Stephen Stigler on the seven pillars of statistical wisdom
The post title relates to a phrase (from Andrew Gelman) quoted in “The Seven Pillars of Statistical Wisdom” by Stephen Stigler. It refers to the frequently hidden, frequently unrecognized (or recognized) decisions in the path from hypothesis to conclusion.
I enjoyed and learned a lot from this book. It provides a historical framework under-pinning the authors construction of a framework to understand statistical science. This naturally includes misconceptions, personalities and unintended sources of progress or innovation.
The seven pillars are:
- aggregation
- information
- likelihood
- intercomparison
- regression
- design
- residual
Professor Stigler also hints at an emerging eighth pillar.
I particularly enjoyed this excerpt (quote from Alfred Marshall 1885):
the most reckless and treacherous of all theorists is he who professes to let facts and figures speak for themselves, who keeps in the background the part he has played, perhaps unconsciously, in selecting and grouping them and in suggesting the argument post hoc…
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Utopia, you are standing in it! 
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