Statistics

Statistics Blogs

Sad night

August 26, 2016
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Sad night

I've just heard the very sad news that Richard Nixon has passed away this morning. I can't say I knew Richard very well, but I thought he really was a lovely guy and I am very saddened.I knew of him (among other things) through his work on covariate ad...

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Quote of the month

August 23, 2016
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In a post titled "GIGO" (for those who don't like acronyms, Garbage In, Garbage Out), Andrew Gelman wrote this gem: as long as the “garbage out” gets media attention, there will always be somebody willing to supply the “garbage in.” The general drift of that post, and the previous one that led me to it, is a critique of the management consulting industry. Having worked in that industry earlier in…

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More on Big Data and Mixed Frequencies

August 21, 2016
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I recently blogged on Big Data and mixed-frequency data, arguing that Big Data (wide data, in particular) leads naturally to mixed-frequency data.  (See here for the tall data / wide data / dense data taxonomy.)  The obvious just occurred to ...

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vtreat 0.5.27 released on CRAN

August 19, 2016
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Win-Vector LLC, Nina Zumel and I are pleased to announce that ‘vtreat’ version 0.5.27 has been released on CRAN. vtreat is a data.frame processor/conditioner that prepares real-world data for predictive modeling in a statistically sound manner. (from the package documentation) Very roughly vtreat accepts an arbitrary “from the wild” data frame (with different column types, … Continue reading vtreat 0.5.27 released on CRAN

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GMO labeling is good science

August 18, 2016
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A GMO labeling law has arrived in the US, albeit one that has no teeth (link). For those who don't want to click on the link, the law is passed in haste to pre-empt a more stringent Vermont law. The federal law defines GMO narrowly, businesses do not need to put word labels on packages (they can, for example, provide an 800-number), and violaters will not be punished. One of…

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My criticism of R numeric summary

August 18, 2016
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My criticism of R numeric summary

My criticism of R‘s numeric summary() method is: it is unfaithful to numeric arguments (due to bad default behavior) and frankly it should be considered unreliable. It is likely the way it is for historic and compatibility reasons, but in my opinion it does not currently represent a desirable set of tradeoffs. summary() likely represents … Continue reading My criticism of R numeric summary

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On the Evils of Hodrick-Prescott Detrending

August 17, 2016
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[If you're reading this in email, remember to click through on the title to get the math to render.]Jim Hamilton has a very cool new paper, "Why You Should Never Use the Hodrick-Prescott (HP) Filter". Of course we've known of the pitfalls of HP ever si...

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National lottery

August 17, 2016
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National lottery

Yesterday, many British newspapers have covered the news of the new Dementia Atlas, released by the Department of Health.As far as I can see, the atlas uses data from a variety of sources (including the Quality Outcomes Framework, QOF, scheme...

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Statistical thinking on my subway commute

August 16, 2016
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So I recently moved and needed to find the optimal subway ride up to Columbia. I have been go back and forth between my two choices to collect some data to help make up my mind. Both routes require two train exchanges but only the first leg differs. In other words: Route 1 : A -> B -> C Route 2 : X -> B -> C Here, the "nodes"…

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The Win-Vector parallel computing in R series

August 16, 2016
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With our recent publication of “Can you nest parallel operations in R?” we now have a nice series of “how to speed up statistical computations in R” that moves from application, to larger/cloud application, and then to details. For your convenience here they are in order: A gentle introduction to parallel computing in R Running … Continue reading The Win-Vector parallel computing in R series

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