Understanding Robust and Exploratory Data Analysis. by David C.

Hoaglin; Frederick
Mosteller; John W. Tukey
Review by: D. L. McLeish
Journal of the American Statistical Association, Vol. 80, No. 389 (Mar., 1985), pp. 233-234
Published by: American Statistical Association
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Book Reviews 233

The effect on final evidence of the choice of 7r, is thus as serious as the choice Exploratorydata analysis (EDA), according to the introduction, studies
of Pr(H), and it is likely that Pr(H) can be more easily specified than 7t,. The singly and in combinationthe "fourR's": resistance,residuals, reexpression,
attemptedseparationof final evidence into "priorevidence" and "experimental and revelation. Resistance provides insensitivityof estimatorsto a change in
evidence" thus seems to be a failure. (One can, in this example, establishthe a small portion of the data. Residuals are studied to ascertain whether the
bound "weight of evidence" 2 - (n/2)2, which is independentof X,; and dominantand unusualfeaturesof the data have been adequatelyisolated and
in some circumstancesthis may be a useful bound for verifying H.) explained. Reexpression(transformation)of the data is used to promotesym-
This criticismof weight of evidence is actually somewhat unfair, because metry, homogeneity, linearity,and so forth. Revelationthroughvisual displays
Good never claimed that it is possible to break up total evidence into parts meets a clear need of dataanalyststo see behavior.Chapters1-3 are primarily
involving the prior and data separately. His only claims are that (a) in con- concerned with revelation, 4 and 8 with reexpression, 7 with residuals, and
templatingwhat the datahas to say, it is enlighteningto separateoff the initial 5, 6, and 9-12 with resistance.
log odds for H and (b) if one does want to talk abouta concept such as weight Chapter 1 describes the stem and leaf display, a well-establisheddisplay
of evidence (as many statisticiansand philosophersdesire to do), then the only that combines the features of a histogram with the need to retain more sig-
reasonablechoice is that consideredby Good (see Good 1984 for a discussion nificant digits. Rules for determiningintervalwidth, based on work of Scott
of this last point). I am certainly sympatheticwith both of these arguments and of Freedmanand Diaconis, are described.
and see no inherent harm in having available concepts such as weight of Chapter2 introducesletter values. If X(,), X(2),. X(n)are the ordersta-
evidence (and surpriseindexes, quasi utilities, etc.), except that they partially tistics from a sample of size n, the letter values are defined recursively;the
draw attentionaway from posteriorprobabilities,which may not be desirable ith lettervalues areX(J,)and X(n+ I -J),, where Ji_+ = ([J,] + 1)/2. HereJ, =
for nonexperts.This is essentially a Type II rationalityargument;that is, any (n + 1)/2 and an order statistic X(k+ 1/2) indicates the average of
additionalstatisticalbaggage we carry aroundmust be justifiable in terms of X(k) and X(k+ ,,. These are obviously closely related, but not identical, to the
the time it takes to learn how to use it properly.As with pudding, of course, 2-i and 1 - 2-' sample quantiles, and the values of these for i ' 2 or i '
the ultimateproof is in the tasting, and I must admitto not having tried these 3, together with the extremes, are displayed in five- or seven-numbersum-
concepts enough to know whetherone can indeed acquirea taste for them. (I maries of the data.
should certainly make the attempt, since I found Good's main course so Chapter3 describes boxplots, used to provide a visual impression of the
delicious.) median, fourthsXJ2)and X(n+ I -J2), andextremesof the dataaftera preliminary
Reading papers of Good, especially philosophicalones, is both easy and ad hoc separationof outliers. Examples of parallel displays of boxplots and
hard. It is easy because Good writes clearly and is often quite funny (inten- spreadversus level plots are given.
tionally);but it is hardbecause the ratioof ideas to examples is large, because Chapters4 and 8 describe the basic power transformations4p(x) = (xP -
there are frequent side trips, and because Good has a penchantfor naming 1)/p for p =$ 0 and 4o(x) = ln x. A brief discussion of transformationsfor
things "optimally," even if the names conflict with standardnames. (An symmetry, stable spread (- homogeneity), and matched transformationsis
example is the frequent use of "initial probability"and "final probability" given.
instead of "prior probability"and "posteriorprobability.") Of course, the Chapter 5 discusses resistant linear regression and a variety of methods
difference in terminology is partly the fault of others; Good was often there resistantto errorsin bothx andy, includingthose of Wald, NairandSrivastava,
first and his (eminentlysensible) names shouldthen take precedenceover later and Brown-Mood, Theil, and Siegel.
arrivals. Chapter6 introducesmedian polish for two-way tables, an algorithmthat
The book is as logically organizedas a collection of paperscan be, and the prescribesminimizing the sum of the absolute residuals alternatelyover row
lengthy introductionserves well to tie thingstogetherand provideperspective. and column effects in a two-way table. There is some discussion of the cir-
The mathematicallevel of the book should pose no difficulty for statistical cumstances when this algorithmconverges and when it converges to a least
readers. absolute residual solution and of breakdownbounds and resistance.
In conclusion, this is not a collection of outdatedpapers put together for Chapter7 is a,more traditionalbut excellent discussion of residualplots and
historicalreasons.The book addressesvital currentissues andis at the forefront diagnostics.
of statisticalthought. I heartilyrecommendit. Chapters9-12 concern robust estimationof location and scale and robust
confidence intervals. There are some tables that provide an updatedand less
JAMES 0. BERGER bewilderingcomparisonof the most prominentrobustestimatorsthan is avail-
Purdue University able, for example, in Andrews et al. (1972). These four chaptersprovide a
clear and simple perspectiveof principlesand practice in robustestimation.
REFERENCES To evaluate this book, I find it necessaryto separateexposition and theme.
Berger, James (1984), "The Robust Bayesian Viewpoint," in Robustness of Bayesian If the purpose of the book is to explain and illustratethe methods used in
Analyses, ed. J. B. Kadane, Amsterdam:North Holland, pp. 63-144. EDA to a readershipwith a moderate knowledge of statistics at an under-
Good, I. J. (1984), "TheBest Explicatumfor Weightof Evidence,"Journal of Statistical graduatelevel, then it is a considerablesuccess. In spite of the many authors,
Computingand Simulation, 19, C197. a clarity, consistency, and simplicity of style is maintainedthroughout;ab-
breviations,jargon, and terminologyparallelto that in the statisticalliterature
is less evident here than in some of the data analyticliterature.In many ways,
Understanding Robust and ExploratoryData Analysis. the authorsappearanxiousto bridgethe gap betweenEDA andmoretraditional
David C. Hoaglin, FrederickMosteller, and John W. Tukey (eds.), New statisticaltheory; some convergence of the two seems desirableif statistics is
York:John Wiley, 1983. xvi + 447 pp. $37.95. to progress.
In the debate between data analysts and more traditionalstatisticians,it is
The motivationfor this book can be summarizedby the following paragraph generally agreed that asymptotic optimality may have to be sacrificed for
quoted from the preface: improvedefficiency for small samples over a broaderrange of distributions:
the point of disagreementis the thresholdof evidence at which this sacrifice
The robustandresistanttechniquesthatwe discusshave considerablesupport is made. For some, the sacrifice of optimalityfor some naturalparentdistri-
in the statisticalresearchliterature,both at a highly abstractmathematical bution is a decision of last resort. They will not be satisfied by a collection
level and in extensive Monte Carlo studies. The book provides the basis of simple robustestimatorsprovidingreasonablesmall-sampleefficiency un-
for an adequateunderstandingof these techniques using examples and a less they are convinced that procedures (e.g., Pitman, BLUE, maximum
much reduced level of mathematicalsophistication. likelihood estimators)motivatedby a specific parentcannotcompete over the
The book consists of 12 chapters:"Stem and Leaf Displays," J. D. Emerson range of distributionsselected. For example, table 10-10 (p. 326) displays the
and D. C. Hoaglin; "Letter Values: A Set of Selected Order Statistics," variance of several estimators for different situations; maximum likelihood
D. C. Hoaglin; "Box Plots and Batch Comparisons," J. D. Emerson and estimators for only the Gauss and the double exponential are investigated.
J. Strenio; "TransformingData," J. D. Emersonand M. A. Stoto; "Resistant Some roughsimulationsindicatethata marginalmaximumlikelihoodestimator
Lines for y Versusx," J. D. Emersonand D. C. Hoaglin; "Analysis of Two- for the three-outliersituation does well comparedwith the estimatorslisted
Way Tables by Medians," J. D. Emerson and D. C. Hoaglin; "Examining there. Moreover, even though this is a more complicatedestimatorthan those
Residuals," C. Goodall; "MathematicalAspects of Transformation,"J. D. listed, it is easily programmed(in my case on an IBM personal computer)
Emerson;"Introductionto More Refined Estimators,"D. C. Hoaglin, F. Mos- using an EM iteration(Small 1984).
teller, and J. W. Tukey; "ComparingLocation Estimators:TrimmedMeans, A cautionarynote: It is apparentthat we need robust methods for viewing
Medians, and Trimean,"J. L. Rosenbergerand M. Gasko; "M-Estimatorsof tables of efficiencies of robust statistics. For example, the figures in Table 1
Location: An Outline of the Theory," C. Goodall; and "Robust Scale Esti- are takenfrom Andrewset al. (1972; A) and the book being reviewed (HMT).
mators and Confidence Intervalsfor Location," B. Iglewicz. Each chapteris The figures under HMT are from table 10-10 and are apparentlyexact. On
followed by a list of referencesand a set of problems, some of which contain the other hand, the simulatedvalue of .733 for the median at the slash dis-
data sets that provide interestingexamples of general statisticalinterest. tributionis repeatedin table 11-7. The obvious variabilityin values determined

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234 Journal of the American Statistical Association, March 1985

Table 1. Variances of Robust Statistics From Two Sources allows departuresof observed fertility from the standardover time as well as
age.
Parent distribution The book is separatedinto a process section (Chaps. 2-5) and an outcome
section (Chaps. 6-8). Chapter2 is a discussion of the methodand philosophy
Cauchy Slash of the EDA approachadvocated by John Tukey (1977). First applied to de-
Estimator mographicdata in McNeil and Tukey (1975), EDA emphasizes stepwise dis-
(n= 10) A HMT A HMT section of the data based on examinationof the residuals at each iteration.
The notion of a prior model is conspicuously absent. Instead, "the EDA
Median .366 .3362 .733 .7048 approachpermits the model of changing fertility patternsto grow out of the
Midmean .578 .4498 .841 .8389 time sequence data" (p. 2). The main steps of EDA are (a) examinationof
Trimean 1.331 .6348 1.042 1.1143 numericaland graphicalsummariesof the data, (b) reexpressionor transfor-
mation of data to improve linearity, (c) more complex descriptionof the data
NOTE: A = Andrews et al. (1972); HMT = Hoaglin et al. (1983).
in the form of fitted relationships,and (d) re-presentationof fitted relationships
in algebraicallyequivalentforms to facilitate the choice of a demographically
by simulation(cf. tables 11.4-11.10) surelyjustifies some referenceto stan-
interpretablemodel. Step (c) is carriedout by applicationof empiricalhigher
darderrors.
rank (EHR) analysis, the details of which are presentedin an appendix.This
There are some general criticisms that may be leveled at EDA, which
iteratively weighted fitted procedureis characterizedby two properties-ro-
consequently concern this book as well. Errorsor outliers in data sets are
bustnessto nonnormaldata, andresistanceto outliers-that makeit particularly
carefully accommodatedin EDA throughbroadermodels, resistantand robust
attractivefor exploratoryanalysis.
methods, andresidualanalysisand, in general, throughan enormousflexibility
Chapter 3 introducesthe 12 fertility sequences analyzed by EHR. These
of statisticaltools. Errorsin inferenceresultingfrom the use of the same data
include a variety of cross-section and cohort sequences for Swedish marital
for exploratoryandconfirmatorypurposesare not so carefullyguardedagainst;
and overall age-specific fertility. Cumulated, normalized age schedules are
for example, the prescriptionon page 2 reads: "A cycle of alternatinguses of
employed, ratherthan use of age-specific rates directly. For a cohort fertility
exploratoryand confirmatorytechniqueseither on successive smaller bodies
schedule, the cumulated,normalizedage-specific ratemeasuresthe proportion
of data or on a single substantialone is not uncommon and is often very
of the cohort's total fertility achievedby a given age. Fromthe cross-sectional
desirable."The greatflexibility of EDA tools will seriouslyimpairthe validity
point of view, the cumulated, normalized schedule gives the proportionof
of any of the usualconfirmatoryanalysesand increasethe dangerof overfitting.
total fertility in a given year that can be attributedto women of a given age
Plots such as those proposedto determinetransformationsto improve sym-
or younger. These data facilitate analysis of changes in the age patternof
metry combine the simplicity of a "theoretically"linear plot with an exceed-
fertility across years and cohorts in which total fertility has also undergone
ingly complicateddependentstructureamong "residuals"or departuresfrom
significant change. At a later point (Chap. 6), an attemptis made to control
linearity. One wondersto what extent an individuallacking extensive training
for the relationshipthat exists between the level and timing of cohortfertility.
with such plots is able to isolate the linear structurefrom the effects of the
Chapter4 discusses a key step in the exploratoryanalysis-examination of
dependence.
the residualsfor remainingstructureor pattern.Three types of plots are sug-
Phraseslike "If we rule out the Gaussianas a possible distributionbecause
gested for the purposeof evaluatingthe residuals-schematic plots that order
we believe that it has unrealisticallylight tails," and "If we omit the slash
residualsby size within an age category, scatterplotsthat summarizeresiduals
distributionfrom considerationfor having possibly unrealisticallyheavy tails
orderedin time sequence for pairs of age categories, and time sequence plots
for some circumstances"(p. 331) suggest a morerefinedjudgmentconcerning
for all age groups. Use of these plots facilitatesthe determinationof the level
the natureof the largely unobservablepart of the density than, I think, most
of complexity of the EHR description.The goal is to reduceresidualvariation
statisticianspossess.
about the fitted relationshipto isolated deviations that may be explained in
I also find section 9B, "Why the SymmetricCase?", not totally compelling
terms of singularevents or inferiordata.
and, uncharacteristicallyfor the subject, oriented towardmathematicalprag-
Chapter5, the last on process, addressesthe issue of how to present the
matics ratherthan the requirementsof real batches of data.
EHR results in a demographicallyinterpretablestandardform. The primary
In spite of the above mild reservations,I find this, on balance, an excellent
considerations in the choice of a standardform are to simplify the fitted
and highly readablebook suitable to a broad audience. Those of us rooted in
description, to select patternsrelated to underlyingdemographicprocesses,
the traditionsof optimalitycriteriaandlikelihoodtheorywill enjoy a refreshing
and to concentratein a single time parameterthe long-termtrend of change
excursion into pragmatism.Practitionerswill find this an excellent guide to
in the age patternof fertility that is associated with a decline in the overall
modernresults in EDA and robustness,unencumberedby complicatedmath-
level of fertility.
ematical derivations. All of us will benefit from rethinkingthe scope and
The balance of the book presents the results of applying the exploratory
direction of statistics; one of the major contributionsof books such as this
methods introducedin the first five chapters. Chapter6 considers the rela-
may' lie in this forced reanalysis. In conclusion, this book is highly recom-
tionship between cohort timing of childbearingand cohort fertility levels and
mended to all.
identifies major trends and transitionsin summarymeasuresof these dimen-
sions of Swedish demography. Some attention is given to the question of
D. L. McLEISH
relative data quality in the pre- and post-1860 periods, 1860 being the year
Universityof Waterloo
of the first modern census of populationby the Swedish CentralBureau of
Statistics. The chapterconcludes with an extensive analysisof regionalfertility
REFERENCES
change in the counties of Sweden over the period 1860-1970.
Andrews, D. F., Bickel, P. J., Hampel, F. R., Huber, P. J., Rogers, W. H., and Tukey, Chapter7 undertakesa comparisonof the EHR model and the Coale (1971)
J. W. (1972), RobustEstimatesof Location, Princeton,NJ: PrincetonUniversityPress. - Coale and Trussell(1974) model of maritalfertilityand will be of particular
Small, C. (1984), "Estimation by Marginal Maximum Likelihood for k-Outlier interestto demographers.The main conclusion of this exercise is that there is
Models," unpublishedTechnical Report, University of Waterloo.
a high level of compatibilitybetween the alternativedescriptions,but the EHR
model capturesmore of the variabilityof the data in the fitted descriptionthan
does the Coale model. The chapterconcludes with furtheranalysis of marital
fertility in Sweden.
Age, Time, and Fertility: Applications of Exploratory A detaileddescriptiveanalysisof Swedish fertilityby the EHR methodology
Data Analysis. will be of greaterutility if it is capable of producinga standardagainst which
Mary B. Breckenridge.New York: Academic Press, 1983. xxv + 317 the fertility of other countries can be measured.Chapter8 presentsevidence
pp. $39.50. for the generalityof the EHR age standardsby fitting the 1917-1968 portion
of U.S. age-specific overall fertility to an appropriateset of EHR parameters
This is a book that will interestboth studentsof Swedish populationhistory estimated from Swedish data. The positive results of this exercise imply the
and demographersseeking an introductionto the techniques of exploratory ability to make useful comparisonsof fertilitypatternsacrosspopulationsprior
data analysis (EDA). The demographicfocus of the study is 200 years of to a complete EHR analysis of all populations. Preliminaryanalysis of this
Swedish age-specific fertility rates (1775-1970) and the searchfor a standard sort is undertakenfor 48 countries, and the results are discussed in the re-
representationof demographicchange in the time domain. (For an accountof mainderof this last chapteron outcomes.
the origins of Swedish populationdata, see Hofsten and Lundstrom1976.) This book is recommendedreading for any demographerwith an interest
Previous work on what demographerscall "model fertility schedules," most in the applicationof new statistical methods to the long-standingproblemof
notably that of Coale (1971) and Coale and Trussell (1974), has been limited characterizingdemographicchange over time. The division of the chapters
to the derivationof fixed (in time) age standards.In the EDA approachBreck- into process and outcome sections provides a useful introductionto the EDA
enridge finds a procedurethat is sufficiently flexible to producea model that approachregardlessof whetherone has a substantiveinterestin the age pattern

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