The never-ending (and often productive) race between theory and practice

December 8, 2013
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The never-ending (and often productive) race between theory and practice

Commenter Wonks Anonymous writes: After the recent EconNobel announcement I decided to check Dimensional’s Fama-French blog to see if it had much new content recently, and while it was dissapointingly sparse it did have an interesting bit where Fama linked to the best advice he’d ever gotten, from his statistics professor Harry Roberts: With formal […]The post The never-ending (and often productive) race between theory and practice appeared first on…

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amazonly associated thanks (& warnin’)

December 8, 2013
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amazonly associated thanks (& warnin’)

Following a now well-established pattern, let me (re)warn (the few) unwary ‘Og readers that the links to Amazon.com and to Amazon.fr found on this blog are actually susceptible to earn me a monetary gain [from 4% to 8% on the sales] if a purchase is made by the reader in the 24 hours following the […]

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Fukushima region radiation decrease

December 8, 2013
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Fukushima region radiation decrease

Fukushima is still a topic which gets headlines, and somewhere in a comment was a link to actual and historical radiation data: Fukushima prefecture radioactivity measurement map.  It takes a bit of time to load but then you have a map of the...

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If I could’ve done it all over again

December 7, 2013
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I’d've given this blog the name, tl;dr. Too late to change it now, though, I think! The post If I could’ve done it all over again appeared first on Statistical Modeling, Causal Inference, and Social Science.

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An Animation of the t Distribution as a Mixture of Normals

December 7, 2013
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An Animation of the t Distribution as a Mixture of Normals

You’ve probably heard about the t distribution. One good use for this distribution is as an alternative to the normal distribution that is more robust against outliers. But where does the t distribution come from? One intuitive characterization of ...

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Weekend Reading: F-Squared

December 7, 2013
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Weekend Reading: F-Squared

Mebane Faber posted another interesting blog post: Building a Simple Sector Rotation on Momentum and Trend that caught my interest. Today I want to show how you can test such strategy using the Systematic Investor Toolbox: Mebane thank you very much for sharing your great ideas. I would encourage readers to play with this strategy […]

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Le Monde puzzle [#843]

December 6, 2013
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Le Monde puzzle [#843]

A Le Monde mathematical puzzle of moderate difficulty: How many binary quintuplets (a,b,c,d,e) can be found such that any pair of quintuplets differs by at least two digits? I solved it by the following R code that iteratively eliminates quintuplets that are not different enough from the first ones, for a random order of the […]

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Three Quick and Simple Data Cleaning Helper Functions (December 2013)

December 6, 2013
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As I go about cleaning and merging data sets with R I often end up creating and using simple functions over and over. When this happens, I stick them in the DataCombine package. This makes it easier for me to remember how to do an operation and others ...

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Statistics is the Theory of Relevance

December 6, 2013
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I’m working on a post defining probabilities. That’s the crux of the matter, so it worth laying out forthrightly. The unifying question probabilities aim to answer is: “When is A relevant for B?” It’s fair to surmise I&#82...

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Comments on “Improving the Dependability of Research in Personality and Social Psychology: Recommendations for Research and Educational Practice,” the report of the SPSP Task Force on Publication and Research Practices

December 6, 2013
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On the sister blog we’re supposed to switch to catchy headlines to match our Big Media presence. I actually think that’s a good idea. It’s not easy to write good titles, and it’s worth trying to do better in that regard. But coming up with catchy titles is hard work, and it’s a bit of […]The post Comments on “Improving the Dependability of Research in Personality and Social Psychology: Recommendations…

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China turns to big data to gauge inflation – China Daily

December 6, 2013
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2013-12-06 13:42China DailyWeb Editor: qindexingShare on sinaweiboShare on twitterShare on facebookMore Sharing ServicesThrough teaming up with high-tech companies, China's National Bureau of Statistics will start using big data technology to improve t...

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Santa Claus, statistics, and understanding uncertainty

December 6, 2013
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Santa Claus, statistics, and understanding uncertainty

As the International Year of Statistics comes to a close, I've been reflecting on the role statistics plays in our modern society. Of course, statistics provides estimates, forecasts, and the like, but to me the great contribution of statistics is that it enables us to deal with uncertainty in a [...]

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Envy the Data Visualisation Centre? Not any more.

December 6, 2013
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Envy the Data Visualisation Centre? Not any more.

If you follow the ONS Data Visualisation Centre you will be amazed by the fireworks of interactive graphics that they …Continue reading →

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Envy the Data Visualisation Centre? Not any more.

December 6, 2013
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Envy the Data Visualisation Centre? Not any more.

If you follow the ONS Data Visualisation Centre you will be amazed by the fireworks of interactive graphics that they …Continue reading →

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Market trend in advanced analytics for SAS, R and Python

December 6, 2013
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Market trend in advanced analytics for SAS, R and Python

Disclaimer: This study is a view on the market trend on demand of advanced analytics software and their adoptions from the job market perspective, and should not be read as a conclusive statement on what is all happening there. The findings should...

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Incidental Parameters Problem with Binary Response Data and Unobserved Individual Effects

December 6, 2013
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Incidental Parameters Problem with Binary Response Data and Unobserved Individual Effects

It is a well known problem that in some models as the number of observations becomes large, econometric estimators fail to converge on consistent estimators.  The leading case of this is when estimating a binary response model with panel data with...

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Stan (quietly) passes 512 people on the users list

December 5, 2013
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Stan is alive and well. We’re up to 523 people on the users list. [We're sure there are many more than 523 actual users, since it's easy to download and use Stan directly without joining the list.] We’re working on a v2.1.0 release now and we hope to release it in within the next couple […]The post Stan (quietly) passes 512 people on the users list appeared first on Statistical…

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NYC crime rates by year/commissioner

December 5, 2013
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NYC crime rates by year/commissioner

NYC mayor-elect Bill de Blasio is expected to name William J. Bratton to lead the NYPD. Bratton has been commissioner before (1994-1996) so I was curious to see the crime rates during his tenure, which was within the period that … Continue reading →

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What predicts whether a school district will participate in a large-scale evaluation?

December 5, 2013
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Liz Stuart writes: I am writing to solicit ideas for how we might measure a particular type of political environment, relevant to school districts’ likelihood of participating in federal evaluations (funded by the US Department of Education) of education programs. This is part of a larger project investigating external validity and the generalizability of results […]The post What predicts whether a school district will participate in a large-scale evaluation? appeared…

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My current R projects at the end of 2013

December 5, 2013
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I have been meaning to write a long post explaining each of the major R projects I am currently working on, but I can't seem to find the time to get to them. Instead, I give you a short summary of a few R projects/experiments/ideas I am kicking around....

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Unobserved Effects With Panel Data

December 5, 2013
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It is common for researchers to be concerned about unobserved effects being correlated with observed explanatory variables.For instance, if we were curious about the effect of meditation on emotional stability we may be concerned that there might be so...

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Averaged Input Assumptions and Momentum

December 5, 2013
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Averaged Input Assumptions and Momentum

Today I want to share another interesting idea contributed by Pierre Chretien. Pierre suggested using Averaged Input Assumptions and Momentum to create reasonably quiet strategy. The averaging techniques are used to avoid over-fitting any particular frequency. To create Averaged Input Assumptions we combine returns over different look-back periods, giving more weight to the recent returns, […]

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Advice for students on the academic job market

December 4, 2013
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Editor's note: This is a slightly modified version of a previous post. Job hunting season is upon us. Openings are already being posted here, here, and here. So you should have your CV, research statement, and web page ready. I highly recommend … Continue reading →

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