Good questions.

M

---------- Forwarded message ----------
From: Paul Nash 
Date: Friday, April 19, 2013
Subject: Re The risks of/when not releasing your code & data: Shocking Paper
Claims That Microsoft Excel Coding Error Is Behind The Reinhart-Rogoff Study
On Debt
To: [email protected]



Quite apart from being "clumsy" with their Excel model, they forgot the
first rule of research:  correlation does not imply causation.

 

So when are they going to resign, and when are the various central bankers
who used their model to impose austerity going to change tack?  Or will they
just brush it aside and get on with screwing the working man?

 

paul

 

 

On 2013-04-17, at 8:35 AM, Dave Farber <[email protected]> wrote:







---------- Forwarded message ----------
From: Bob Frankston 
Date: Wednesday, April 17, 2013
Subject: The risks of/when not releasing your code & data: Shocking Paper
Claims That Microsoft Excel Coding Error Is Behind The Reinhart-Rogoff Study
On Debt
To: [email protected], ip <[email protected]>



Obviously I've had some experience with spreadsheet "errors". Of course they
are just tools. 

 

The deeper issue is long chains of reasoning without reality checks via some
other approach. It doesn't matter if it's a "coding" error or a reasoning
error. How do you do a reality check on theories and, more to the point,
predictions. What are the system assumptions.

 

I've cited Black-Scholes numbers with Interactive Data used to provide
"values" for options in portfolios in the early 1970's. The purpose was to
give people a number that made them happy. Unfortunately some people thought
those numbers had predictive value.

 

In general beware of any results that "prove" what the modeler wants to
prove. Science proceeds by testing results not simply confirming
assumptions. This reduces the harm done by even "correct" models in changing
contexts.

 

From: Dave Farber [mailto:[email protected]] 
Sent: Wednesday, April 17, 2013 06:52
To: ip
Subject: [IP] The risks of/when not releasing your code & data: Shocking
Paper Claims That Microsoft Excel Coding Error Is Behind The Reinhart-Rogoff
Study On Debt

 



---------- Forwarded message ----------
From: the keyboard of geoff goodfellow 
Date: Wednesday, April 17, 2013
Subject: the risks of/when not releasing your code & data: Shocking Paper
Claims That Microsoft Excel Coding Error Is Behind The Reinhart-Rogoff Study
On Debt
To: Dave Farber <[email protected]>, ip <[email protected]>, Dewayne Hendricks
<[email protected]>, [email protected]

see it all for yourself:


http://www.businessinsider.com/thomas-herndon-michael-ash-and-robert-pollin-
on-reinhart-and-rogoff-2013-4

The conclusion: 

... This error is needed to get the results they published, and it would go
a long way to explaining why it has been impossible for others to replicate
these results. If this error turns out to be an actual mistake
Reinhart-Rogoff made, well, all I can hope is that future historians note
that one of the core empirical points providing the intellectual foundation
for the global move to austerity in the early 2010s was based on someone
accid

 


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