# Statistics

Statistics Blogs

## Statistical Theater of the Absurd: “Stat on a Hot Tin Roof”

September 21, 2014
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Memory lane: Did you ever consider how some of the colorful exchanges among better-known names in statistical foundations could be the basis for high literary drama in the form of one-act plays (even if appreciated by only 3-7 people in the world)? (Think of the expressionist exchange between Bohr and Heisenberg in Michael Frayn’s play […]

September 21, 2014
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My forecasting textbook with George Athanasopoulos is already available online (for free), and in print via Amazon (for under \$40). Now we have made it available as a downloadable e-book via Google Books (for \$15.55). The Google Books version is identical to the print version on Amazon (apart from a few typos that have been fixed). To use […]

## The (Non-) Standard Asymptotics of Dickey-Fuller Tests

September 20, 2014
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One of the most widely used tests in econometrics is the (augmented) Dickey-Fuller (DF) test. We use it in the context of time series data to test the null hypothesis that a series has a unit root (i.e., it is I(1)), against the alternative hypothesis ...

## Generate Random Inverse Gaussian in R

September 20, 2014
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Needed to generate draws from an inverse Gaussian today, so I wrote the following Rcpp code: It seems to be faster than existing implementations such as rig from mgcv and rinvgauss from statmod packages. rename rrinvgauss as desired. The post Generate Random Inverse Gaussian in R appeared first on Lindons Log.

## momentify R package

September 20, 2014
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$momentify R package$

I presented today an arxived paper of my postdoc at the big success Young Bayesian Conference in Vienna. The big picture of the talk is simple: there are situations in Bayesian nonparametrics where you don’t know how to sample from the posterior distribution, but you can only compute posterior expectations (so-called marginal methods). So e.g. you cannot provide […]

## Mini-tour

September 19, 2014
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The last two days have been kind of a very interesting mini-tour for me \$-\$ yesterday the Symposium that we organised at UCL (the picture on the left is not a photo taken yesterday) and today the workshop on efficient methods for value of inf...

## Least Squares, Perfect Multicollinearity, & Estimable Functions

September 19, 2014
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This post is essentially an extension of another recent post on this blog. I'll assume that you've read that post, where I discussed the problem of solving linear equations of the form Ax = y, when the matrix A is singular.Let's look at how this proble...

## The New Consumer Requires an Updated Market Segmentation

September 18, 2014
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The new consumer is the old consumer with more options and fewer prohibitions. Douglas Holt calls it the postmodern market defined by differentiation: "consumer identities are being fragmented, proliferated, recombined, and turned into salabl...

## "Inverting" Singular Matrices

September 18, 2014
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You can only invert a matrix if that matrix is non-singular. Right? Actually, that's wrong.You see, there are various sorts of inverse matrices, and most of them apply to the situation where the original matrix is singular. Before elaborating on t...

## The Front-End of Methods Training

September 18, 2014
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Based on my own experience and interactions with other professors and students, most methods training in political science starts with a “baby stats” course, continues into a more detailed course on linear models, and finishes with a fairly rigorous course on the generalized linear model that includes a grab bag of the latest and greatest […]