Friday, 23 November 2007

Steve McIntyre discusses the Hockey Stick's pseudoproxies

Climateaudit's Steve McIntyre became famous for demolishing the validity of the IPCC's iconic Hockey Stick (featured so prominently in the Third Assessment Report but now given diminished status in the new Fourth Assessment Report). He then demonstrated errors in James Hansen's US temperature record that required a significant enough change to leave 1934 as the hottest year in the US, supplanting 1998.

In this post, McIntyre revisits the issue with the updated Mann et al 2007 work.

For those people who believe, as an article of faith, in the quality of the science conducted by the supposed 2,500 IPCC climate scientists - prepare to have that faith shaken.
Judith Curry and JEG have expressed an interest in talking about Mann et al 2007. Looking past the annoying and amusing faults, here are some thoughts about the substance of the article. There are two sorts of results in Mann et al 2007: results on the MBH98 network and pseudoproxy results. The pseudoproxy results are much weakened because they only consider results from one quirky and idiosyncratic multivariate method (RegEM TTLS) in a very tame pseudoproxy network without (a) comparing results from the method to other methods other than their own equallty quirky RegEM Ridge, or (b) examining results from networks that are flawed and, in particular, flawed in ways that may potentially compromise MBH. I’ve posted on both these issues and will review some thoughts on this. It is somewhat surprising to see another lengthy effort to rehabilitate the MBH98 network, which is analysed complete with original (incorrect) PC series without conceding a comma to the NAS panel or Wegman reports or even mentioning the bristlecone problem. Mann shows that he can recover the bristlecone shape using RegEM if we spot him the PC1 or raw bristlecone series. This was never in doubt - see MM (EE 2005) and, other than for polemical reasons, it’s hard to see any purpose or interest in the application of RegEM to this flawed network.

MBH98 Network
The main properties of the MBH98 network have been known for some time. MM (EE 2005) and Wahl and Ammann (2007), despite the claims made in the latter, agree on virtually every specific calculation, as is unsurprising since our codes matched. If you do an MBH98-type calculation with 2 NOAMER covariance PCs, the bristlecones get downweighted and you don’t get a HS; if you increase the number of covariance PC2 to 5, you include the bristlecones and you get a HS. If you use correlation PCs, the bristlecones dominate the PC2, which is attenuated a little, and you get a HS; if you do a calculation without bristlecones, you don’t get a HS regardless of method. If you do a calculation without a PC analysis and without bristlecones, you don’t get a HS; if you do a calculation with bristlecones and without a PC analysis, you get a HS. The incorrect Mann method promoted bristlecones into the PC1 of the AD1400 network and made the HS shape of the bristlecones appear to be the “dominant component of variance” as opposed to a local phenomenon (and very reliant on chronologies done by Graybill.)

Where does RegEM fit into this dispute? It really has nothing to do with it. After the construction of their PC-proxy network, Mann carried out an “inverse regression” analysis - described in the most overblown and uninformative terms imaginable. I’ve worked through the linear algebra of this and confirmed (as have UC and Jean S) that, in the early AD1400 and AD1000 steps where only one temperature PC is reconstructed, that the weights of each proxy are in direct proportion to their correlation with the temperature PC1. This is a form of Partial Least Squares regression (one-stage) - a method used in chemometrics.

In the Mann et al 2007 proxy section, they use RegEM (Total Least Squares version) instead of Partial Least Squares regression. They say that the process is non-linear and that they are unable to calculate weights for each proxy - a claim also made for MBH98, which proved untrue. Their network is based on the identical MBH98 network - warts and all, including the incorrect PC series, criticized by both the NAS Panel and Wegman, which seems pretty insolent towards other climate scientists and rather weak reviewing by JGR.

Using RegEM, they “get” a NH reconstruction that is said to be pretty similar to the MBH98 reconstruction and I don’t doubt that this is true. What I don’t “get” is exactly what this proves in the scheme of things. My instinct is that RegEM (TTLS) is generating coefficients somewhere (or is approximated by this) and that the weights are more or less approximated by the weights from Mannian inverse regression.

In MM (EE 2005), we discussed the situation where Mannian inverse regression was done with no PCs; in this circumstance, because there are a lot of Graybill bristlecones, they dominate the network without PC analysis - but any pretense of geographic balance was sacrificed in the process, one of the warranties of MBH that led to its acceptance. So the fact that RegEM leads to a similar result in a case where the network is dominated by bristlecones is a nothing and has been known since 2004 and a response given in MM (EE 2005).

Mann et al 2007 do not mention the word “bristlecone” even once - a remarkable omission since they still continue to imprint his results. Indeed, one might argue that Mann’s major innovation was his introduction of the known-to-be-problematic bristlecone chronologies into multiproxy reconstructions - a temptation resisted by Bradley and Jones 2003 and Jones et al 1998 (but perhaps anticipated in Hughes and Diaz 1994).
As they say. Read the whole thing.

(Nothing Follows)

1 comment:

Anonymous said...

You just lurve the word 'demolish' don't you? Is there a single piece of climate science that hasn't at some point been 'demolished' by one of your favourite bloggers? Do you ever wonder whether actual scientists accept these 'demolitions'?