Dramatis Personae:
Dr. Von Spatz: Haggard and unshaven, Dr. Spatz carries a clipboard and coffee cup. Bleary eyed, he has the tendency to rave very slightly at times.
Nurse Wilhelm: Beautiful, but shrill, Nurse Wilhelm wears a freshly pressed, very white nurse’s uniform and fiddles with various medical instruments and sensors.
Intern
Patient: Convulsing and comatose, in alternating fashion.
NURSE WILHELM, clearly in a state of considerable agitation, stands beside a gurney in the crowded ER, frantically looking at a chart, then at the clock, and back to the chart again.
Through the double doors, SPATZ enters, cup of coffee in hand.
WILHELM: Thank God you’re here, doctor! He’s been heteroskedastic for the last twenty minutes!
SPATZ: (wearily) What’s your confidence level, nurse? Don’t think that your frantic and increasingly standard deviations from close medical practice are going unnoticed.
WILHELM: The p-value is .08 and rising, doctor! He’s regressing!
SPATZ: (more alarmed) Multivariate? Have you checked the concavity?
WILHELM: His r-squared has been falling ever since we took the log of the dependent variable.
SPATZ: Adjusted r-squared?
WILHELM: Also falling! Now at 0.13!
SPATZ: (whistles softly) Houston, we have an endogeneity problem.
WILHELM: Shall I induce multicollinearity, doctor? The data are increasingly dyadic.
SPATZ: Nurse, drop the outliers and set his IQR to red. STATA!
WILHELM: It’s no good, doctor, I can’t reject the null hypothesis! His t-test scores are neither unimodal nor symmetric.
INTERN enters and begins watching with a shocked expression. Noticing him, SPATZ turns to address him.
SPATZ: There’s not much we can do when we get them in this late, I’m afraid. It’s a standard error of people to wait until the variance is far too large, before bringing it to our attention.
Looks down into his coffee cup.
SPATZ: Some nights, it breaks my heart. Makes me think life’s nothing more than one big scatter plot for us to try and put a best-fit line through. Every time you think you’ve minimized the square of the residuals, some new outlier crops up to throw the whole thing off again. Sometimes… I wonder why I even bother.
INTERN: Because you’re a doctor, dammit, Spatz! Or have you forgotten your own causation? I remember when you used to run DFBETA tests all the time; now, you just throw away the outliers like yesterday’s newspaper.
SPATZ: Maybe you’re right… Maybe you’re right… Nurse, I am straightening up my game. Our relationship has been spurious all along, it’s only your close correlation with Nurse Whimpleton that has made it seem significant.
WILHELM: (gasps)
SPATZ: As for this poor fellow, make sure to check the interaction terms earlier next time.