And hope that’s enough M’s to hold ya down for now! But anyway, a while back, I attended this work dinner function thingy where one of the faculty statisticians from the university I work at was receiving a lifetime achievement award. And the title of the presented involved big data which is quite a big topic and one of the reasons that statisticians are in high demand these days. Translation: I picked a good safety day job until my trilogy thingy takes off! So, anyway the dinner was at the East Bank Club here in Chicago (and their honey-glazed salmon was to die for – yum!) and after dinner, the presentation started. Now, after talking about the ins and outs of big data, the presenter said those two words that made my eyes widen and look up despite having this scrumptious fruit tart thingy in front of me: multiple imputation. And the way he presented multiple imputation was a show in itself. He began talking about how there could be worlds where he could have a different occupation or live in a different city or even be a different gender. He presented a bunch of slides with these different possibilities, one I remember in particular as a quite a superb job of photoshopping Marilyn Monroe’s head on Arnold Schwarzenneger’s body during his Mr. Universe heyday. And I thought to myself: “Wait a minute. Did this guy read my book or something? Do I have a customer I don’t even know about? Holy crap!” That was when I realized that all this time the stuff that I was writing about in my fiction was actually a lot like the stuff I do in my work-related research.
Now, he also talked about some scenarios that would be very unlikely, as I have in my first post, like in the case of being kidnapped by a deep, dark, sexy, Russian spy and becoming his love slave in Malta. And how do we know that such realms are very unlikely if not impossible? Well, I’ve sort of written about this in my books too, making some reviewers even say, “Huh?” What I said was that some worlds are unlikely to exist because the algorithm did not converge. And what the heck is an algorithm and how the heck do we know if it converged? Well, I’m getting to that, okay? An algorithm basically computes what you want computed using a bunch of steps and you see if it converges by comparing the final value to some pre-specified value or value gotten from the observed data and looking to see if their difference is smaller than some small constant, like 0.01 or 0.001 or something. Or it could be bigger — I dunno — depending on how precise you want your estimated value. And the values you want to compare could also be anything you want, like means, medians, or in lot of my work, correlations between variables. Now, these algorithms are awesome in that they can not only be used in imputation but also stuff like random number generation. And is random number generation the same as multiple imputation? Well, unless I want my advisor to go straight to the dean’s office and ask if there is any way I could have my conferred doctoral degree revoked (wait … he can’t do that, can he?), I better answer no. But we’ll cover more on the difference between imputation and random number generation next time. Until then,here is my sorry excuse of photoshopping Marilyn Monroe’s head on Arnold Schwarzenneger’s body. I tried googling “Marilyn Money bodybuilder” to see if I could come up with the presenter’s slide but only got these images so my sorry job will have to do. Oh, come on! It’s not that bad! Is it?