Regression to the Mean: Lessons From Stoic Philosophy

December 16, 2022

Thanks to David Kirichenko, a 2022 Fellow in Ideas, for today’s post.

Statistics is an important tool for humans to use to understand the patterns around us and make sense of the world. Philosophy helps to ground us and provide meaning for much of what we do. The ancient Stoics indirectly emphasized the application of statistics, not in the realm of mathematics, but in our lives. What awaits us all, in the end, is a regression to the mean.

The original Latin root of the word “regress” means “to go back, or “return to a former state.” The term regression to the mean goes back to the 19th century when Francis Galton conducted a study comparing the heights of children to their parents. Upon plotting the data, the study showed that the offspring did not tend to resemble their parents in size. Short parents tended to have taller children. If the parents were tall, the children were usually shorter. Some sort of invisible force through the generations was pulling people back to the average height of humans. Galton would call this process, “a regression towards mediocrity,” now known as regression to the mean.

If you were to gather some statistics around patterns of events, and when all the events are put together, the results of each event will be so varied in each extreme that the overall result will be somewhere near the mean – the middle. Regression to the mean is all about how data evens out. If a variable is extreme the first time you measure it, it will be closer to the average the next time you measure it. The regression indicates that everything eventually evens out. The highs and lows will find their way back to the middle and extreme events will be followed by less extreme events.

In the book, Thinking Fast and Slow, Nobel prize-winning psychologist Daniel Kahneman created a simple exercise that anyone can try. Kahneman drew a circle on a blackboard and asked people to throw a piece of chalk two times at the center of the circle with their backs facing the blackboard. He recorded each person’s performance in the multiple trials. Those who did well on the first trial tended to do worse the second time and vice versa. This simple exercise shows that over time, outcomes “regress” to the average or the mean.

The role of Stoicism

Stoicism was one of the new philosophical movements of the Hellenistic period in the 3rd century BCE. The Roman emperor Marcus Aurelius was among the most influential human beings in history and among the most famous philosophers of the ancient world. He had a private diary that contained his own personal letters, which survived through the ages and insights into his own self-improvement journey as the world’s most powerful being at that time. His personal journal is a great spiritual classic and his advice from over 2,000 years ago remains more relevant than ever.

Stoics like Marcus Aurelius do not worry about the things outside of their control. They teach that stress is unproductive, and even harmful. Stoics practice the art of differentiating between what is and is not under control, not wasting precious energy and time over uncontrollable events.

Stoics practice reflecting on one’s mortality, which can lead to more gratitude and virtuous action in life. They looked to mortality to help us get clarity out of our lives and not forget the inevitability of death. Even some of history’s greatest minds engaged with Stoic philosophy such as George Washington and Frederick the Great.

Marcus Aurelius wrote in Meditations: “Do not act as if you were going to live ten thousand years. Death hangs over you. While you live, while it is in your power, be good.” It is the recognition that death isn’t something that awaits us, it walks with us on a daily basis, looming over us. Urgency comes from the realization of our coming mortality, and to ensure we do not squander this hour, this day, and the entirety of life, we must ensure we focus on pursuing what matters most to us. Focus on being alive and don’t follow the crowds who are desperately rushing to achieve something beyond themselves. This is most commonly known as “leaving behind a legacy.” Most often those that rush to build a legacy do so at the expense of their happiness.

The Stoics also looked to nature and assessed how the world naturally operates to understand how human beings should conduct themselves. As Marcus Aurelius was on his deathbed, he faced down his own death and he didn’t fight nature. Aurelius exemplified his belief stating that: “To pass through this brief life as nature demands. To give it up without complaint. Like an olive that ripens and falls. Praising its mother, thanking the tree it grew on.”

Marcus Aurelius succinctly describes the impermanence of human life and the regression to the mean for us all with: “Casting aside other things, hold to the precious few; and besides bear in mind that every man lives only the present, which is an indivisible point, and that all the rest of his life is either past or is uncertain. Brief is man’s life and small the nook of the earth where he lives; brief, too, is the longest posthumous fame, buoyed only by a succession of poor human beings who will very soon die and who know little of themselves, much less of someone who died long ago.”

The Regression We Face

Time is our scarcest resource and our most unique and prized possession. When one remembers how mortal we are and how finite our time is, it gives clarity on what truly matters. Facing the reality of our mortality as the Stoics did can lead us into a more purposeful and grateful state in our present moment.

The statistical patterns of regression to the mean can be seen throughout our lives. Take the case of an extremely successful athlete. Often littered with fame and glory during their careers, they appear on one side of the chart, but quickly swing back toward the mean after the end of their careers. But they too find their way back to the mean. A good example of this is when Sports Illustrated found that after two years of retirement, almost 80 percent of NFL players are bankrupt or under financial stress.

But even the extremes that manage to outlast the regression can’t escape the law of regression in our life. No matter how much glory is achieved, the athletes, the actors, the richest human beings who ever lived – we all naturally must regress to our mean. That is, we all must pass away. Whatever temporary glory we pursue and achieve in this life means little in the grand scheme.

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