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More on Step-(Un)Wise Regression and Pre-Testing

July 21, 2014
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More on Step-(Un)Wise Regression and Pre-Testing

I've been meaning to do a decent post on Pre-test Estimation for some time. It just hasn't happened!The general issue of pre-testing came up in my recent post on Step-Wise Regression, (I prefer the term, "Step-Unwise Regression"). I want to add a few t...

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Les anniversaires de vos amis sur Facebook

July 21, 2014
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J’ai découvert avec un peu de retard le joli billet Les anniversaires de vos amis sur Facebook, qui tentait de répondre à la question Si je possède  amis, quelle est la probabilité qu’il y ait au moins un jour dans l’année où je n

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I am not an econometrician

July 21, 2014
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I am not an econometrician

I am a statistician, but I have worked in a department of predominantly econometricians for the past 17 years. It is a little like an Australian visiting the United States. Initially, it seems that we talk the same language, do the same sorts of things, and have a very similar culture. But the longer you stay there, the more you realise there are differences that run deep and affect the…

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Promoting Econometrics Through Econometrica

July 20, 2014
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Promoting Econometrics Through Econometrica

Regular readers of this blog will know that I have an interest (but negligible talent or authority) in the history of econometrics. Actually, the same applies to the history of the discipline of statistics. I find it difficult to appreciate where we ar...

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Some History of NBER Econometrics

July 20, 2014
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My last post led me to reminisce. So, for history buffs, here's a bit on the origins and development of the NBER working group on Forecasting and Empirical Methods in Macro and Finance. (No promises of complete accuracy -- some of my memory may be...

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The Rise and Fall of the name of Jennifer

July 20, 2014
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The Rise and Fall of the name of Jennifer

A recent fascinating post by Analysis at Large got me interested in naming trends analysis. The original post used Social Security data by state to map out the more frequent names by state. While this sounded interesting it turned out a single name (yo...

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Step-wise Regression

July 18, 2014
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Step-wise Regression

Some time ago, Haynes Goddard emailed me suggesting that I post something about step-wise regression. He also put me on an interesting paper by Peter Flom and David Cassell.Many statistical and econometrics packages include stepwise regression. I wish ...

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More likely to be killed by a terrorist

July 18, 2014
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More likely to be killed by a terrorist

I am working on the second edition of Think Stats, adding chapters on some topics that didn't make it into the first edition, including survival analysis.  Here is the draft of the new chapter; this post contains some of the highlights.Survival an...

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Rejected Economists

July 18, 2014
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Rejected Economists

If you're feeling "down" as a result of a recent rejection of your work by a nasty journal editor, you may find some comfort in this paper from The Journal of Economic Perspectives in 1994: "How Are the Mighty Fallen: Rejected Classic Articles by ...

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Digital journalism has an archiving challenge

July 18, 2014
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While making slides for a presentation, I wanted to scan a chart from the paper copy of the Wall Street Journal. This was a chart from several years ago, and I can't find it online. I went to the NYU Library, expecting this to be an easy task. Find the bound copies of the paper, or the microfiche, right? Nope. Apparently, we are in the digital age now. This means…

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