Statistics

Statistics Blogs

Impulse Responses From Smooth Local Projections

January 16, 2017
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Check out Barnichon-Brownlees (2017) (BB).  As proposed and developed in Jorda (2005), they estimate impulse-response functions (IRF's) directly by projecting outcomes on estimates of structural shocks at various horizons, as opposed to assum...

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The Class-size debate – it matters to teachers

January 16, 2017
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The Class-size debate – it matters to teachers

Class size matters to teachers Class size is a perennial question in education. What is the ideal size for a school class? Teachers would like smaller classes, to improve learning. There is evidence of a small positive effect size due … Continue reading →

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Beginners Exercise: Bayesian Computation with Stan and Farmer Jöns

January 14, 2017
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Beginners Exercise: Bayesian Computation with Stan and Farmer Jöns

Over the last two years I’ve occasionally been giving a very basic tutorial to Bayesian statistics using R and Stan. At the end of the tutorial I hand out an exercise for those that want to flex their newly acquired skills. I call this exercise Bay...

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RStudio Conference 2017 Recap

January 14, 2017
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RStudio Conference 2017 Recap

The first ever RStudio conference was held January 11-14, 2017 in Orlando, FL. For anyone else like me who spends hours each working day staring into an RStudio session, the conference was truly excellent. The speaker lineup was diverse and covered lot...

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Vintage Years in Econometrics – The 1970′s

January 14, 2017
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Vintage Years in Econometrics – The 1970′s

Continuing on from my earlier posts about vintage years for econometrics in the 1930's, 1940's, 1950's, 1960's, here's my tasting guide for the 1970's.Once again, let me note that "in econometrics, what constitutes quality and importance is partly a ma...

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New year resolution

January 13, 2017
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New year resolution

Now that the Christmas break is just a distant memory (Marta would say that I am quite happy with that $-$ she thinks I'm like the Grinch around the Christmas holiday. And she is right), I've given way to my new year's resolution of finally, prope...

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Math Rendering Problem Fixed

January 13, 2017
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The problem with math rendering in the recent post, "All of Machine Learning in One Expression", is now fixed (I hope).  That is, the math should now look like math, not LaTeX code, on all devices. 

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Why people hate statistics

January 10, 2017
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Why people hate statistics

This summer/Christmas break it has been my pleasure to help a young woman who is struggling with statistics, and it has prompted me to ask people who teach postgraduate statistical methods – WTF are you doing? Louise (name changed) is a … Continue reading →

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Trading Models and Distributed Lags

January 9, 2017
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Trading Models and Distributed Lags

Yesterday, I received an email from Robert Hillman.Robert wrote:"I’ve thoroughly enjoyed your recent posts and associated links on distributed lags. I’d like to throw in a slightly different perspective. To give you some brief background on my...

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Happy New Year (Big Data, Plainly Spoken)

January 9, 2017
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Happy New Year (Big Data, Plainly Spoken)

I am on vacation for another week, and posting will gradually resume. If you discovered the blog last year, I hope you will find much to enjoy in the coming year. If you are a long-time reader, thank you for giving me a bit of your time, once in a wh...

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