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Quick update

May 22, 2017
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Quick update

This is going to be a very short post. I've been again following the latest polls and have updated my election forecast model $-$ nothing has changed in the general structure, only new data coming as the campaigns evolve.The dynamic forecast (which con...

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Big Data in Econometric Modeling

May 22, 2017
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Big Data in Econometric Modeling

Here's a speakers' photo from last week's Penn conference, Big Data in Dynamic Predictive Econometric Modeling.  Click through to find the program, copies of papers and slides, a participant list, and a few more photos.  A good and productive...

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New series: R and big data (concentrating on Spark and sparklyr)

May 20, 2017
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New series: R and big data (concentrating on Spark and sparklyr)

Win-Vector LLC has recently been teaching how to use R with big data through Spark and sparklyr. We have also been helping clients become productive on R/Spark infrastructure through direct consulting and bespoke training. I thought this would be a good time to talk about the power of working with big-data using R, share some … Continue reading New series: R and big data (concentrating on Spark and sparklyr)

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The EViews Blog on ARDL – Part 3

May 20, 2017
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The EViews Blog on ARDL  – Part 3

As I mentioned in this recent post, the EViews team had a third blog post on ARDL modelling up their sleeves. The said post appeared a few days ago, here.It's a real gem! The flow-chart and the detailed application are fabulous - I wish I could have co...

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When Everything Old is New Again

May 19, 2017
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When Everything Old is New Again

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came ...

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Dueling Data Science Surveys: KDnuggets & Rexer Go Live

May 16, 2017
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What tools do we use most for data science, machine learning, or analytics? Python, R, SAS, KNIME, RapidMiner,…? How do we use them? We are about to find out as the two most popular surveys on data science tools have … Continue reading →

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3 YEARS AGO (APRIL 2014): MEMORY LANE

May 15, 2017
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3 YEARS AGO (APRIL 2014): MEMORY LANE

MONTHLY MEMORY LANE: 3 years ago: April 2014. I mark in red three posts from each month that seem most apt for general background on key issues in this blog, excluding those reblogged recently[1], and in green up to 4 others I’d recommend[2].  Posts that are part of a “unit” or a group count as one. For this month, I’ll include […]

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Book review: Everybody Lies by Seth Stephens-Davidowitz

May 15, 2017
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Book review: Everybody Lies by Seth Stephens-Davidowitz

Kaiser Fung, founder of Principal Analytics Prep, discusses Seth Stephens-Davidowitz's new book, Everybody Lies

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Through time & space

May 15, 2017
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Through time & space

I've continued to fill in the data from the polls and re-run the model for the next UK general election. I think the dynamic element is interesting in principle, mainly because of how the data from the most recent polls could be weighed differently tha...

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Statistics in the Computer Age

May 15, 2017
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Efron and Tibshirani's Computer Age Statistical Inference (CASI) is about as good as it gets. Just read it. (Yes, I generally gush about most work in the Efron, Hastie, Tibshirani, Brieman, Friedman, et al. tradition.  But there's good r...

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