“The Dark Side of Power Posing”

July 23, 2016
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Shravan points us to this post from Jay Van Bavel a couple years ago. It’s an interesting example because Bavel expresses skepticism about the “power pose” hype but he makes the same general mistake of Carney, Cuddy, Yap, and other researchers in this area in that he overreacts to every bit of noise that’s been […] The post “The Dark Side of Power Posing” appeared first on Statistical Modeling, Causal…

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On accuracy

July 22, 2016
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On accuracy

In our last article on the algebra of classifier measures we encouraged readers to work through Nina Zumel’s original “Statistics to English Translation” series. This series has become slightly harder to find as we have use the original category designation “statistics to English translation” for additional work. To make things easier here are links to … Continue reading On accuracy

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When do statistical rules affect drug approval?

July 22, 2016
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When do statistical rules affect drug approval?

Someone writes in: I have MS and take a disease-modifying drug called Copaxone. Sandoz developed a generic version​ of Copaxone​ and filed for FDA approval. Teva, the manufacturer of Copaxone, filed a petition opposing that approval (surprise!). FDA rejected Teva’s petitions and approved the generic. My insurance company encouraged me to switch to the generic. […] The post When do…

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A budget of classifier evaluation measures

July 22, 2016
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A budget of classifier evaluation measures

Beginning analysts and data scientists often ask: “how does one remember and master the seemingly endless number of classifier metrics?” My concrete advice is: Read Nina Zumel’s excellent series on scoring classifiers. Keep notes. Settle on one or two metrics as you move project to project. We prefer “AUC” early in a project (when you … Continue reading A budget…

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A scalable particle filter in Scala

July 22, 2016
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A scalable particle filter in Scala

Introduction Many modern algorithms in computational Bayesian statistics have at their heart a particle filter or some other sequential Monte Carlo (SMC) procedure. In this blog I’ve discussed particle MCMC algorithms which use a particle filter in the inner-loop in order to compute a (noisy, unbiased) estimate of the marginal likelihood of the data. These … Continue reading A scalable…

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Bayesian predicted slopes with interaction in multiple linear regression

July 21, 2016
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Bayesian predicted slopes with interaction in multiple linear regression

Suppose we have a multiple linear regression with interaction: \[\hat{y} = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_{1\times 2} x_1 x_2 \] Notice that the slope on \(x_1\) is not just \(\beta_1\), it's \(\beta_1 + \beta_{1\times 2} x_2\): \[\hat{y} ...

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What if the RNC assigned seating randomly

July 21, 2016
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What if the RNC assigned seating randomly

The punditry has spoken: the most important data question at the Republican Convention is where different states are located. Here is the FiveThirtyEight take on the matter: They crunched some numbers and argue that Trump's margin of victory in the...

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Ioannidis: “Evidence-Based Medicine Has Been Hijacked”

July 21, 2016
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The celebrated medical-research reformer has a new paper (sent to me by Keith O’Rourke; official published version here), where he writes: As EBM [evidence-based medicine] became more influential, it was also hijacked to serve agendas different from what it originally aimed for. Influential randomized trials are largely done by and for the benefit of the […] The post Ioannidis: “Evidence-Based…

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Bayesian Bootstrap: The Movie + Some Highlights from UseR! 2016

July 20, 2016
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Not surprisingly, this year’s UseR! conference was a great event with heaps of talented researchers and R-developers showing off the latest and greatest R packages. (A surprise visit from Donald Knuth didn’t hurt either.) What was extra great thi...

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Going beyond confidence intervals

July 20, 2016
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Anders Lamberg writes: In an article by Tom Sigfried, Science News, July 3 2014, “Scientists’ grasp of confidence intervals doesn’t inspire confidence” you are cited: “Gelman himself makes the point most clearly, though, that a 95 percent probability that a confidence interval contains the mean refers to repeated sampling, not any one individual interval.” I […] The post Going beyond…

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Do you write unnecessary SAS statements?

July 20, 2016
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Do you write unnecessary SAS statements?

I'm addicted to you. You're a hard habit to break. Such a hard habit to break. —  Chicago, "Hard Habit To Break" Habits are hard to break. For more than 20 years I've been putting semicolons at the end of programming statements in SAS, C/C++, and Java/Javascript. But lately I've been […] The post Do you write unnecessary SAS statements? appeared…

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Coupling of particle filters: smoothing

July 20, 2016
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Coupling of particle filters: smoothing

    Hi again! In this post, I’ll explain the new smoother introduced in our paper Coupling of Particle Filters with Fredrik Lindsten and Thomas B. Schön from Uppsala University. Smoothing refers to the task of estimating a latent process of length , given noisy measurements of it, ; the smoothing distribution refers to . The setting is state-space […]

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Calculating Memory Requirements

July 20, 2016
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Calculating Memory Requirements

I had a conversation with people at the office about size and memory requirements that a computer must have to deal with a data frame. It started like this: suppose you have a data frame with 2,000,000 rows and 250 columns, all of which are numeric dat...

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The relativity of raw data

July 20, 2016
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The relativity of raw data

“Raw data” is one of those terms that everyone in statistics and data science uses but no one defines. For example, we all agree that we should be able to recreate results in scientific papers from the raw data and the code for that paper. But ...

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Bayesian Linear Mixed Models using Stan: A tutorial for psychologists, linguists, and cognitive scientists

July 19, 2016
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This article by Tanner Sorensen, Sven Hohenstein, and Shravan Vasishth might be of interest to some of you. The post Bayesian Linear Mixed Models using Stan: A tutorial for psychologists, linguists, and cognitive scientists appeared first on Statistica...

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Coupling of particle filters: likelihood curves

July 19, 2016
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Coupling of particle filters: likelihood curves

Hi! In this post, I’ll write about coupling particle filters, as proposed in our recent paper with Fredrik Lindsten and Thomas B. Schön from Uppsala University, available on arXiv; and also in this paper by colleagues at NUS. The paper is about a methodology with multiple direct consequences. In this first post, I’ll focus on correlated likelihood estimators; in a later […]

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No, Google will not “sway the presidential election”

July 19, 2016
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Grrr, this is annoying. A piece of exaggerated science reporting hit PPNAS and was promoted in Politico, then Kaiser Fung and I shot it down (“Could Google Rig the 2016 Election? Don’t Believe the Hype”) in our Daily Beast column last September. Then it appeared again this week in a news article in the Christian […] The post No, Google…

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Moving statistical theory from a “discovery” framework to a “measurement” framework

July 18, 2016
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Avi Adler points to this post by Felix Schönbrodt on “What’s the probability that a significant p-value indicates a true effect?” I’m sympathetic to the goal of better understanding what’s in a p-value (see for example my paper with John Carlin on type M and type S errors) but I really don’t like the framing […] The post Moving statistical…

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The HAC Emperor has no Clothes: Part 2

July 18, 2016
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The time-series kernel-HAC literature seems to have forgotten about pre-whitening. But most of the action is in the pre-whitening, as stressed in my earlier post. In time-series contexts, parametric allowance for good-old ARMA-GARCH disturbances (with ...

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On deck this week

July 18, 2016
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Mon: Moving statistical theory from a “discovery” framework to a “measurement” framework Tues: Bayesian Linear Mixed Models using Stan: A tutorial for psychologists, linguists, and cognitive scientists Wed: Going beyond confidence intervals Thurs: Ioannidis: “Evidence-Based Medicine Has Been Hijacked” Fri: What’s powdery and comes out of a metallic-green cardboard can? Sat: “The Dark Side of […] The post On deck…

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What happened when I was forced to wait 30 minutes for the subway

July 18, 2016
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What happened when I was forced to wait 30 minutes for the subway: pondering how easy it is for data analysts to get fooled by bad data

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Color markers in a scatter plot by a third variable in SAS

July 18, 2016
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Color markers in a scatter plot by a third variable in SAS

One of my favorite new features in PROC SGPLOT in SAS 9.4m2 is addition of the COLORRESPONSE= and COLORMODEL= options to the SCATTER statement. By using these options, it is easy to color markers in a scatter plot so that the colors indicate the values of a continuous third variable. […] The post Color markers in a scatter plot by…

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Teachers and resource providers – uneasy bedfellows

July 18, 2016
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Teachers and resource providers – uneasy bedfellows

Trade stands and cautious teachers It is interesting to provide a trade stand at a teachers’ conference. Some teachers are keen to find out about new things, and come to see how we can help them. Others studiously avoid eye-contact … Continue reading →

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