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Saturday, August 16, 2008

The Hockey Stick Debate

I have been reading up on the "hockey stick" debate, which refers to the graph of estimated global temperature featured not in the most recent, but the previous IPCC report (TAR--third assessment report).



As the graph above makes clear, the hockey stick was a decisive point in favor of the theory of anthropogenic global warming. (I.e. Al Gore is right.) The team responsible for the above graph was Mann et al., who published it in a 1999 paper.

However, the latest version of the IPCC report (AR4) doesn't feature the above graph. This is (I gather) due to the scathing critiques by co-authors economist Ross McKitrick and a sharp guy Steve McIntyre who (I think) is just a veteran of the mining industry.

Anyway, if you want to get more into the climate debate but you're not sure how to sift the evidence, and you don't want to waste your time with a bunch of blowhards one way or the other, then I suggest McKitrick's 18-page essay on, "What is the Hockey Stick Debate About?" (pdf). At times McKitrick's analysis gets a bit technical, but it's always in short bursts and you can suck it up and read it, and get the gist.

(In contrast, McIntyre's award-winning site ClimateAudit is a bit too detail-oriented for me. You could spend three hours there and not really come away with anything for the larger policy debate.)

Anyway, in the remainder of this post I want to (1) very briefly recapitulate some of McKitrick's best points and then (2) highlight a very interesting part of an official response to M&M at the "consensus" site RealClimate.

FIRST:

M&M couldn't reproduce Mann's hockey stick graph. They finally got their hands on his computer code, and realized why he was getting such striking results when they couldn't.

The problem was in how Mann was handling different series of temperature records. They had estimated temperatures for each year going way back, but they were drawing on multiple data sets. E.g. tree rings from one area covered a certain number of years, while in more recent times they have ocean buoys, and maybe even satellite data in there.

So the problem is, how to take all this different information, to come up with a single graph of temperature going back (and maybe with confidence bands). My understanding (which is surely a little simplistic) is that the following occurred:

When people in this field aggregate series that are in different units, they want to put the different types of data on the same footing. Typically they go through and subtract the mean and divide by the standard error, transforming each separate series into one with a mean of zero and a variance of 1.

Yet when Mann et al. did this transformation, for some reason they didn't subtract by the series mean and divide by the series standard error. Instead, they subtracted (from the whole series!) the mean of the 20th century portion of the series, and divided by the standard error of the 20th century data points.

Now for those series with no unusual trend in the 20th century, this difference in transformation didn't matter much. The 20th century mean was close to the mean of the whole series, etc., so the final product looked pretty similar to what the standard procedure would have yielded.

However, some of the series (for whatever reason) had sharp spikes in the 20th century. For these series, Mann et al.'s unconventional transformation would decenter the series and give them higher variances than the series with no spike.

(NOTE: I believe I have faithfully reproduced McKitrick's explanation, but as-is the above doesn't make sense to me. I would think the proxies with 20th century spikes ought to have transformations with lower variances, because you would be dividing through by a larger standard deviation of the 20th century sample. I'll see if McKitrick responds to emails...)

Now we're finally ready for the punchline: When putting all the different series ("proxies") into one master series, the researchers have to decide how much weight to give each individual proxy. Since the objective was to get a final, single series that replicated as much of the variance as possible in the proxies, the rule gave more weight to those (transformed) proxies with higher variance.

Ah, but this meant those series that had (for whatever reason) spikes in the 20th century, were given far more weight in Mann's finished graph than the proxies that had no unusual spike in the 20th century. It is not surprising, then, that Mann's finished graph looked the way it did.

In fact, M&M showed that if you used randomly generated data series, Mann's technique would generate a "pronounced" hockey stick 99% of the time!

I think that's enough for now. In a subsequent post I will explain the response from RealClimate, and why one portion of it is very ironic/revealing.

In the meantime, those of you who are mathematically inclined, please tell me if I'm hand-waving on anything in the above. When Crash Landing's readership exceeds 30 unique visitors per week, maybe I will be more anal and fully vet everything before posting. But for now, we're all friends here...

19 comments:

  1. Bob, I admire your willingness to look into the work by McKitrick and McIntyre in reviewing Mann.

    I think that they have some valid criticisms, but even while Mann's intial work was flawed, the NAS and others have essentially supported him, both with respect to the blade of the hocket stick and the longer-term handle. I suggest you take a look at a few more things to make sure you are not over-assuming its relevance:

    http://www.realclimate.org/index.php?p=121
    NAS report: http://books.nap.edu/catalog.php?record_id=11676#toc
    http://commons.wikimedia.org/wiki/Image:Holocene_Temperature_Variations.png

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  2. Okay, TT, I know you can criticize this or that individual point that Bob makes, but you've gotta admit that in the big picture, Bob has a pretty solid case for why there should be no well-defined, tradeable property rights in the atmosphere, but there should be for every other resource in existence.

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  3. Ah, I love the smell of Silas' sarcasm in the morning. Let's see, what's the issue today? Oh, I see today we'll be talking about my alleged inconsistency on cap and trade. Sounds interesting. I wonder what topic we'll be discussing tomorrow? And the day after...

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  4. TT,

    I am still trying to make sense of the importance. The people at RealClimate are blowing this off like it's nothing. Do you concede the historical summary that McKitrick gives in his overview?

    I guess my problem is, if Mann's graph was so typical, why was it featured so prominently in TAR?

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  5. Oh yes yes, I almost forgot. Here, I'll post the itenerary:

    Monday: Bob's opposition to private property where it would be inconvenient.
    Tuesday: Do low-altitude Bengals count when determining whether there's scarcity?
    Wednesday: Is this free market price system obsolete? Discussion of whether boycotts can accurately signal entrepreneurs which resources are scarce without explicitly pricing any of them.
    Thursday: Is it possible to actually eliminate real-world problems through clever choices of definitions? Discussion of the right way to handle arguments regarding externalities and Pigouvian taxes.
    Friday: How to make personal attacks while blaming the other guy.

    (Btw, it's after noon.)

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  6. (Btw, it's after noon.)

    So? Can't a guy make a declaration? What if I say I love presents on Christmas morning? Especially if I'm all cozy some an Alaskan baby seal coat, you know what I'm saying, TT?

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  7. Er, especially if I'm all cozy in an Alaskan baby seal coat... Not sure what happened there.

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  8. Bob, your "alleged inconsistency on cap and trade"? Why must your mirror/incite Silas with your stubbornness? As I pointed out on your Mises thread, you were clearly wrong to say that any price that arose under a cap and trade system would not reflect ANY real scarcity - as opposed to saying that it probably would not well reflect any scarcity. Why not acknowledge the point?

    Silas, I don't know if Bob has actually made a case anywhere for why there can be no well-defined, tradeable property rights in the atmosphere, but if he has, I'd love to read it. However, if he has, I'd tend to agree that, given the nature of the resource, it is extremely difficult to create property rights in it. We need some type of collective ownership - such as the "Sky Trust" idea - after that, I prefer carbon taxes (rebated or substituted for income taxes) over cap and trade, under which the government can always create more emission rights.

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  9. Bob, while I respect the sleuthing that McKitrick and McIntyre did, I think they overstate the importance of their work and are making a mountain out of a pimple.

    Mann made mistakes and was overly grudging in acknowledging them.

    As for the community of scientists invlved in the IPCC process, clearly they did not do a good job of checking Mann. Why? Because they have seen so much evidence pointing in the same direction, in the context of not simply the past 500 years, but much longer time spans. So their concerns led them to accept the convenient Mann results far to uncritically - as McKitrick rightly points out. But McKitrick is being disingenuous in quoting someone else - Dr. Hendrik Tennekes of the Netherlands - to conclude what McKitrick provides no basis for (other than the statement about Mann): "The IPCC review process is fatally flawed. The behavior of Michael Mann is a disgrace to the profession…The scientific basis for the Kyoto protocol is grossly inadequate."

    Why does McKitrick do this? I'm afraid he's fallen into some of the the same cognitive traps he identifies at the IPCC. Further, though I failed to note this in my first comment, it is clear that one of the main purposes of the piece is to seek to persuade IPCC member governments to create a special position for an "audit panel" and a "counter-weight panel" - presumably to be staffed by independent thinkers like McKitrick and McIntyre - to provide "independent review, oversight and critical scrutiny of the final results". IOW, McKitrick also wants a piece of the action, and has every incentive to inflate the importance of his work and the magnitude of the failings of Mann and the IPCC. Do you suppose that the reason why Bush didn't push for changes such as those proposed by McKitrick was that Bush was too much under the thumb of the enviro lobby, or could it have been that Bush did rightfully concluded that the IPCC process is not as flawed as Mann argues?

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  10. TT, I was kidding about Bob having made a solid case. My point is that this constant demand by libertarians to leave the atmosphere socialized (though they don't call it that) is at odds with their positions elsewhere. (I blew some steam on topic recently.)

    And it's this defense of the use of the atmosphere and everyone else's lungs as a dumping ground that gives serious substantiation to the claims of e.g. Kevin Carson that Misesian ("vulgar") libertarians are far more interesting in shoving costs onto unwilling, innocent third parties than in actually establishing clear, principled property rights in currently-socialized resources.

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  11. Silas, I agree with your sentiments almost entirely.

    It's certainly not easy to establish property rights in the atmosphere, and Austrians of all people ought to be able to coolly parse the issues. But there is a general lack of willingness (with exceptions like Gene Callahan) to do any heavy lifting and an easy descent into ad homs against man-hating enviro-nazis (and lumping the rest of the world into them, as their Kool-aid drinking co-religionists), so that the escape from reason that we see from Austrians generally sure looks an awful lot like the defense of established rent-seekers.

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  12. TT, as you and I have discussed before (links for lurkers), I don't think Gene did heavy lifting at all; I think he did heavy dropping! Gene's response proves far too much. In suggesting social pressure as a solution for a failure to price in GHG externalities, he has forced himself to defend that in other contexts, severely undermining his case for markets on the grounds that they send useful price signals.

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  13. Silas, alright, perhaps Gene hasn't done so much heavy lifting, but at least he's made a point that I consider important - that moral pressure is a perfectly appropriate way in which society can attempt to address climate change.

    I imagine the Gene would agree that jawboning is a distant second best to perfect property rights, but that doesn't make jawboning any less useful (which is why we all resoort to it to one degree or another).

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  14. Anonymous4:53 PM

    On climate change, I still haven't heard one person engage Professor Long's argument in his recent paper entitlted, "On Making Small Contributions to Evil."

    Here's the link:
    http://praxeology.net/SmallContributions-REVISED.doc

    Regards,
    Araglin

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  15. For the record, the MM reconstruction did reveal some error but the total deviation from the MBH was statistically insignificant and weakened the overall model. That is likely why the NAS recommended that MM not be given the weight some were trying to give it. As I recall, it only varied the outcome by 2 or 3 hundredths of a degree C (and only in a section of the reconstruction), therefore MM was deemed statistically insignificant.

    The MBH is probably the single most reviewed piece of science in history and after all was said and done, it still looks like a hockey stick.

    http://www.pewclimate.org/node/2132

    "Dr. Tom Karl summarized the impact most succinctly in his testimony to this committee last week when he said that he would stand by the IPCC’s original assessment: “If you ask me to give qualifications about the findings in the 2001 report with the same caveat in terms of defining likelihood, I personally would not change anything.” Hence, the impact of the MM critique, after being scrutinized by the NAS, the Wegman panel, and a number of meticulous individual research groups, is essentially nil with regard to the conclusions of MBH and the 2001 IPCC assessment."

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