Variable pruning is NP hard

August 28, 2016
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I am working on some practical articles on variable selection, especially in the context of step-wise linear regression and logistic regression. One thing I noticed while preparing some examples is that summaries such as model quality (especially out of sample quality) and variable significances are not quite as simple as one would hope (they in … Continue reading Variable pruning is NP hard

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Better to just not see the sausage get made

August 27, 2016
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Better to just not see the sausage get made

Mike Carniello writes: This article in the NYT leads to the full text, in which these statement are buried (no pun intended): What is the probability that two given texts were written by the same author? This was achieved by posing an alternative null hypothesis H0 (“both texts were written by the same author”) and […] The post Better to…

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Sad night

August 26, 2016
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Sad night

I've just heard the very sad news that Richard Nixon has passed away this morning. I can't say I knew Richard very well, but I thought he really was a lovely guy and I am very saddened.I knew of him (among other things) through his work on covariate ad...

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Letters we never finished reading

August 26, 2016
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I got a book in the mail attached to some publicity material that began: Over the last several years, a different kind of science book has found a home on consumer bookshelves. Anchored by meticulous research and impeccable credentials, these books bring hard science to bear on the daily lives of the lay reader; their […] The post Letters we…

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How to create a free distributed data collection "app" with R and Google Sheets

August 26, 2016
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How to create a free distributed data collection "app" with R and Google Sheets

Jenny Bryan, developer of the google sheets R package, gave a talk at Use2015 about the package. One of the things that got me most excited about the package was an example she gave in her talk of using the Google Sheets package for data collection a...

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Not So Standard Deviations Episode 21 – This Might be the Future!

August 26, 2016
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Hilary and I are apart again and this time we’re talking about political polling. Also, they discuss Trump’s tweets, and the fact that Hilary owns a bowling ball. Also, Hilary and I have just published a new book, Conversations on Data Science, wh...

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Free workshop on Stan for pharmacometrics (Paris, 22 September 2016); preceded by (non-free) three day course on Stan for pharmacometrics

August 25, 2016
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So much for one post a day… Workshop: Stan for Pharmacometrics Day If you are interested in a free day of Stan for pharmacometrics in Paris on 22 September 2016, see the registration page: Stan for Pharmacometrics Day (free workshop) Julie Bertrand (statistical pharmacologist from Paris-Diderot and UCL) has finalized the program: When Who What […] The post Free workshop…

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A day in the life

August 25, 2016
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I like to post approx one item per day on this blog, so when multiple things come up in the same day, I worry about the sustainability of all this. I suppose I could up the posting rate to 2 a day but I think that could be too much of a burden on the […] The post A day…

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Lining up the dopers and their medals

August 25, 2016
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Lining up the dopers and their medals

The Times did a great job making this graphic (this snapshot is just the top half): A lot of information is packed into a small space. It's easy to compose the story in our heads. For example, Lee Chong Wai,...

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Stacked Bars Are the Worst

August 25, 2016
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Stacked Bars Are the Worst

Bar charts are great. They always work. They're always the safe choice. Right? Well, no. Stacked bar charts are deceiving because we think they work just like regular bars, when they're really pretty terrible. Some Examples Look at the following chart, showing unemployment numbers for Bavaria. The total height of the bars is easy enough … Continue reading Stacked Bars…

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Hey pollsters! Poststratify on party ID, or we’re all gonna have to do it for you.

August 24, 2016
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Hey pollsters!  Poststratify on party ID, or we’re all gonna have to do it for you.

Alan Abramowitz writes: In five days, Clinton’s lead increased from 5 points to 12 points. And Democratic party ID margin increased from 3 points to 10 points. No, I don’t think millions of voters switched to the Democratic party. I think Democrats are were just more likely to respond in that second poll. And, remember, […] The post Hey pollsters!…

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His varying slopes don’t seem to follow a normal distribution

August 24, 2016
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Bruce Doré writes: I have a question about multilevel modeling I’m hoping you can help with. What should one do when random effects coefficients are clearly not normally distributed (i.e., coef(lmer(y~x+(x|id))) )? Is this a sign that the model should be changed? Or can you stick with this model and infer that the assumption of […] The post His varying…

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Postdoc in Finland with Aki

August 24, 2016
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I’m looking for a postdoc to work with me at Aalto University, Finland. The person hired will participate in research on Gaussian processes, functional constraints, big data, approximative Bayesian inference, model selection and assessment, deep learning, and survival analysis models (e.g. cardiovascular diseases and cancer). Methods will be implemented mostly in GPy and Stan. The […] The post Postdoc in…

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Balancing bias and variance in the design of behavioral studies: The importance of careful measurement in randomized experiments

August 24, 2016
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At Bank Underground: When studying the effects of interventions on individual behavior, the experimental research template is typically: Gather a bunch of people who are willing to participate in an experiment, randomly divide them into two groups, assign one treatment to group A and the other to group B, then measure the outcomes. If you […] The post Balancing bias…

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Halley’s method for finding roots

August 24, 2016
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Halley’s method for finding roots

Edmond Halley (1656-1742) is best known for computing the orbit and predicting the return of the short-period comet that bears his name. However, like many scientists of his era, he was involved in a variety of mathematical and scientific activities. One of his mathematical contributions is a numerical method for […] The post Halley's method for finding roots appeared first…

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Interview with COPSS award winner Nicolai Meinshausen.

August 24, 2016
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Interview with COPSS award winner Nicolai Meinshausen.

Editor’s Note: We are again pleased to interview the COPSS President’s award winner. The COPSS Award is one of the most prestigious in statistics, sometimes called the Nobel Prize in statistics. This year the award went to Nicolai Meinshausen from ...

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A Simple Explanation for the Replication Crisis in Science

August 24, 2016
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A Simple Explanation for the Replication Crisis in Science

By now, you’ve probably heard of the replication crisis in science. In summary, many conclusions from experiments done in a variety of fields have been found to not hold water when followed up in subsequent experiments. There are now any number of fa...

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Evil collaboration between Medtronic and FDA

August 23, 2016
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Paul Alper points us to this news article by Jim Spencer and Joe Carlson that has this amazing bit: Medtronic ran a retrospective study of 3,647 Infuse patients from 2006-2008 but shut it down without reporting more than 1,000 “adverse events” to the government within 30 days, as the law required. Medtronic, which acknowledges it […] The post Evil collaboration…

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Quote of the month

August 23, 2016
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In a post titled "GIGO" (for those who don't like acronyms, Garbage In, Garbage Out), Andrew Gelman wrote this gem: as long as the “garbage out” gets media attention, there will always be somebody willing to supply the “garbage in.” The general drift of that post, and the previous one that led me to it, is a critique of the…

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Bayesian inference completely solves the multiple comparisons problem

August 22, 2016
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Bayesian inference completely solves the multiple comparisons problem

I promised I wouldn’t do any new blogging until January but I’m here at this conference and someone asked me a question about the above slide from my talk. The point of the story in that slide is that flat priors consistently give bad inferences. Or, to put it another way, the routine use of […] The post Bayesian inference…

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One more thing you don’t have to worry about

August 22, 2016
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Baruch Eitam writes: So I have been convinced by the futility of NHT for my scientific goals and by the futility of of significance testing (in the sense of using p-values as a measure of the strength of evidence against the null). So convinced that I have been teaching this for the last 2 years. […] The post One more…

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On deck this week

August 22, 2016
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Mon: One more thing you don’t have to worry about Tues: Evil collaboration between Medtronic and FDA Wed: His varying slopes don’t seem to follow a normal distribution Thurs: A day in the life Fri: Letters we never finished reading Sat: Better to just not see the sausage get made Sun: Oooh, it burns me […] The post On deck…

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Brexit, Bremain, the world did not end so dataviz people can throw shade and color

August 22, 2016
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Brexit, Bremain, the world did not end so dataviz people can throw shade and color

Catching a dose of Alberto Cairo the other day. He has a good post about various Brexit/Bremain maps. The story started with an editor of The Spectator, who went on twitter to make the claim that the map on the...

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