Big Data, Plainly Spoken (aka Numbers Rule Your World)

Know your data 34: coming for your most private data

What website you browse? What you search on Google? Where you go? They have all of that data and more, and many people think it doesn't matter. So what if they find out I spend hours on the ESPN Fantasy Sports site every day? So what if they find out I asked Google how to dream better dreams? So what if my friends learned I lied when i said I was 3 blocks away? So what?

That's only the data you know they have on you. What else do they have?

Your personal health data are out there, too.

That has been revealed by this recent article about hospitals sending your private health information to Facebook (link).

Are you one of those who love the convenience of doing everything online? Make appointments online? Fill out digital forms? Anything to avoid human-to-human interaction?

Well, the hospitals are letting Facebook place a "Meta Pixel" on the hospital's pages. It not only knows you are on those pages, it captures everything you do, including the information you enter onto the forms. On some of these websites, when you make an appointment with your doctor, Facebook gets notified who you are, who your doctor is, and the reason for your visit. In one case, the investigators observed that Facebook was sent a patient's medication, dosage, and doctor's notes about the medication. In another case, the investigators found that Facebook was sent the search terms used by the patient to find the doctor.

Imagine generously that Facebook is using this data purely to benefit you. Let's say, Facebook obtains the prices you pay for your drugs to alert you that you're being scammed. If Facebook tells you that's what they are doing, would you happily sign up for this benefit?

When much of this data collection happens without notifying patients, it creates the impression that Facebook has something to hide.

Perhaps they do. The advertisers to whom Facebook answers aren't interested in spending money with Facebook in order to reduce their future revenues by lowering our prices. It's always more likely that the algorithms are finding ways to increase revenues, which happens if we pay higher prices or if we buy more than the usual amount.

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As usual, Facebook's PR team makes things worse by issuing this pathetic excuse:

“If Meta’s signals filtering systems detect that a business is sending potentially sensitive health data from their app or website through their use of Meta Business Tools, which in some cases can happen in error, that potentially sensitive data will be removed before it can be stored in our ads systems,”

This statement suggests that Facebook is the victim of some pointless exercise by those hospitals to give Facebook patient data without being asked. It suggests that data magically flow from one place to another ("happen in error") when engineers must specify exactly which fields are to be sent, package the data up into an object, and direct the object to a receiving party, who must open up their systems to receive the object!

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Do these hospitals really want to send patient data to Facebook? I highly doubt it. The way Facebook deals with businesses is similar to how they deal with people. The data are being collected under the guise of something else. In this case, the Meta Pixel is an integral part of the Facebook advertising universe, which is intricately tied to the Facebook reporting system. These reports track interactions on websites. These hospitals most likely advertise on Facebook to drive users to their websites. So, the marketing teams want to understand what keywords people use to find them, what they do on the website and so on.

Since Facebook develops the reporting system as a way to prove to advertisers the effectiveness of Facebook promotions, there is reason why Facebook needs to know someone's allergies or disease status. Thus, such data elements are not pre-programmed. So don't think that someone isn't writing special code to capture such information, and someone else isn't designing customized reports to analyze such data.

It may not be of grave concern if the hospitals are learning about their own patients. What is troubling is that in this process, the personal health data end up in Facebook's vast data ecosystem. Facebook has no obligations under HIPPA since it's not a healthcare provider. Also, if someone is logged on to Facebook, or is using Facebook to log on to any other service, or visits a site showing Facebook Like buttons, it's almost a sure bet that Facebook has linked the person's health data to everything Facebook knows about them.

These hospitals and Facebook have essentially entered into a Faustian bargain. The hospitals believe that advertising on Facebook enhances their bottom line; Facebook creates the impression that advertising effectiveness improves with the use of the Meta Pixel; the hospitals - not Facebook - voluntarily places the Facebook pixel on their websites; Facebook engineers imbue the pixel with its data-tracking funtionality; both sides wink at each other, and keep their mouths shut tight.

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The Markup found that one-third of the top 100 hospitals uses Meta Pixel. Facebook has become the poster child for this type of news but the reality is there are hundreds of other companies in the same game, quietly collecting our data day in day out.

Some of these hospitals have since removed the Meta Pixel - but are they sending data out to any of those other industry players?

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A shoutout to the team at The Markup and Mozilla who found a way to expose this practice. This is not straightforward because random third parties can't just intercept the data flow between the hospitals' websites and Facebook. They set up a "PIxel Hunt" project in which enrolled users (in this case, patients) permit the research team to see what data are being passed on.

Book review: Don't Trust Your Gut

Seth Stephens-Davidowitz has a new book out early this year, "Don't Trust Your Gut", which he kindly sent me for review. The book is Malcolm Gladwell meets Tim Ferriss - part counter intuition, part self help. Seth tackles big questions: how to find love? how to raise kids? how to get rich? how to be happier? He invariantly believes that big data reveal universal truths on such matters.

In 2013, I speculated about the challenges faced by big data analysts in this piece for Significance. Big Data has become a real thing in the decade since its publication. Seth's book interests me as a progress report on the state of "big data analytics".

If there is a common core of this style of analytics, as demonstrated by Seth's examples, I'd include the following elements:

a) Big Data is less defined by the amount of data, but by several characteristics I previously labeled OCCAM (see this post).

The data are typically collected by passive observation (e.g. tax records, dating app usage, artist exhibit schedules). Meaningful controls are absent (e.g. no non-app users, no failed artists). The dataset is believed to be complete. The data aren't specifically collected for the analysis (an important exception is the happiness data collected from apps for that specific purpose). Several datasets are merged to investigate correlations.

b) Much - though not all - of the analyses use the most rudimentary statistics, such as statistical averages.

This can be appropriate, if one insists one has all the data, or "essentially" all. An unstated axiom is that the sheer quantity of data crowds out any bias. This is not a new belief: as long as Google has existed, marketing analysts have always claimed that Google search data are fully representative of all searches since Google dominates the market. (Seth's previous book covers his analyses of Google search results.)

c) If the analyst incorporates model adjustments, these adjusted models are treated as full cures of all statistical concerns.

The last few chapters on activities that cause happiness or unhappiness report numerous results from adjusted models of underlying data collected from 60,000 users of specially designed mobile apps. The researchers broke down 3 million logged events by 40 activity types, hour of day, day of week, season of year, location, among other factors. For argument's sake, let's say the users came from 100 places, ignore demographic segmentation, and apply zero exclusions. Then, the 3 million points fell into 40*24*7*4*100 = 2.7 million cells... unevenly but if evenly, each cell has an average of 1.1 events. That means many cells contain zero events. By the magic of model adjustments, all cells have non-zero estimated activities and associated happiness quotients. The estimates in many cells reflect an underlying model that hasn't been confirmed with data - and the credibility of these estimates rests with the reader's trust in the model structure.

I observed a similar phenonmenon when reading the well-known observational studies of Covid-19 vaccine effectiveness. Many of these studies adjust for age, an obvious confounder. Having included the age term, which quite a few studies proclaimed to be non-significant, the researchers spoke as if their models are free of any age bias. Taking this line of logic further, such a belief implies that no one should bother with running expensive randomized clinical trials because a self-selected trial coupled with post-hoc regression adjustments is a perfect substitute!

d) A blurred line barely delineates using data as explanation and as prescription.

Take, for example, the revelation that people who own real estate businesses have the highest chance of being a top 0.1% earner in the U.S., relative to other industries. This descriptive statistic is turned into a life hack, that people who want to get rich should start real-estate businesses. Nevertheless, being able to explain past data is different from being able to predict the future.

A kind of feedback loop is also at play. The average odds of getting rich surely depends on how many people are entering the industry. So if people read Seth's book, and rush into real estate, the data may no longer rank this industry as best.

e) Most of the featured big-data research aim to discover universal truths that apply to everyone.

For example, an eye-opening chart in the book shows that women who were rated bottom of the barrel in looks have half the chance of getting a response in a dating app when they messaged men in the most attractive bucket... but the absolute response was still about 30%. This produces the advice to send more messages to presumably "unattainable" prospects.

Such a conclusion assumes that the least attractive women are identical to the average women on factors other than attractiveness. It's possible that such women who approach the most attractive-looking men have other desirable assets that the average woman does not possess.

It's an irony because with "big data", it should be possible to slice and dice the data into many more segments, moving away from the world of "universal truths," which are statistical averages, said differently. In the last chapter of the book, Seth describes one study that tackles this problem.

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I wish Seth had devoted more space to explaining model adjustments and statistical issues, and discussing whether the remedies are sufficient. His target audience is clearly people with minimal mathematical training, and I understand his decision not to open such cans of worms. The references at the end should satisfy those interested in exploring further.

As with Gladwell, I recommend reading this genre with a critical eye. Think of these books as offering fodder to exercise your critical thinking. Don't Trust Your Gut is a light read, with some intriguing results of which I was not previously aware. I enjoyed the book, and have kept pages of notes about the materials. The above comments should give you a guide should you want to go deeper into the analytical issues.

I think there is a lot more that can be done with big data, we are just seeing the tip of the iceberg. So I agree with Seth that the potential is there. Seth is more optimistic about the current state than I am.

The role of prior infection in the vaccine trials

In the final analysis of the J&J vaccine trial (link), the study authors suggested that their vaccine benefits those who have previously been infected with Covid-19:

We observed that participants with previous asymptomatic infection (defined by serologic positivity for SARS-CoV-2 N protein and an absence of history of symptomatic Covid-19) can benefit from immunization with a Covid-19 vaccine. In a post hoc analysis, previous infection alone provided 90.4% protection against symptomatic infection, and after administration of Ad26.COV2.S in seropositive participants, 97.7% protection was observed in a comparison with seronegative placebo recipients.

Attentive readers should be raising their eyebrows as they digest this paragraph. The headline vaccine efficacy (VE) reported in this study was 56%. Against this backdrop, the above claim of 98% efficacy for people who have already caught Covid-19 before (aka seropositive) is quite simply astounding.

[The authors, nevertheless, chose their words carefully, as the statement does not actually make a causal claim, but merely promotes such an interpretation.]

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Let's unpack the underlying data.

The randomized trial design included the usual pair of treatment groups (vaccine and placebo). However, FDA allowed excluding many subgroups post-randomization in the statistical analysis. One such exclusion are people who were seropositive at baseline (actually, it appeared that they may have excluded also anyone who got infected before 14 days after the shot, an additional complication I will ignore in what follows).

We can subdivide the trial participants into four subgroups, as shown in the following table:

Roughly 10% of the vaccine and placebo groups were deemed seropositive (previously infected) at baseline and removed from the headline analysis. The "post-hoc" analysis brings the seropositive subgroups back into consideration.

The headline analysis ignores the first row of the table, and reports on the difference between the case rates between the placebo and vaccine groups in the second row (expressed as a relative ratio). As mentioned already, the VE is 56%, which means that the case rate of the vaccinated was roughly 44% that of the placebo group. Since we are allowed a causal interpretation in the context of randomized trials, the vaccine roughly cuts the case rate by half, from 5.5% to 2.5%.

If the VE were to be 98% instead of 56%, the case rate of 5.5% would have to drop to 0.1%. This is the first place where the paper's aforementioned claim can easily be misinterpreted. Because the VE is expressed as a relative ratio, a 98% drop is not the same as a 98% drop - because the base rates are not equal.

In this example, the base rates cannot be more different. The average case rate for sero-positive (i.e. with prior infection) is only one-tenth of that for sero-negative people. As shown below, on the placebo arm, those with prior infections had a case rate of 0.6% (despite not receiving the vaccine) compared to 5.5% if they did not have a prior infection.

As the study authors acknowledged, natural infection acts like a vaccine with 90% efficacy. Well, they used more scholarly words:

Previous infection alone, in an analysis involving seropositive and seronegative placebo recipients, was found to provide 90.4% (95% CI, 83.2 to 95.1) protection against moderate to severe–critical Covid-19.

Now, where did the 98% claim come from? It turns out the authors were making a comparison between two unlikely subgroups: (seropositive + vaccine) vs (seronegative + placebo).

This comparison is odd in a number of ways. Two conditions are varied at the same time. The 98% VE represents the aggregate effects of the vaccine plus prior infection. The study makes no attempt to assign relative importance between these two changes. In theory, the effect of the vaccine can range from all of the 98% to none of it.

From a practical view, each person either has caught Covid-19 before or hasn't. Unlike the vaccine decision, serological status is typically not a manipulable treatment (unless someone deliberately attends a "Covid party".)

If you're unvaccinated with a prior infection, then your decision is whether or not to get vaccinated. The appropriate comparison is (seropositive + placebo) vs (seropositive + vaccine). This is the first row of the table.

If you're unvaccinated without prior Covid-19, then your decision is - also - whether or not to get the vaccine. The appropriate comparison is (seronegative + placebo) vs (seronegative + vaccine). This question is the primary endpoint in the trial.

The vaccine efficacy for seropositive people is 76% (first row). This is quite a bit higher than the 56% for seronegative people (second row). Remember though that 76% represents a reduction of case rate by 76% - off a base of 0.6% while the 56% represents a reduction of case rate by 56% - off a base of 5.5% so they are not directly comparable values. Besides, at the time of the trial, seronegatives outnumber seropositives 9 to 1.

In glorifying numbers > 90%, the study authors picked the larger case rate from the placebo column and the smaller case rate from the vaccine column to produce a meaningless 98% number. A fuller analysis shows that the vaccine is decently effective for those who have been infected but the improvement is on top of a tiny case rate.

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If we are serious about learning the effect of vaccination on those who have already been infected, what experiment should we run?

It's straightforward. Recruit people who had previous infections. Randomly divide them into two groups, give one group the vaccine and the other group a placebo. In such a trial, you are effectively comparing (seropositive + vaccine) and (seropositive + placebo). This is precisely the first row of the table shown above.

The only difference is that the sample size of seropositive people was too small during the original vaccine trial. There were simply not enough people with Covid-19 when the trial was initiated.

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At this juncture of the pandemic, experts have acknowledged that these Covid-19 vaccines do not stop infection or transmission - they say the purpose of these vaccines is preventing hospitalization and deaths.

In the vaccine trials, basically no one with prior infection subsequently was hospitalized for or died from Covid-19. In the J&J trial, only 15 participants out of over 42,000 were both seropositive at baseline, and subsequently counted as cases. Therefore, we have no data on how the vaccine affected the chance of hospitalization or death among the seropositive subgroup (but we know it's not a big number).

The 98% VE number mentioned in the opening quote of this blog is a metric about preventing infection, not severity of disease. Thus, we have been served incongruent messages that (a) previously uninfected people should not worry about getting infected (and only worry about getting severe disease) while (b) previously infected people should worry about getting infected, even though their case rate is 10 times lower than the previously uninfected.

 

Why you must know how analytical results were obtained

A friend sent me to this Vice article, admitting abashedly that she got clickbaited (link).

[right here is supposed to be an image showing the article's headline - but it's not here because Typepad's image loader is failing yet again!]

How did she get baited?

Of course, the MTA did not "deliberately slow down buses to punish riders". What the public bus operator did was to suspend so-called all-door boarding. All-door boarding was being tested on a small number of "Select" bus routes: on these routes, all passengers are required to pay using machines installed on the sidewalk before boarding, and thus, they no longer line up at the front of the bus, and can board through any of the buses' doors. As expected, Select bus rides experienced lower delays.

When this experiment was suspended, the Vice reporter "interpreted" this as MTA deliberately slowing down buses.

Why was the experiment stopped? Certainly not because the operator thought NYC buses were running too fast. Clue: what might happen when passengers are allowed to enter buses through the back doors without having to show they paid the fare?

You got it. The MTA is forced to suspend the all-door boarding test because of fare evasion.

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The Vice reporter dismissed that possibility by citing an earlier MTA study which concluded that all-door boarding reduced fare evasion. It's as counterintuitive a finding as one could imagine. In fact, that study found that fare evasion was 10 times lower on Select bus routes than on regular bus routes!

[right here is supposed to be an image showing a data graphic from the study - but it's not here because Typepad's image loader is failing yet again!]

This is the kind of analytical finding that smells like your fridge after you return from 15 days' vacation.

The last column suggested that fare evasion was almost 20% on all non-Select bus routes. The table below showed fare evasion went down to 2% on SBS bus routes. In the famous words of your favorite Covid-19 talking head, SBS is the miracle vaccine that has 90% effectiveness in curing fare evasion!

Want to get rid of fare evasion? Install more machines on the sidewalk, and let everyone board without showing proof of purchase!

What does one do when the stats stank like rotting food?

How about turning to the "methodology" section?

There, I learn that two completely different methods were used to collect data on "Select" buses and regular (front-door boarding) buses.

The method used for regular buses appeared rigorous and intentionally designed:

A randomized quarterly sample of observation surveys is generated; peak and non-peak, high and low volume stations, all boroughs represented

The sample consists of approximately 180 station control areas and 140 bus routes per quarter

Staff visit several assigned subway stations / bus routes each day to observe and record evasion of different types, e.g. illegal turnstile / service gate entry, entering bus through back door, etc.

Here is how the study authors described the sampling method for "Select" buses:

Eagle teams conduct periodic “surge” exercises, where in addition to enforcement activity they count paid vs. unpaid passengers on board the bus

So, what are some of the differences?

The regular bus routes have daily data collection while the Select bus routes are sampled "periodically" (with an undisclosed frequency and cadence).

The regular bus routes are represented by a random sample from all routes. We have no idea if every Select bus route is sampled (it's possible since there are not that many). However, since these "eagle teams" had other "enforcement activities", one wonders if the frequency of sampling depended on the frequency of "enforcement activities".

Having to both conduct "enforcement activities" and data collection suggests that the data collectors for regular bus routes are properly trained and specialized in data collection while those for Select bus routes may have less training and experience, and are responsible for multiple tasks.

Let's see: enforcement taking place alongside data collection. What about having police officers standing on every street corner, and then measuring the prevalence of crime in those areas at those times? Well - they knew about this bias because they listed it under "limitations":

The mere presence of field staff may limit evasion.

This is what I call a "professional foul". This type of language appears on almost every journal article - important biases that likely invalidate results are simply ignored after the authors acknowledge that they exist. Most analysts keep quiet since everyone else follows the same practice.

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I'm also struggling to imagine how these "Eagle teams" collected the fare evasion data on Select bus routes. I can see two possibilities:

(a) They position themselves at the bus stops, and observe passengers as they board the bus. In this case, they can see who paid at the roadside machines and who didn't. (In recent years, though, the MTA also installed scanners that allow people to board through back doors using Applepay or chipped credit cards so that significantly complicates the counting. The study was conducted in 2018 which may have preceded this new payment method.) I'm not sure what they mean by "enforcement actvity" - could it mean enforcing fare payment? If so, this is truly Orwellian.

(b) They position themselves on the buses, presumably performing their "enforcement activities". At each stop, a crowd of people enters from all doors. None of them is required to show tickets, in the name of speeding up boarding. How do they figure out what proportion paid? Do they do a show of hands? Do they ask every individual rider to show proof of purchase? If so, do they hold up the buses and not allow anyone to get off until they have finished tallying?

The language used in the Methodology section suggested (b) since they "counted" "passengers on board the bus".

Readers - maybe I'm missing the obvious. How do you think they collected the data?

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Even if the same sampling methodology was applied, and the data were properly collected, the next challenge is that the Select bus routes serve a small portion of the area served by all bus routes, and the demographics cannot be assumed as identical.