programmers
This book is about turning data into knowledge. Data is cheap (at least
relatively); knowledge is harder to come by.
I will present three related pieces:
Probability is the study of random events. Most people have an intuitive
understanding of degrees of probability, which is why you can use
words like “probably” and “unlikely” without special training, but we
will talk about how to make quantitative claims about those degrees.
Statistics is the discipline of using data samples to support claims about
populations. Most statistical analysis is based on probability, which is
why these pieces are usually presented together.
Computation is a tool that is well-suited to quantitative analysis, and
computers are commonly used to process statistics. Also, computa-
tional experiments are useful for exploring concepts in probability and
statistics.
The thesis of this book is that if you know how to program, you can use
that skill to help you understand probability and statistics. These topics are
often presented from a mathematical perspective, and that approach works
well for some people. But some important ideas in this area are hard to work
with mathematically and relatively easy to approach computationally.
The rest of this chapter presents a case study motivated by a question I
heard when my wife and I were expecting our first child: do first babies
tend to arrive late?
2
Chapter 1. Statistical thinking for programmers
1.1
Do first babies arrive late?
If you Google this question, you will find plenty of discussion. Some people
claim it’s true, others say it’s a myth, and some people say it’s the other way
around: first babies come early.
In many of these discussions, people provide data to support their claims. I
found many examples like these:
“My two friends that have given birth recently to their first ba-
bies, BOTH went almost 2 weeks overdue before going into
labour or being induced.”
“My first one came 2 weeks late and now I think the second one
is going to come out two weeks early!!”
“I don’t think that can be true because my sister was my
mother’s first and she was early, as with many of my cousins.”
Reports like these are called anecdotal evidence because they are based on
data that is unpublished and usually personal. In casual conversation, there
is nothing wrong with anecdotes, so I don’t mean to pick on the people I
quoted.
But we might want evidence that is more persuasive and an answer that is
more reliable. By those standards, anecdotal evidence usually fails, because:
Small number of observations: If the gestation period is longer for first ba-
bies, the difference is probably small compared to the natural varia-
tion. In that case, we might have to compare a large number of preg-
nancies to be sure that a difference exists.
Selection bias: People who join a discussion of this question might be in-
terested because their first babies were late. In that case the process of
selecting data would bias the results.
Confirmation bias: People who believe the claim might be more likely to
contribute examples that confirm it. People who doubt the claim are
more likely to cite counterexamples.
Inaccuracy: Anecdotes are often personal stories, and often misremem-
bered, misrepresented, repeated inaccurately, etc.
So how can we do better?
1.2. A statistical approach
3
1.2
A statistical approach
To address the limitations of anecdotes, we will use the tools of statistics,
which include:
Data collection: We will use data from a large national survey that was de-
signed explicitly with the goal of generating statistically valid infer-
ences about the U.S. population.
Descriptive statistics: We will generate statistics that summarize the data
concisely, and evaluate different ways to visualize data.
Exploratory data analysis: We will look for patterns, differences, and other
features that address the questions we are interested in. At the same
time we will check for inconsistencies and identify limitations.
Hypothesis testing: Where we see apparent effects, like a difference be-
tween two groups, we will evaluate whether the effect is real, or
whether it might have happened by chance.
Estimation: We will use data from a sample to estimate characteristics of
the general population.
By performing these steps with care to avoid pitfalls, we can reach conclu-
sions that are more justifiable and more likely to be correct.
1.3
The National Survey of Family Growth
Since 1973 the U.S. Centers for Disease Control and Prevention (CDC) have
conducted the National Survey of Family Growth (NSFG), which is in-
tended to gather “information on family life, marriage and divorce, preg-
nancy, infertility, use of contraception, and men’s and women’s health. The
survey results are used ... to plan health services and health education pro-
grams, and to do statistical studies of families, fertility, and health.”1
We will use data collected by this survey to investigate whether first babies
tend to come late, and other questions. In order to use this data effectively,
we have to understand the design of the study.
1See ❤tt♣✿✴✴❝❞❝✳❣♦✈✴♥❝❤s✴♥s❢❣✳❤t♠.
4
Chapter 1. Statistical thinking for programmers
The NSFG is a cross-sectional study, which means that it captures a snap-
shot of a group at a point in time. The most common alternative is a lon-
gitudinal study, which observes a group repeatedly over a period of time.
The NSFG has been conducted seven times; each deployment is called a cy-
cle. We will be using data from Cycle 6, which was conducted from January
2002 to March 2003.
The goal of the survey is to draw conclusions about a population; the target
population of the NSFG is people in the United States aged 15-44.
The people who participate in a survey are called respondents; a group of
respondents is called a cohort. In general, cross-sectional studies are meant
to be representative, which means that every member of the target popu-
lation has an equal chance of participating. Of course that ideal is hard to
achieve in practice, but people who conduct surveys come as close as they
can.
The NSFG is not representative; instead it is deliberately oversampled.
The designers of the study recruited three groups—Hispanics, African-
Americans and teenagers—at rates higher than their representation in the
U.S. population. The reason for oversampling is to make sure that the num-
ber of respondents in each of these groups is large enough to draw valid
statistical inferences.
Of course, the drawback of oversampling is that it is not as easy to draw
conclusions about the general population based on statistics from the sur-
vey. We will come back to this point later.
Exercise 1.1 Although the NSFG has been conducted seven times,
it is not a longitudinal study.
Read the Wikipedia pages ❤tt♣✿
✴✴✇✐❦✐♣❡❞✐❛✳♦r❣✴✇✐❦✐✴❈r♦ss✲s❡❝t✐♦♥❛❧❴st✉❞② and ❤tt♣✿✴✴✇✐❦✐♣❡❞✐❛✳
♦r❣✴✇✐❦✐✴▲♦♥❣✐t✉❞✐♥❛❧❴st✉❞② to make sure you understand why not.
Exercise 1.2 In this exercise, you will download data from the NSFG; we
will use this data throughout the book.
1. Go to ❤tt♣✿✴✴t❤✐♥❦st❛ts✳❝♦♠✴♥s❢❣✳❤t♠❧. Read the terms of use for
this data and click “I accept these terms” (assuming that you do).
2. Download
the
files
named
✷✵✵✷❋❡♠❘❡s♣✳❞❛t✳❣③
and
✷✵✵✷❋❡♠Pr❡❣✳❞❛t✳❣③. The first is the respondent file, which con-
tains one line for each of the 7,643 female respondents. The second
file contains one line for each pregnancy reported by a respondent.
1.4. Tables and records
5
3. Online documentation of the survey is at ❤tt♣✿✴✴✇✇✇✳✐❝♣sr✳✉♠✐❝❤✳
❡❞✉✴♥s❢❣✻. Browse the sections in the left navigation bar to get a sense
of what data are included. You can also read the questionnaires at
❤tt♣✿✴✴❝❞❝✳❣♦✈✴♥❝❤s✴❞❛t❛✴♥s❢❣✴♥s❢❣❴✷✵✵✷❴q✉❡st✐♦♥♥❛✐r❡s✳❤t♠.
4. The web page for this book provides code to process the data files from
the NSFG. Download ❤tt♣✿✴✴t❤✐♥❦st❛ts✳❝♦♠✴s✉r✈❡②✳♣② and run it
in the same directory you put the data files in. It should read the data
files and print the number of lines in each:
◆✉♠❜❡r ♦❢ r❡s♣♦♥❞❡♥ts ✼✻✹✸
◆✉♠❜❡r ♦❢ ♣r❡❣♥❛♥❝✐❡s ✶✸✺✾✸
5. Browse the code to get a sense of what it does. The next section ex-
plains how it works.
1.4
Tables and records
The poet-philosopher Steve Martin once said:
“Oeuf” means egg, “chapeau” means hat. It’s like those French
have a different word for everything.
Like the French, database programmers speak a slightly different language,
and since we’re working with a database we need to learn some vocabulary.
Each line in the respondents file contains information about one respondent.
This information is called a record. The variables that make up a record are
called fields. A collection of records is called a table.
If you read s✉r✈❡②✳♣② you will see class definitions for ❘❡❝♦r❞, which is an
object that represents a record, and ❚❛❜❧❡, which represents a table.
There are two subclasses of ❘❡❝♦r❞—❘❡s♣♦♥❞❡♥t and Pr❡❣♥❛♥❝②—which
contain records from the respondent and pregnancy tables. For the time
being, these classes are empty; in particular, there is no init method to ini-
tialize their attributes. Instead we will use ❚❛❜❧❡✳▼❛❦❡❘❡❝♦r❞ to convert a
line of text into a ❘❡❝♦r❞ object.
There are also two subclasses of ❚❛❜❧❡: ❘❡s♣♦♥❞❡♥ts and Pr❡❣♥❛♥❝✐❡s. The
init method in each class specifies the default name of the data file and the
6
Chapter 1. Statistical thinking for programmers
type of record to create. Each ❚❛❜❧❡ object has an attribute named r❡❝♦r❞s,
which is a list of ❘❡❝♦r❞ objects.
For each ❚❛❜❧❡, the ●❡t❋✐❡❧❞s method returns a list of tuples that specify
the fields from the record that will be stored as attributes in each ❘❡❝♦r❞
object. (You might want to read that last sentence twice.)
For example, here is Pr❡❣♥❛♥❝✐❡s✳●❡t❋✐❡❧❞s:
❞❡❢ ●❡t❋✐❡❧❞s✭s❡❧❢✮✿
r❡t✉r♥ ❬
✭✬❝❛s❡✐❞✬✱ ✶✱ ✶✷✱ ✐♥t✮✱
✭✬♣r❣❧❡♥❣t❤✬✱ ✷✼✺✱ ✷✼✻✱ ✐♥t✮✱
✭✬♦✉t❝♦♠❡✬✱ ✷✼✼✱ ✷✼✼✱ ✐♥t✮✱
✭✬❜✐rt❤♦r❞✬✱ ✷✼✽✱ ✷✼✾✱ ✐♥t✮✱
✭✬❢✐♥❛❧✇❣t✬✱ ✹✷✸✱ ✹✹✵✱ ❢❧♦❛t✮✱
❪
The first tuple says that the field ❝❛s❡✐❞ is in columns 1 through 12 and it’s
an integer. Each tuple contains the following information:
field: The name of the attribute where the field will be stored. Most of the
time I use the name from the NSFG codebook, converted to all lower
case.
start: The index of the starting column for this field. For example, the start
index for ❝❛s❡✐❞ is 1. You can look up these indices in the NSFG
codebook at ❤tt♣✿✴✴♥s❢❣✳✐❝♣sr✳✉♠✐❝❤✳❡❞✉✴❝♦❝♦♦♥✴❲❡❜❉♦❝s✴◆❙❋●✴
♣✉❜❧✐❝✴✐♥❞❡①✳❤t♠.
end: The index of the ending column for this field; for example, the end
index for ❝❛s❡✐❞ is 12. Unlike in Python, the end index is inclusive.
conversion function: A function that takes a string and converts it to an
appropriate type. You can use built-in functions, like ✐♥t and ❢❧♦❛t,
or user-defined functions. If the conversion fails, the attribute gets the
string value ✬◆❆✬. If you don’t want to convert a field, you can provide
an identity function or use str.
For pregnancy records, we extract the following variables:
caseid is the integer ID of the respondent.
prglength is the integer duration of the pregnancy in weeks.
1.4. Tables and records
7
outcome is an integer code for the outcome of the pregnancy. The code 1
indicates a live birth.
birthord is the integer birth order of each live birth; for example, the code
for a first child is 1. For outcomes other than live birth, this field is
blank.
finalwgt is the statistical weight associated with the respondent. It is a
floating-point value that indicates the number of people in the U.S.
population this respondent represents.
Members of oversampled
groups have lower weights.
If you read the casebook carefully, you will see that most of these variables
are recodes, which means that they are not part of the raw data collected by the survey, but they are calculated using the raw data.
For example, ♣r❣❧❡♥❣t❤ for live births is equal to the raw variable ✇❦s❣❡st
(weeks of gestation) if it is available; otherwise it is estimated using ♠♦s❣❡st
✯ ✹✳✸✸ (months of gestation times the average number of weeks in a
month).
Recodes are often based on logic that checks the consistency and accuracy
of the data. In general it is a good idea to use recodes unless there is a
compelling reason to process the raw data yourself.
You might also notice that Pr❡❣♥❛♥❝✐❡s has a method called ❘❡❝♦❞❡ that
does some additional checking and recoding.
Exercise 1.3 In this exercise you will write a program to explore the data in
the Pregnancies table.
1. In the directory where you put s✉r✈❡②✳♣② and the data files, create a
file named ❢✐rst✳♣② and type or paste in the following code:
✐♠♣♦rt s✉r✈❡②
t❛❜❧❡ ❂ s✉r✈❡②✳Pr❡❣♥❛♥❝✐❡s✭✮
t❛❜❧❡✳❘❡❛❞❘❡❝♦r❞s✭✮
♣r✐♥t ✬◆✉♠❜❡r ♦❢ ♣r❡❣♥❛♥❝✐❡s✬✱ ❧❡♥✭t❛❜❧❡✳r❡❝♦r❞s✮
The result should be 13593 pregnancies.
2. Write a loop that iterates t❛❜❧❡ and counts the number of live births.
Find the documentation of ♦✉t❝♦♠❡ and confirm that your result is
consistent with the summary in the documentation.
8
Chapter 1. Statistical thinking for programmers
3. Modify the loop to partition the live birth records into two groups, one
for first babies and one for the others. Again, read the documentation
of ❜✐rt❤♦r❞ to see if your results are consistent.
When you are working with a new dataset, these kinds of checks
are useful for finding errors and inconsistencies in the data, detect-
ing bugs in your program, and checking your understanding of the
way the fields are encoded.
4. Compute the average pregnancy length (in weeks) for first babies and
others. Is there a difference between the groups? How big is it?
You can download a solution to this exercise from ❤tt♣✿✴✴t❤✐♥❦st❛ts✳❝♦♠✴
❢✐rst✳♣②.
1.5
Significance
In the previous exercise, you compared the gestation period for first babies
and others; if things worked out, you found that first babies are born about
13 hours later, on average.
A difference like that is called an apparent effect; that is, there might be
something going on, but we are not yet sure. There are several questions
we still want to ask:
• If the two groups have different means, what about other summary
statistics, like median and variance? Can we be more precise about
how the groups differ?
• Is it possible that the difference we saw could occur by chance, even
if the groups we compared were actually the same? If so, we would
conclude that the effect was not statistically significant.
• Is it possible that the apparent effect is due to selection bias or some
other error in the experimental setup? If so, then we might conclude
that the effect is an artifact; that is, something we created (by accident)
rather than found.
Answering these questions will take most of the rest of this book.
Exercise 1.4 The best way to learn about statistics is to work on a project
you are interested in. Is there a question like, “Do first babies arrive late,”
that you would like to investigate?
1.6. Glossary
9
Think about questions you find personally interesting, or items of conven-
tional wisdom, or controversial topics, or questions that have political con-
sequences, and see if you can formulate a question that lends itself to statis-
tical inquiry.
Look for data to help you address the question. Governments are good
sources because data from public research is often freely available2.
Another way to find data is Wolfram Alpha, which is a curated collection of
good-quality datasets at ❤tt♣✿✴✴✇♦❧❢r❛♠❛❧♣❤❛✳❝♦♠. Results from Wolfram
Alpha are subject to copyright restrictions; you might want to check the
terms before you commit yourself.
Google and other search engines can also help you find data, but it can be
harder to evaluate the quality of resources on the web.
If it seems like someone has answered your question, look closely to see
whether the answer is justified. There might be flaws in the data or the
analysis that make the conclusion unreliable. In that case you could perform
a different analysis of the same data, or look for a better source of data.
If you find a published paper that addresses your question, you should be
able to get the raw data. Many authors make their data available on the
web, but for sensitive data you might have to write to the authors, provide
information about how you plan to use the data, or agree to certain terms
of use. Be persistent!
1.6
Glossary
anecdotal evidence: Evidence, often personal, that is collected casually
rather than by a well-designed study.
population: A group we are interested in studying, often a group of people,
but the term is also used for animals, vegetables and minerals3.
cross-sectional study: A study that collects data about a population at a
particular point in time.
longitudinal study: A study that follows a population over time, collecting
data from the same group repeatedly.
2On the day I wrote this paragraph, a court in the UK ruled that the Freedom of Infor-
mation Act applies to scientific research data.
3If you don’t recognize this phrase, see ❤tt♣✿✴✴✇✐❦✐♣❡❞✐❛✳♦r❣✴✇✐❦✐✴❚✇❡♥t②❴
◗✉❡st✐♦♥s.
10
Chapter 1. Statistical thinking for programmers
respondent: A person who responds to a survey.
cohort: A group of respondents
sample: The subset of a population used to collect data.
representative: A sample is representative if every member of the popula-
tion has the same chance of being in the sample.
oversampling: The technique of increasing the representation of a sub-
population in order to avoid errors due to small sample sizes.
record: In a database, a collection of information about a single person or
other object of study.
field: In a database, one of the named variables that makes up a record.
table: In a database, a collection of records.
raw data: Values collected and recorded with little or no checking, calcula-
tion or interpretation.
recode: A value that is generated by calculation and other logic applied to
raw data.
summary statistic: The result of a computation that reduces a dataset to a
single number (or at least a smaller set of numbers) that captures some
characteristic of the data.
apparent effect: A measurement or summary statistic that suggests that
something interesting is happening.
statistically significant: An apparent effect is statistically significant if it is unlikely to occur by chance.
artifact: An apparent effect that is caused by bias, measurement error, or
some other kind of error.