Price Indices Based on Scanner Data

July 18, 2014
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Price Indices Based on Scanner Data

Among the many interesting presentations that I attended at the recent Annual Conference of the N.Z. Association of Economists was one by Frances Krsinich, from Statistics New Zealand.The paper that Frances gave was titled "Price Indexes From Online Da...

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Demand Analysis, Henry Schultz and the Rediscovery of Slutsky

July 17, 2014
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Demand Analysis, Henry Schultz and the Rediscovery of Slutsky

Empirical demand analysis played a central role in the early history of econometrics. For instance, studies relating to this topic laid the groundwork for our understanding of simultaneous equations systems, identification, and instrumental variables e...

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RStudio Webinar with Hadley Wickham: The Grammar and Graphics of Data Science

July 17, 2014
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RStudio Webinar with Hadley Wickham: The Grammar and Graphics of Data Science

RStudio has recently announced a series of free webinars open to the public. The first of these seminars is given by Hadley Wickham, Rice University Professor, RStudio Chief Scientist, and general super-star of the R development world. Contributing aut...

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Ethics and statistics

July 17, 2014
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I spoke (remotely) recently at the University of Wisconsin, on the topic of ethics and statistics. Afterward, I received the following question from Fabrizzio Sanchez: As hard as it is to do, I thought it was good to try and define what exactly makes for an ethical violation. Your third point noted that it needed […] The post Ethics and statistics appeared first on Statistical Modeling, Causal Inference, and Social…

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Interactivity as overhead

July 17, 2014
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Interactivity as overhead

Making data graphics interactive should improve the user experience. In practice, interactivity too often becomes overhead, making it harder for users to understand the data on the graph. Reader Joe D. (via Twitter) admires the statistical sophistication behind this graphic...

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Why hadn’t I written a function for that?

July 17, 2014
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Why hadn’t I written a function for that?

I’m often typing the same bits of code over and over. Those bits of code really should be made into functions. For example, I’m still using base graphics. (ggplot2 is on my “to do” list, really!) Often some things will be drawn with a slight overlap of the border of the plotting region. And in […]

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Riding With the Reverand

July 17, 2014
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Riding With the Reverand

Last week, outside Peter Jackson's ("Lord of the Rings", "The Hobbit") Weka Studios in Wellington, New Zealand, I happened to spy..........All aboard! Let's get this bus on the road.© 2014, David E. Giles

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Compile R and OpenBLAS from Source Guide

Compile R and OpenBLAS from Source Guide

1. Get OpenBLAS 2.1 Get R 2.2 Specific Instructions for DSS Users 3. Validation 4. Benchmark This guide is intended to aid any R and Linux user who desires a threaded version of BLAS. In particular I hope this will allow other grad students, who like me do not have many user privileges on their […] The post Compile R and OpenBLAS from Source Guide appeared first on Lindons Log.

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The Econometrics of Temporal Aggregation – II – Causality Testing

July 16, 2014
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The Econometrics of Temporal Aggregation – II – Causality Testing

In my recent post about my presentation at the recent conference of the N.Z. Association of Economists, I promised some follow-up posts of a more specific nature. I thought I'd begin with some brief comments about the effects of temporal aggregation on...

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Comparing localsolver with Rglpk on k-medoids example

July 16, 2014
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Recently I have coauthored a new localsolver package that can be used to solve large scale optimization problems from R. It is a wrapper around commercial solver that is free for academia. If you are interested why it is worthwhile to give it a lo...

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Jan de Leeuw owns the Internet

July 16, 2014
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One of the best things to happen on the Internet recently is that Jan de Leeuw has decided to own the Twitter/Facebook universe. If you do not already, you should be following him. Among his many accomplishments, he founded the … Continue reading →

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“The Europeans and Australians were too eager to believe in renal denervation”

July 16, 2014
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“The Europeans and Australians were too eager to believe in renal denervation”

As you can see, I’m having a competition with myself for the most boring title ever. The story, though, is not boring. Paul Alper writes: I just came across this in the NYT. Here is the NEJM article itself: And here is the editorial in the NEJM: The gist is that on the basis of […] The post “The Europeans and Australians were too eager to believe in renal denervation”…

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The SAS/IML File Exchange is open

July 16, 2014
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The SAS/IML File Exchange is open

Have you written a SAS/IML program that you think is particularly clever? Are you the proud author of SAS/IML functions that extend the functionality of SAS software? You've worked hard to develop, debug, and test your program, so why not share it with others? There is now a central location […]

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Video Tutorial – Allelic Frequencies Remain Constant From Generation to Generation Under the Hardy-Weinberg Equilibrium

Video Tutorial – Allelic Frequencies Remain Constant From Generation to Generation Under the Hardy-Weinberg Equilibrium

The Hardy-Weinberg law is a fundamental principle in statistical genetics.  If its 7 assumptions are fulfilled, then it predicts that the allelic frequency of a genetic trait will remain constant from generation to generation.  In this new video tutorial in my Youtube channel, I explain the math behind the Hardy-Weinberg theorem.  In particular, I clarify […]

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Books to Read While the Algae Grow in Your Fur, June 2014

July 16, 2014
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Attention conservation notice: I have no taste. Plato, The Republic I had a teacher in junior high who had the good idea, when I was bored, of making me read philosophers and political writers he thought I'd violently disagree with, and forcing me ...

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Meetup Presentations

July 16, 2014
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Meetup Presentations

Recently I gave a presentation on Machine Learning to members of the NYC Open Data Meetup group.Here is that presentation for anyone interested. Machine Learning - Ilan Man ...

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Taking Inventory: Analyzing Data When Most Answer No, Never, or None

July 16, 2014
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Taking Inventory: Analyzing Data When Most Answer No, Never, or None

Consumer inventories, as the name implies, are tallies of things that consumers buy, use or do. Product inventories, for example, present consumers with rather long lists of all the offerings in a category and ask which or how many or how often they bu...

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Variations on rolling forecasts

July 15, 2014
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Variations on rolling forecasts

Rolling forecasts are commonly used to compare time series models. Here are a few of the ways they can be computed using R. I will use ARIMA models as a vehicle of illustration, but the code can easily be adapted to other univariate time series models. One-step forecasts without re-estimation The simplest approach is to estimate the model on a single set of training data, and then compute one-step forecasts…

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another R new trick [new for me!]

July 15, 2014
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another R new trick [new for me!]

While working with Andrew and a student from Dauphine on importance sampling, we wanted to assess the distribution of the resulting sample via the Kolmogorov-Smirnov measure where F is the target.  This distance (times √n) has an asymptotic distribution that does not depend on n, called the Kolmogorov distribution. After searching for a little while, […]

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Time to Re-Think NBER Programs?

July 15, 2014
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Check out John Cochrane's recent NBER post if you didn't already. It ends with:A last thought. Economic Fluctuations [an NBER program] merged with Growth [another NBER program] in the mid 1990s. At the time there was a great confluence of method as we...

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Stan World Cup update

July 15, 2014
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Stan World Cup update

The other day I fit a simple model to estimate team abilities from World Cup outcomes. I fit the model to the signed square roots of the score differentials, using the square root on the theory that when the game is less close, it becomes more variable. 0. Background As you might recall, the estimated […] The post Stan World Cup update appeared first on Statistical Modeling, Causal Inference, and…

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Simple user interface in R to get login details

July 15, 2014
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Simple user interface in R to get login details

Occasionally I have to connect to services from R that ask for login details, such as databases. I don't like to store my login details in the R source code file, instead I would prefer to enter the my login details when I execute the code.Fortunately,...

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SAS/IIF grants

July 14, 2014
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SAS/IIF grants

Every year, the International Institute of Forecasters in conjunction with SAS offer some small grants to help promote research in forecasting. There are two $5000 grants per year for research on forecasting methodology and applications. This year, app...

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