From d54cff97b61503c9aedfd36f71fb2a1b8f66ca25 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Nu=C3=B1o=20Sempere?= Date: Mon, 6 May 2019 15:59:03 +0200 Subject: [PATCH] Update and rename Writeup.md to Self-experimentation-calibration.md --- ...md => Self-experimentation-calibration.md} | 61 +++++++++++-------- 1 file changed, 36 insertions(+), 25 deletions(-) rename rat/{Writeup.md => Self-experimentation-calibration.md} (85%) diff --git a/rat/Writeup.md b/rat/Self-experimentation-calibration.md similarity index 85% rename from rat/Writeup.md rename to rat/Self-experimentation-calibration.md index f1a51bf..3f6d8ea 100644 --- a/rat/Writeup.md +++ b/rat/Self-experimentation-calibration.md @@ -21,11 +21,14 @@ I have 505 observations. The dataset is available if I know you or if you can ge ## 1. How well calibrated am I? A picture is worth a thousand words: -In this case, two pictures: The second merges probabilities > and < than .5 in the obvious way: it interprets having assigned a probability of, say, 0.33 to "X" as having assigned a probability of 0.66 to "Not X". Working with odds, this is even more straightforward: if you offer 1:2 odds in favor of "X", you're also offering 2:1 odds in favor of "Not X". +![](https://nunosempere.github.io/rat/Calibration1.png) +![](https://nunosempere.github.io/rat/Calibration2.png) + +In this case, two pictures: The second merges probabilities > and < than .5 in the obvious way: it interprets having assigned a probability of, say, 0.33 to "X" as having assigned a probability of 0.66 to "Not X". Working with odds, this is also straightforward: if you think that 1:2 are fair odds in favor of "X", you also think that 2:1 are fair odds in favor of "Not X". I notice that my 1:5 is closer to 1:2.5 in reality, with n=28 observations. My 1:15 is also closer to 1:5, but I think that this particularity can be explained by 1:15 being the default value, i.e., the value which got written when I left that cell blank. I'll nonetheless pay attention to that in the future. On the bright side, my 1:2 and 1:3 odds are exactly on point. -My Brier score is 0.0755985, which indicates that the questions were in general rather easy, or that I'm very sharp. +My Brier score is 0.0755985. The significant digits become relevant later. ## 2. How do I compare to a some simple regression models? I create four simple linear regression models and interpret their output as probability. I also consider a really really dumb predictor, for comparison purposes. @@ -37,14 +40,14 @@ I create four simple linear regression models and interpret their output as prob Here is a table: -| | Which variable does the regression try to predict? | Variables regressed on (what information does this model work with) | Brier score tested & trained on the whole set | Trained on 80% and tested on the rest (average value, 1000+ times) | Trained on 50% and tested on the rest (average value, 1000+ times) | -|---------------------------------------------------------|----------------------------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------------------------------------------|--------------------------------------------------------------------|--------------------------------------------------------------------| -| 1. Dumbest model | Binary outcome | None. Empty regression, just the intercept | 0.095496 | 0.09538288 | 0.09542671 | -| 2. Regression without any subjective factors | Binary outcome | Type of question Homework vs Exam vs Lecture question First vs second try BDC | 0.082598 | 0.131296 | 0.1412152 | -| 3. Regression model with inner experience | Binary outcome | 1. Type of question 2. Homework vs Exam vs Lecture question 3. First vs second try 4. Becker Depression Checklist Score. 5. Inner experience: Hunch to Incredibly Confident | 0.076962 | 0.1040722 | 0.1149272 | -| 4. Full regression model | Binary outcome | 1. Type of question 2. Homework vs Exam vs Lecture question 3. First vs second try 4. Becker Depression Checklist Score. 5. Inner experience: Hunch to Incredibly Confident 6. Subjective probability | 0.073224 | 0.09260587 | 0.1020023 | -| 5. Regression model with only my subjective probability | Binary outcome | 1. Subjective probability | 0.075541 | 0.07545493 | 0.07538371 | -| 6. Subjective probability | Does not apply | Not a regression model | Does not appy | Not a regression model | Does not apply | My Brier score was 0.0755985 | - | - | +| | Which variable does the regression try to predict? | Variables regressed on (what information does this model work with) | Brier score tested & trained on the whole set | Trained on 80% and tested on the rest (average value, 1000+ times) | Trained on 50% and tested on the rest (average value, 1000+ times) | +|---------------------------------------------------------|----------------------------------------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------------------------------------------|--------------------------------------------------------------------|--------------------------------------------------------------------| +| 1. Dumbest model | Binary outcome | None. Empty regression, just the intercept | 0.095496 | 0.09538288 | 0.09542671 | +| 2. Regression without any subjective factors | Binary outcome | 1. Type of question 2. Homework vs Exam vs Lecture question 3. First vs second try 4. BDC | 0.082598 | 0.131296 | 0.1412152 | +| 3. Regression model with inner experience | Binary outcome | 1. Type of question 2. Homework vs Exam vs Lecture question 3. First vs second try 4. Becker Depression Checklist Score. 5. Inner experience: Hunch to Incredibly Confident | 0.076962 | 0.1040722 | 0.1149272 | +| 4. Full regression model | Binary outcome | 1. Type of question 2. Homework vs Exam vs Lecture question 3. First vs second try 4. Becker Depression Checklist Score. 5. Inner experience: Hunch to Incredibly Confident 6. Subjective probability | 0.073224 | 0.09260587 | 0.1020023 | +| 5. Regression model with only my subjective probability | Binary outcome | 1. Subjective probability | 0.075541 | 0.07545493 | 0.07538371 | +| 6. Subjective probability | Does not apply | Not a regression model | Does not appy | Not a regression model | Does not apply | My Brier score was 0.0755985 | - | - | ### 2.1. Dumb model @@ -54,6 +57,7 @@ A dumb model which always outputs the overall base rate gets a Brier score of 0. #### 2.2.1. Code and output +``` > summary(LM6) Call: @@ -65,21 +69,23 @@ Residuals: -1.00188 0.01493 0.04878 0.09309 0.49155 Coefficients: - Estimate Std. Error t value Pr(>|t|) -(Intercept) 0.8408927 0.0893759 9.408 < 2e-16 *** -as.factor(D$Type.of.question)MC 0.1898829 0.0590873 3.214 0.001396 ** -as.factor(D$Type.of.question)MS -0.0080026 0.0618861 -0.129 0.897163 -as.factor(D$Type.of.question)TF 0.1560246 0.0631872 2.469 0.013875 * -Is_Normal 0.0342562 0.0453966 0.755 0.450848 -Is_Homework -0.0003015 0.0512829 -0.006 0.995311 -BDC -0.0020370 0.0015640 -1.302 0.193366 -as.factor(Trial..1st.if.not.specified.)2 -0.2039517 0.0590451 -3.454 0.000599 *** ---- -Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 + Estimate Std. Error t value Pr(>|t|) -Residual standard error: 0.2897 on 497 degrees of freedom -Multiple R-squared: 0.1349, Adjusted R-squared: 0.1227 -F-statistic: 11.07 on 7 and 497 DF, p-value: 4.899e-13 +(Intercept) 0.8408927 0.0893759 9.408 < 2e-16 *** +as.factor(D$Type.of.question)MC 0.1898829 0.0590873 3.214 0.001396 ** +as.factor(D$Type.of.question)MS -0.0080026 0.0618861 -0.129 0.897163 +as.factor(D$Type.of.question)TF 0.1560246 0.0631872 2.469 0.013875 * +Is_Normal 0.0342562 0.0453966 0.755 0.450848 +Is_Homework -0.0003015 0.0512829 -0.006 0.995311 +BDC -0.0020370 0.0015640 -1.302 0.193366 +as.factor(Trial..1st.if.not.specified.)2 -0.2039517 0.0590451 -3.454 0.000599 *** + +Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 + +Residual standard error: 0.2897 on 497 degrees of freedom +Multiple R-squared: 0.1349, Adjusted R-squared: 0.1227 +F-statistic: 11.07 on 7 and 497 DF, p-value: 4.899e-13 +``` #### 2.2.2. Interpretation I found it rather surprising that how depressed I was (BDC: Becker Depression Checklist) didn't seem to have that big of an effect. In particular, I try to adjust for my mood, but I wasn't particularly expecting to succeed. Anecdotically, I do see an effect of my mood on the extremity of my odds: The sadder I am the more recluctant I am to give 1:1000, 1:10000 and higher odds, even about things which I'm really sure about. @@ -94,6 +100,7 @@ If I use this model to output predicted probabilities for each question, I get a #### 2.3.1. Code and output +``` > lm(Result_Binary ~ as.factor(D$Type.of.question) + as.factor(D$One.word) + Is_Normal + Is_Homework + BDC + as.factor(Trial..1st.if.not.specified.), data=D) -> LM1 > summary(LM1) @@ -125,6 +132,7 @@ Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ Residual standard error: 0.2813 on 492 degrees of freedom Multiple R-squared: 0.193, Adjusted R-squared: 0.1733 F-statistic: 9.804 on 12 and 492 DF, p-value: < 2.2e-16 +``` #### 2.3.2 Interpretation As expected, the coefficients associated with a measure of my inner confidence check out. Huch < Somewhat confident < Confident < Very confident < Incredibly confident (IC). Note that all of the factors are present, instead of one of them having been swallowed by the intercept, because there were 3 times which I just left that question blank, and I didn't want to remove that data. @@ -135,7 +143,7 @@ If I instead train the model on a random selection of 80% of the data points, an ### 2.4. Including my subjective probability & everything else. #### 2.4.1. Code and output - +``` > summary(LM3) Call: @@ -169,6 +177,7 @@ Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ Residual standard error: 0.2747 on 491 degrees of freedom Multiple R-squared: 0.2316, Adjusted R-squared: 0.2113 F-statistic: 11.39 on 13 and 491 DF, p-value: < 2.2e-16 +``` #### 2.4.1. Interpretation All the other factors become slightly more irrelevant. It seems that my subjective probability does add information, a lot of it. After having seen the graph at the beginning, this is not surprising. @@ -179,6 +188,7 @@ If I use this model to output probabilities for each question, I get a Brier sco ### 2.5. Including only my subjective probability #### 2.5.1. Code and output +``` > summary(LM2) Call: @@ -198,6 +208,7 @@ Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ Residual standard error: 0.2754 on 503 degrees of freedom Multiple R-squared: 0.209, Adjusted R-squared: 0.2074 F-statistic: 132.9 on 1 and 503 DF, p-value: < 2.2e-16 +``` #### 2.3.2. Interpretation Multiply my probability by 1.005-ish and take 1.2% from that, and I'd be slightly more accurate. I'm not reading much into that. If I do this, I get an slightly better Brier score of 0.075541, slightly better than my own 0.0755985.