Statistics

Statistics Blogs

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

September 21, 2014
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Statistical Theater of the Absurd: “Stat on a Hot Tin Roof”

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 […]

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FPP now available as a downloadable e-book

September 21, 2014
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FPP now available as a downloadable e-book

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 […]

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

September 20, 2014
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The (Non-) Standard Asymptotics of Dickey-Fuller Tests

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 ...

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Generate Random Inverse Gaussian in R

September 20, 2014
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Generate Random Inverse Gaussian in R

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.

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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 […]

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Mini-tour

September 19, 2014
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Mini-tour

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...

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Least Squares, Perfect Multicollinearity, & Estimable Functions

September 19, 2014
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Least Squares, Perfect Multicollinearity, & Estimable Functions

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...

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The New Consumer Requires an Updated Market Segmentation

September 18, 2014
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The New Consumer Requires an Updated Market Segmentation

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...

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"Inverting" Singular Matrices

September 18, 2014
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"Inverting" Singular Matrices

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...

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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 […]

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