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Loki Liesmith

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Member since: Thu May 26, 2016, 09:07 AM
Number of posts: 4,428

About Me

God of lies. Like math.

Journal Archives

Interesting to see what happens with Sam Wang's Princeton Election Consortium at the next update

UPI/CVoter (Moonies and some Brand-X Indian public opinion outfit) just dumped a bunch of shitpolls for all 50 states.

It will be interesting to see what this does to Wang's numbers as Pennsylvania is heavily leveraged (a swath of recent, suspect close or Trump leaning polls) in the last week or so.

The one thing I like about Wang is that his methodology resists outliers. But sometimes you get a sequence of bad polls. It happens. It knocked my model off a few points. I'm hopeful his is more resistant.

(on edit: no I don't think it's real. It's just an interesting opportunity to test a hypothesis).

Posted by Loki Liesmith | Tue Sep 27, 2016, 04:35 PM (3 replies)

How to do as well as 538 with only National Poll Averages (or why I'm jealous of Nate Silver).

So I was recently accused by a DUer (whom I hold in the highest esteem) of being “jealous of Nate Silver”. While this is undoubtedly true, I want to really dig into the roots of my jealousy. Trauma buried this deep needs to be excavated and examined, before one can really begin to heal.

You see, I’ve been very disturbed by Silver’s methodology this year, the way it gyrates almost in sync with the polls, when what it is SUPPOSED TO DO is aggregate the information in the polls and give us a stabler and truer picture of where the race is (and maybe where it’s headed).

My suspicion has been that all Nate has really constructed is a glorified poll average, with all his other bells and whistles providing marginal added value (if any at all).

So with that in mind, I converted two graphics, one from the Huffington Post pollster site (formerly pollster.com) and one from Silver’s site and looked at the data from the last 117 days or so. The Huffpost data I rasterized the default smoothed national poll averages for HRC and DJT. From 538, the polls-only win probabilities.

I then constructed two non-linear models from the HuffPost data. Model 1 performs a multiple regression of Trump’s 538 win probability (you only need his, because if you know his, you know hers, assuming no third parties can win) against the Trump national poll average from HuffPost, and the square of the poll average. Model 2 adds the Clinton poll average and the square of this poll average to the mix. The resulting plots can be seen below (note graph inverted due to direction convention on JPEG indices. If it bothers you, think of it as HRC's win prob).



As you can see, Model 1 (Polynomial Model Trump Poll Average in the legend) approximates the 538 curve reasonably well. Really very well. It captures 71% of the variability in the 538 Trump win probability. Model 2 1 (Polynomial Model Both Poll Average in the legend) is even better. It captures 87% of the variability in the 538 Trump win probability. The lower graph shows just how well this model tracks the 538 probabilities.
Plotting the output of the model against the 538 probabilities, you can see a strongly linear relationship.



There is a little structure to the noise, but it’s nothing to write home about, and I could probably reduce it further by adding a few more terms to the model. But capturing almost 90% of the variability, well, you are probably going to be right in ~90% of elections. Unless a razor thin year 2000 scenario comes up, you should be just fine looking at the national poll averages to see who will win.

So…why am I jealous of Nate Silver? Because he’s got one hell of a scam going on right now.

I coulda been a contender.
Posted by Loki Liesmith | Tue Sep 27, 2016, 11:31 AM (2 replies)

LOL the Doofus Army has #TrumpWon trending on twitter

Yes, if I close my eyes, you're not there anymore...
(hums to self)
Posted by Loki Liesmith | Tue Sep 27, 2016, 10:02 AM (8 replies)

Image of the night

?w=800&h=273
Posted by Loki Liesmith | Tue Sep 27, 2016, 01:03 AM (1 replies)

Election Model Update

9/25 Update

9/24 Update

9/21 Update

9/22 Update

9/1/2016 update

8/16/2016 update

Update with drift included 8/6/2016

Original Model Writeup 8/3/2016

Model projections:


#############################################
# INSTANTANEOUS MODEL
#############################################

Instantaneous Probability of a Clinton Win: 76.73 %
Mean Electoral Votes Clinton Currently Winning: 297.65
Median Electoral Votes Clinton Currently Winning: 300.0
Maximum Likelihood Electoral Vote Scenario for Clinto: 296

#############################################
# PROJECTING RESULTS TO NOVEMBER
#############################################

Probability of a Clinton Win if Current Trends Continue: 62.97 %
Mean Electoral Votes Clinton Projected to Win: 284.22
Median Electoral Votes Clinton Projected to Win: 285.0
Maximum Likelihood Projected Electoral Vote Scenario: 280

Predicted National Point Spread (Clinton = +, Trump = -) 3.73

Analysis: New batch of Ipsos-Reuters polls bumped up the instantaneous forecast. Long range more or less the same (this is due to the variance of the states from which I'm sampling. Lean R states have been more consistent than lean D states. Still this long range number is better than what I ran (but did not post) yesterday.

Eventually both forecasts should converge.
Posted by Loki Liesmith | Tue Sep 27, 2016, 12:51 AM (3 replies)

Tweetstorm in 5...4...3...2...

Unless Kellyanne has the phone.
Posted by Loki Liesmith | Tue Sep 27, 2016, 12:03 AM (3 replies)

To be honest, Holt improved as a moderator throughout the debate

Still couldn't control things, but at least shaped the agenda.
Posted by Loki Liesmith | Mon Sep 26, 2016, 11:06 PM (8 replies)

sniff sniff

I wonder how much of his septum is left?
Posted by Loki Liesmith | Mon Sep 26, 2016, 10:02 PM (4 replies)

Gut says someone drops a national poll late tonight

Sure that everyone wants to weigh in before debate.

That CNN poll is looking kind of stale. Wonder if it'll be them.
Posted by Loki Liesmith | Sun Sep 25, 2016, 08:42 PM (3 replies)

More Analysis of 538 Results vs. Poll Averages: Is 538 providing added value?

Continued from here.

Technical Stuff: So, I took jpegs of both 538 probability graphs and the Huffington Post poll trendlines (national) from the same interval, used numpy to convert the jpegs into arrays of data and then used a spline from scipy to put both curves onto the same 117 day grid. I then subtracted the Clinton trendline (HuffPo) from the 538 probability estimate for a Clinton Win. I did the same for the Trump numbers.



Results: As you can see, there is VERY LITTLE structure in the residuals (fluctuations after subtracting the poll average, left side plots) as a function of time. Certainly no meaningful temporal structure. So Silver's model extracts no trend apart from poll average. And plotting Trump residuals vs Clinton, it's clear there is no dependency between the two of them. It looks like, apart from the poll average trend, the fluctuations in 538 probabilites are close to zero mean gaussian (noise) process. Small changes in Clinton's win probability have nothing to do with small changes in Trump's probability.

Conclusions: If Silver's model were providing added value over simple poll averages one would expect that, after removing the poll average, a reduction in Clinton's numbers should show some dependence on an increase in Trump's numbers and vice versa. Clearly this is not the case.


Whole thing looks like a random walk.

What am I saying? Nate Silver has argued that his models extract the real signal masked by noisy data. The results here indicate that nearly all of that signal is the smoothed national poll average.


In short, this does NOT inspire confidence that fast changes in the 538 model are anything but noise.
Posted by Loki Liesmith | Sun Sep 25, 2016, 05:16 PM (11 replies)
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