(Y|X, τ))
H(X) D(τ))
nX
H(Y1
) + H(Y2
) + H(Y3
)
nY
H(Y1
) + H(Y2
) + H(Y3
) +
K
more information Y makes K GROW
+
K theory in a nutshell
(Fanelli 2019, Fanelli 2022)
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
more info. Y|X, X, τ makes K small
(Fanelli 2019, Fanelli 2022)
K
=
H(Y) - H(Y|X, τ))
H(Y)
H(X) D(τ))
+
nX
nY
+
(Fanelli 2019, Fanelli 2022)
K
=
H(Y) -
H(Y)
H(X)
+
nX
nY
H(Y1
|X, τ))+H(Y2
|X, τ))+H(Y3
|X, τ))
D(τ)1
)+D(τ)2
)+D(τ)3
)
+
more info. Y|X, X, τ makes K small
K theory in a nutshell
(Fanelli 2019, Fanelli 2022)
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
=
≈1, full consilience
=0, no knowledge
<0, wrong
K theory in a nutshell
(Fanelli 2019, Fanelli 2022)
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
K of a regression model
(Fanelli 2019, Fanelli 2022)
Y = α + β X + error
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
(Fanelli 2019, Fanelli 2022)
Y = α + β X + error
this has been said before
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
(Fanelli 2019, Fanelli 2022)
key theoretical innovations
Y = α + β X + error
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
(Fanelli 2019, Fanelli 2022)
key methodological innovations
Y = α + β X + error
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
(Fanelli 2019, Fanelli 2022)
graphs are everywhere in science
methodologies
theories
(Fanelli 2019, Fanelli 2022)
www.protocols.io/view/an-optimized-protocol-
for-in-vivo-analysis-of-tumo-3byl471m2lo5/v1
=
H(Y) - H(Y|X, τ))
H(Y) H(X) D(τ))
+ nX
nY
K
+
(Mueller 2015, ICSS)
https://w55e5qtt1q1l3mtq3lejyz-s-a2157.bj.tsgdht.cn/elephant-in-black-and-white-elephant-photo-animal-grey-wallpaper-tkqgk
Part 3: supporting evidence
1) K predicts perceived
and actual reproducibility
“tau” of biological experiments
(Fanelli, Tan, Amaral & Neves, 2022, MetaArxiv)
K vs. perceived reproducibility
(Fanelli, Tan, Amaral & Neves, 2022, MetaArxiv)
K vs. actual reproducibility
Kr=K o 2−λ⋅d
kr hr=ko ho 2−λ⋅d
log
kr
ko
=log
ho
hr
−λ⋅d
R≡log
H (Y )−H (Y∣X , τr)
H (Y )−H (Y∣X , τo)
=α+βlog
1
D (τr)/ N
(Fanelli, Tan, Amaral & Neves, in prep)
1) K predicts actual reproducibility
(part of collaboration with Brazilian Reproducibility Initiative)
(Fanelli, Tan, Amaral & Neves, in prep)
independent new predictor
multiple regression, Y=reproducibility
(Fanelli, Tan, Amaral & Neves, in prep)
multiple regression, Y=reproducibility
(here D(τ) based on sentences in replication protocol!)
very easy to measure, automatize
better than just P-values and N
(Fanelli, Tan, Amaral & Neves, in prep)
multiple regression, Y=reproducibility R
leads to progress in metascience
(Fanelli, Tan, Amaral & Neves, in prep)
multiple regression, Y=reproducibility
2) D(τ) might
predict fitting propensity
preregistered test
(Fanelli & Bonifay, in prep)
1) generated N=20 models, all with 36 parameters
2) derived D(τ)), predicted their fitting propensity
3) tested them on 20,000 random covariance matrices
(Fanelli & Bonifay, in prep)
preregistered test
D(τ) uniquely reflects model complexity
(pre-registered test)
(Fanelli & Bonifay, in progress)
(Fanelli & Bonifay, in progress)
NO alternative theory explains this!
(pre-registered test)
multiple regression: Y=fitting propensity
The neglected importance of complexity in statistics and Metascience
Spearman’s ρ = 0.64,
P<0.002
Spearman’s ρ = 0.73,
P<0.001
(Bonifay and Cai 2017)
Bifactor
confirmatory
(theoretical)
20 parameters
EIFA:
exploratory
(a-theoretical)
20 parameters
(Fanelli & Bonifay, in progress)
how K improves theory testing
example of application
theories invoking
general
factor
(e.g. IQ, stress,
psychosis)
Bifactor widely used to “test” theories
(Bonifay and Cai 2017)
Bifactor
confirmatory
(theoretical)
20 parameters
EIFA:
exploratory
(a-theoretical)
20 parameters
K(Bifactor) ≥ K(EIFA)
“The [bifactor-encoded] theory
is specifically supported
by the data”
(Fanelli & Bonifay, in progress)
P<0.05
when is a theory actually supported?
example of application
Summary of this talk:
1) what’s missing in the current paradigm?
●
we pretend complexity is irrelevant
2) what might a new paradigm look like?
●
measuring D(τ), integrating/penalizing with K
3) evidence in support of this proposal?
●
increasingly promising
●
any alternative, better suggestions?

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The neglected importance of complexity in statistics and Metascience

  • 1. The neglected importance of complexity in statistics and Metascience  Daniele Fanelli
  • 2. In this talk: 1) what’s missing in the current paradigm 2) what a new paradigm might look like 3) evidence in support of this proposal
  • 3. The elephant in the room of: 1) metascience ● e.g. reproducibility 2) statistics ● e.g. model “complexity” ● [see SW seminar 2021, Fanelli 2019, 2022]
  • 4. What is “complex”? Level of complexity Many, diverse, interacting parts. Long to describe, difficult to predict.
  • 5. example 1) complexity deflates the “reproducibility crisis”. year project discipline N result 2014 Many labs 1 psychology, misc. 13, 36 labs 77% 2016 COS social+cognitive psychology 100 36-68% 2016 Camerer et al. experimental economics 18 61-78% 2018 Many labs 2 social+cognitive psychology 28, 62 samples, 36 countries 54% 2018 Camerer et al. social studies in Nature, Science 21 57-67% 2021 RPCB cancer biology 188, 50 exper., 23 papers 3-82% Lower reproducib: 1) complex phenomena 2) complex methods ● not just random noise ● structured, systematic diff.
  • 6. example 2) complexity confuses statistical results AIC:−2log( L)+2k
  • 7. models vary by “fitting propensity” (“complexity” beyond n. of parameters) (Bonifay and Cai 2017) universe of possible data When is a theory actually supported?
  • 8. How might the elephant appear? 1) integrate complexity of phenomena & methods in measuring, forecasting, correcting reproducibility 2) penalize statistical models for complexity beyond number of parameters integrating “complexity” ~ severity of testing
  • 10. K theory in a nutshell (Fanelli 2019, Fanelli 2022) K = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY +
  • 11. K = consilience K = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY explain/predict/control more/diverse phenomena with fewer/simpler theories/methods +
  • 12. what the variables represent = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K explain/predict/control more/diverse phenomena with fewer/simpler theories/methods +
  • 13. more information Y makes K GROW (Fanelli 2019, Fanelli 2022) K= H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY +
  • 14. (Fanelli 2019, Fanelli 2022) = - H(Y|X, τ)) H(X) D(τ)) nX H(Y1 ) + H(Y2 ) + H(Y3 ) nY H(Y1 ) + H(Y2 ) + H(Y3 ) + K more information Y makes K GROW +
  • 15. K theory in a nutshell (Fanelli 2019, Fanelli 2022) = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K +
  • 16. more info. Y|X, X, τ makes K small (Fanelli 2019, Fanelli 2022) K = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY +
  • 17. (Fanelli 2019, Fanelli 2022) K = H(Y) - H(Y) H(X) + nX nY H(Y1 |X, τ))+H(Y2 |X, τ))+H(Y3 |X, τ)) D(τ)1 )+D(τ)2 )+D(τ)3 ) + more info. Y|X, X, τ makes K small
  • 18. K theory in a nutshell (Fanelli 2019, Fanelli 2022) = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K + = ≈1, full consilience =0, no knowledge <0, wrong
  • 19. K theory in a nutshell (Fanelli 2019, Fanelli 2022) = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K +
  • 20. K of a regression model (Fanelli 2019, Fanelli 2022) Y = α + β X + error = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K +
  • 21. (Fanelli 2019, Fanelli 2022) Y = α + β X + error this has been said before = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K +
  • 22. (Fanelli 2019, Fanelli 2022) key theoretical innovations Y = α + β X + error = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K +
  • 23. (Fanelli 2019, Fanelli 2022) key methodological innovations Y = α + β X + error = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K +
  • 24. (Fanelli 2019, Fanelli 2022) graphs are everywhere in science methodologies theories (Fanelli 2019, Fanelli 2022) www.protocols.io/view/an-optimized-protocol- for-in-vivo-analysis-of-tumo-3byl471m2lo5/v1 = H(Y) - H(Y|X, τ)) H(Y) H(X) D(τ)) + nX nY K + (Mueller 2015, ICSS)
  • 26. 1) K predicts perceived and actual reproducibility
  • 27. “tau” of biological experiments (Fanelli, Tan, Amaral & Neves, 2022, MetaArxiv)
  • 28. K vs. perceived reproducibility (Fanelli, Tan, Amaral & Neves, 2022, MetaArxiv)
  • 29. K vs. actual reproducibility Kr=K o 2−λ⋅d kr hr=ko ho 2−λ⋅d log kr ko =log ho hr −λ⋅d R≡log H (Y )−H (Y∣X , τr) H (Y )−H (Y∣X , τo) =α+βlog 1 D (τr)/ N
  • 30. (Fanelli, Tan, Amaral & Neves, in prep) 1) K predicts actual reproducibility (part of collaboration with Brazilian Reproducibility Initiative)
  • 31. (Fanelli, Tan, Amaral & Neves, in prep) independent new predictor multiple regression, Y=reproducibility
  • 32. (Fanelli, Tan, Amaral & Neves, in prep) multiple regression, Y=reproducibility (here D(τ) based on sentences in replication protocol!) very easy to measure, automatize
  • 33. better than just P-values and N (Fanelli, Tan, Amaral & Neves, in prep) multiple regression, Y=reproducibility R
  • 34. leads to progress in metascience (Fanelli, Tan, Amaral & Neves, in prep) multiple regression, Y=reproducibility
  • 35. 2) D(τ) might predict fitting propensity
  • 36. preregistered test (Fanelli & Bonifay, in prep)
  • 37. 1) generated N=20 models, all with 36 parameters 2) derived D(τ)), predicted their fitting propensity 3) tested them on 20,000 random covariance matrices (Fanelli & Bonifay, in prep) preregistered test
  • 38. D(τ) uniquely reflects model complexity (pre-registered test) (Fanelli & Bonifay, in progress)
  • 39. (Fanelli & Bonifay, in progress) NO alternative theory explains this! (pre-registered test) multiple regression: Y=fitting propensity
  • 41. Spearman’s ρ = 0.64, P<0.002 Spearman’s ρ = 0.73, P<0.001
  • 42. (Bonifay and Cai 2017) Bifactor confirmatory (theoretical) 20 parameters EIFA: exploratory (a-theoretical) 20 parameters (Fanelli & Bonifay, in progress) how K improves theory testing example of application
  • 43. theories invoking general factor (e.g. IQ, stress, psychosis) Bifactor widely used to “test” theories
  • 44. (Bonifay and Cai 2017) Bifactor confirmatory (theoretical) 20 parameters EIFA: exploratory (a-theoretical) 20 parameters K(Bifactor) ≥ K(EIFA) “The [bifactor-encoded] theory is specifically supported by the data” (Fanelli & Bonifay, in progress) P<0.05 when is a theory actually supported? example of application
  • 45. Summary of this talk: 1) what’s missing in the current paradigm? ● we pretend complexity is irrelevant 2) what might a new paradigm look like? ● measuring D(τ), integrating/penalizing with K 3) evidence in support of this proposal? ● increasingly promising ● any alternative, better suggestions?