Sean requests: Say you were trying to teach yourself, to a 99th percentile layperson’s level, how, say, an electric car actually worked. How would you go about doing that, precisely? I am not sure exactly how high (or low) a standard that is, but here is what I would do. 1. Watch a few YouTube videos. 2. Read a book or two on how electric cars work, along the way finding an expert or mentor who could answer my questions. 3. If needed, read a more general book about electricity. 4. Try to explain to someone else how electric cars work. Try again. I would recommend this same general method for many particular questions.
Tyler’s post stood out because it mirrors how I teach myself statistical methods. Initially, I was going to tweet out the link endorsing Tyler’s advice with a note that “Try again” at the end of step four should really be its own step five. As I started composing the tweet, though, I realized I had more to say.
0: Building Up
Some people can open up the latest issue of Political Analysis and quickly get up to speed on the cool new methods, but that’s not me. Whenever I see two Σ s in a row, I know it’s going to be a long day. I have to start at the beginning and build up my intuition over time—starting from the lowest technical level/highest conceptual level and working my way, piece by piece, down into the details.1
1: Conceptual Understanding
As in Tyler’s advice, I often start on YouTube. Here, I look for the high-level/conceptual overviews of the topic, often intended for non-statistical or new-to-statistics learners (see e.g., the conceptual process behind LDA models). These videos include toy examples, real-world applications, and very few Σ s. These resources allow me to get my bearings, point out necessary prerequisites, and help me think through the roadmap going forward.
2: Notation and Basic Proofs
Moving beyond the “high concept phase,” I turn to textbooks, and if I am fortunate, publicly-posted lecture notes and slides. The latter are especially helpful as they are succinct and teaching-focused. These documents should include some math, and I expect to learn the standard notation. I go through slowly, making sure I understand how the author gets from step to step.
I specifically seek out resources targeted towards advanced undergraduates or first-year graduate students. I avoid published articles (unless they are specifically how-tos for non-practitioners), which are written to prove the method to those with an existing knowledge base (which is exactly what I’m trying to build up).
Occasionally, I won’t be able to figure out what the author is doing, and I have to decide: am I not understanding because I am missing a prerequisite or is the resource too technical? If it is the former, for example—how does one derive a variance-covariance matrix from regression coefficients?—I will go refresh my memory, often starting from a more technical resource since I do have some residual2 knowledge of the topic. If, on the other hand, the resource is too technical, I will abandon it for something simpler.
I am very promiscuous with my resources. Some will click better than others. Quickly give up and move on if it seems like something is going to be too technical at this stage.3
3: Code It Yourself
Now it is time to test my understanding—can I make it work in
I start by figuring out what others have already done. For most methods (unless they are brand new, and honestly, even then) there is an existing package you can install and a vignette or walk-through with a toy example. If the method is older, there are often additional resources on Rpubs or Medium with a conceptual overview (good to reinforce learning) and a walk-through of how to use the relevant
After I download the package and run those basic commands, the real work begins: replicating the results “by hand,” by which I mean, getting the same results without using the package. That doesn’t necessarily mean coding my own Gibbs sampler or
lm() function, but I will try to work through each stage of the process until I am convinced that, with enough time and effort, I could explain to a first-year grad student, step-by-step, how the method works.
If this coding exercise is proving too challenging, I will do some googling to see if anyone else has posted their own code that walks through the method “by hand” (for a basic example see my course materials on calculating ATEs “by hand.” If I cannot find such a resource, I will turn to the package’s source code and work through it that way (although this is often challenging).
The key is not to be able to write the package yourself, but to be sure you understand what is happening at each stage of the process behind the scenes.
Another helpful practice is to simulate fake data, which allows you to test the assumptions of the model and get an intuitive understanding of what the model recovers (see Andrew Gelman for more on this topic).
4: Teach Others
Finally it is time to “teach others.” Or, really, finish teaching others.
Notice, that by the end of step 3, you’ve basically created the kind of resource I am looking for when I begin step three. So don’t hoard it! Help me learn from your process.
You can simply (“simply”) clean and comment your code and post it online. If you’re embarrassed or nervous or think it’s too obvious, remember: most people don’t know what you know and your work could be the key to helping someone else unlock this method for themselves. The author C.S. Lewis famously made this point:
“The fellow-pupil can help more than the master because he knows less. The difficulty we want him to explain is one he has recently met. The expert met it so long ago he has forgotten.”
5, 6, …, N: More Loops
At this point, you should have a pretty good understanding of how the method works. Not necessarily enough to go write your own package or publish in PA, but probably enough to get the gist of all those Σ s and write a paper that uses the method. Depending on my goals, this is where I stop.
However, if you want a deeper understanding, you can complete a second loop. Now, start with YouTube videos and text books that are more technical and less conceptual. You should be equipped to understand these because you have built a solid foundation. The notation will look familiar. You’ll nod along when you see the basic results and proofs. With the basics down, you can focus on the more technical material. You can challenge yourself by going back to the
R code and working through a more difficult example or expanding on your script to include the pieces you skipped over.
Keep repeating these loops until you are satisfied with your level of proficiency.
I should emphasize that this process is not something you do in a day or even a week. Also, it is generally kind of frustrating and not that fun. Learning new things is hard! So don’t get discouraged. Keep toggling back and forth between learning (via YouTube, books, notes, talking to others, etc), practicing (
R code, proofs), and taking breaks. Especially that last one.
I am no expert in scaffolding, but this process seems related to the zone of proximal development. The key difference being that the instructor or training wheels come from the type and complexity of the resource I use at each stage of the process rather than a “more knowledgeable other.” ↩
No pun intended. ↩
This juncture might also be the place where you ask someone more knowledgeable for help, per Tyler’s post. I agree that that is good advice—even though I am stubborn and often don’t take act on it! ↩