Jul 14, 2017

XL-Files: Why (good) statisticians tend to be happier

Contributing Editor Xiao-Li Meng writes:

A good number of people have asked me about what have been the best and the worst parts of being a dean. Whereas the worst part should only be shared over two glasses of Long Island iced tea (my first and still the most memorable iced tea I had in the US, though I have no memory of who paid for it), there are several “best parts” I am willing to share any time. Among the best parts are the opportunities to speak to many young talents about the roles of statistical thinking in their lives, especially as they are about to start their post-university lives. Perhaps as a fitting souvenir of having survived deanship for five years, I had the honor of delivering two graduation speeches this May, instead of the usual one for GSAS (Graduate School of Arts and Sciences) at Harvard. The extra one was at the kind invitation of the Department of Mathematics and Department of Statistics at the University of Illinois at Urbana-Champaign, where I took the opportunity to repeat a similar message as conveyed in two previous XL-Files (http://bulletin.imstat.org/2013/11/xl-files-romantic-regression-towards-the-mean/ and http://bulletin.imstat.org/2016/05/xl-files-lectures-marriages-that-last/). For those of you who just cannot get enough of regression towards the mean (and in regions where YouTube is not MuteTube), you can find my 15 minutes of fame between minutes 29 and 44 in the following video: https://www.youtube.com/watch?v=xQGBKNHLFqM&feature=youtu.be

For my regular GSAS one (which has been always held at Harvard’s largest classroom, Sanders Theater), I decided to give the Law of Large Numbers (LLN) a shot, especially as it has helped me to be a happier person—and a better fundraiser. Curious? Read on…

“How many of you heard my welcoming speech when you joined GSAS, in this very Sanders Theater? OK, I gather the rest of you either skipped your new student orientation or didn’t feel the urge to complete your degree within five years. Thanks to President Faust and Dean Smith’s trust and many colleagues’ strong support, I have had the privilege to serve as GSAS Dean for the past five years, and this commencement marks the completion of my first term as GSAS Dean. Naturally I reflect on what I have learned, starting from day one. I surmise that how I felt five years ago is not very different from how many of you are feeling right now: excited, anxious, and bedeviled by self-doubt: am I really ready to navigate a new world?

“Well, if you are seeking reassurance from me, my response will be a very short one: NO! I was not ready, nor are you ready for whatever your new world will bring, even if it’s just another degree program. A curveball is easy to handle because at least you know it is a ball, and the curve is eventually coming in your direction. But you just don’t know what you don’t know.

“I am not trying to scare you off so you can take the dropout option — it’s too late for that anyway, and indeed there is no way to drop out of life, only to drop dead. But I would like to share with you a key lesson that I learned in navigating a new world: the insights generated from whatever disciplines you studied can help you in ways that you may not expect. And God forbid, should your field not generate any useful insights (I’m sure Dean Smith will want to know which field this is, so he can stop funding it), you are always welcome to borrow mine, that is, statistics.

“So let me give you an example. A good part of my job is fundraising, for which I received no training whatsoever. But I was intrigued by it. Why would anyone give me money just because I asked for it? Can I be that persuasive or charming?

“I doubt that many of you have had fundraising experience. But I surmise that the following scenario may sound familiar to most of you. You were introduced to someone at a party and you hit it off. The evening was too short. You made an arrangement to have dinner, and it went as beautifully as you had hoped. You started to communicate with each other more frequently. The feeling was getting stronger and it seemed mutual. Your heart was starting to beat faster: OMG, this might be The One!

“Then, suddenly, it’s all silence. Your invitation for the next dinner was never answered, no text, no email, no nothing. You were completely puzzled. What did I do wrong? Did I move too fast? Did I misinterpret the whole thing from the very beginning? Am I just not that charming?

The chances are that you will never find out the real reason, no matter how much time you spend driving yourself crazy replaying every moment together, speculating, regretting, or even feeling guilty. In fundraising, that person could be someone who indeed had intended to give, but then their business went south; or someone who was flirting with multiple institutions and then decided to commit to another one; or someone who was treating philanthropy as an investment, and then realized that definitely was a mistake.

“Indeed, my initial mistake was to expect a positive return from every one of my investments, that is, the time and energy I put into building each fundraising relationship. But such expectations only bring disappointment, frustration, and even self-doubt—am I perhaps just not good at this job? Fortunately, my statistical training soon stopped me from consuming myself with these not very helpful thoughts.

“You see there are simply too many factors that are beyond my control, or even outside my awareness, that would determine the ultimate outcome of each fundraising effort. It is just unwise and unproductive for me to worry too much about each case and to overthink it. What I can predict reasonably well is the total amount of funds raised annually, which reflects the overall fundraising effort. That’s the essence of the Law of Large Numbers: while individual outcomes can vary tremendously for reasons hard to decipher, with enough trial and error, we can expect a rather stable average, capturing a central characteristic of our overall effort. That statistical insight redirected my energy from working unproductively on trying to save every fundraising relationship, to building and communicating the clear message of how additional funding can establish, sustain and enhance GSAS’s global leadership in supporting students’ well-being, scholarly training, and professional development.

“I also started to enjoy those fundraising conversations much more, because I no longer needed to worry about where any particular conversation would lead. All I cared about was knowing that as long as we communicated our message loudly and clearly, to as many people as possible, we would do better and better. Indeed, one day I received the largest check in my life from a GSAS alum, with a simple note: “Dean Meng, here is my number. Give me a call.” I called, and the alum told me that he very much liked the effort we were making and wanted to support it in ways he could. That’s how we were able to fund the new Center for Writing and Communicating Ideas, located in Dudley House, a center that celebrates writing and communication as a critical part of graduate education; it might already have helped a few of you to arrive here today.

“So, the Law of Large Numbers helped me to be more productive and happier. And I hope it can help you, too, as you navigate your new world, both professionally and personally. You of course should have high aspirations and you should work hard to achieve your goals. But you should not expect a positive return from every effort you make. That would make you miserable, and worse, make everyone around you miserable. I have seen some very unhappy colleagues, unfortunately in every generation, trying to receive recognition for everything they do, to compete and expect to win every grant or award, and to advance their careers at every possible opportunity. Perhaps the saddest thing is that many of them would have achieved what they wanted if only they hadn’t tried so hard, thereby making themselves less respected or liked by their peers. I certainly hope you won’t become one of them. With 95% confidence, I can also guarantee that your love life won’t last too long if you expect an ounce-for-ounce return every time you do something nice for your love interest. Keeping the Law of Large Numbers in mind can help to remind you that the payoff of your effort comes in aggregation and on average. That should be your aim, not to expect unrealistically positive returns in every effort you make.

“To practice what I just preached, and having given each of you some profound advice on how to have a happy (or at least a happier) life, I am not expecting a positive return from each of you. But I do expect that someday I will receive a few checks from some of you with a note, “Dean Meng, here is my number. Call me.” In fact, I am willing to expect even less. No need to write a note; just put your number on your check. I will call. Until then, may the Law of Large Numbers always be with you, and may your life be happier than those who don’t respect the law. Congratulations!”

Of course, all such life lessons have to be taken with “a grain of statistics,” especially regarding their precise statements. For example, a serious reader might worry about if the assumptions for LLN can be hold here – surely i.i.d would be problematic, as it would imply that things never improve (or deteriorate) on average. As I have already used up twice as many pages as my regular allotment permits, I’d leave it to the interested readers to impute what I didn’t have space (or time) for. For the rest, think about LLN the next time you are so bothered by a particular outcome. I guarantee that the thought would make some of you happier, but just don’t ask me which ones of you …

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