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PREFACE
“OK, I’ve got some data. Now what?”It is the quintessence of science, engineering, and numerous other disciplines to makequantitative observations, record them, and then try to make some sense out of the resultingdataset. Quite often, the latter is an easy task, due either to practiced familiarity with thedomain or to the fact that the goals of the exercise are undemanding. However, when workingat the frontiers of knowledge, this is not the case. Here, one encounters unknown territory,with maps that are sometimes poorly defined and always incomplete.The question posed above is nontrivial; the path from observation to understanding is, ingeneral, long and arduous. There are techniques to facilitate the journey but these are seldomtaught to those who need them most. My own observations, over the past twenty years, havedisclosed that, if a functional relationship is nonlinear, or a probability distribution somethingother than Gaussian, Exponential, or Uniform, then analysts (those who are not statisticians)are usually unable to cope. As a result, approximations are made and reports deliveredcontaining conclusions that are inaccurate and/or misleading.With scientific papers, there are always peers who are ready and willing to second-guessany published analysis. Unfortunately, there are as well many less mature disciplines whichlack the checks and balances that science has developed over the centuries and which frequentlyaddress areas of public concern. These concerns lead, inevitably, to public decisions andwarrant the best that mathematics and statistics have to offer, indeed, the best that analysts canprovide. Since Nature is seldom linear or Gaussian, such analyses often fail to live up toexpectations.The present tutorial is intended to provide an introduction to the correct analysis of data. Itaddresses, in an elementary way, those ideas that are important to the effort of distinguishinginformation from error. This distinction, unhappily not always acknowledged, constitutes thecentral theme of the material described herein.Both deterministic modeling (univariate regression) as well as the (stochastic) modeling of random variables are considered, with emphasis on the latter since it usually gets short shrift instandard textbooks. No attempt is made to cover every topic of relevance. Instead, attention isfocussed on elucidating and illustrating core concepts as they apply to empirical data. I am ascientist, not a statistician, and these are my priorities.This tutorial is taken from the documentation included with the Macintosh software package
Regress+
which is copyrighted freeware, downloadable athttp://www.geocities.com/~mikemclaughlin/software/Regress_plus.htmlMichael P. McLaughlinMcLean, VAOctober, 1999
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