John Dee's Almanac

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John Dee's Almanac
John Dee's Almanac
Autocorrelation – a forgotten tool

Autocorrelation – a forgotten tool

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John Dee
Nov 30, 2021
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John Dee's Almanac
John Dee's Almanac
Autocorrelation – a forgotten tool
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I have already introduced the issue of independence of measure in statistical analysis and we learned that if we ignored this critical requirement in assessment of vaccine benefit/disbenefit we could end up producing a pile of fancy-looking nonsense, and I gave an example of measuring the height of students and coming to a completely erroneous conclusion.

Be aware that august organisations like Public Health England (PHE) and the Office for National Statistics (ONS), as well as institutes and experts the world over are quite happy to ignore this critical assumption on a daily basis. I also sometimes do the same because it makes life easier and enables me to jump to exciting conclusions I rather fancy. The difference is that being retired I’m in a position to blab whereas employed statisticians need to hold down a job. There is a very nice summary of autocorrelation on Wiki (link below) and I suggest members digest this.

Autocorrelation is an elegant tool for detecting patterns in data. …

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