## Another job

November 18, 2014
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We have another job available in the Department of Statistical Science at UCL. This will be a joint post between the department and University College Hospital (we have strong links with the Joint Research Office and do collaborate with many clini...

## Nominal, Ordinal, Interval, Schmordinal

November 18, 2014
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Everyone wants to learn about ordinal data! I have a video channel with about 40 videos about statistics, and I love watching to see which videos are getting the most viewing each day. As the Fall term has recently started … Continue reading →

## Empirical Likelihood meets Bayesian Analysis

November 18, 2014
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$Empirical Likelihood meets Bayesian Analysis$

The core idea of Empirical Likelihood (EL) is to use a maximum entropy discrete distribution supported on the data points and constrained by estimating equations related with the parameters of interest. As such, it is a non-parametric approach in the sense that the distribution of the data does not need to be specified, only some of […]

## rmarkdown: Alter Action Depending on Document

November 18, 2014
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Can I see a show of hands for those who love rmarkdown? Yeah me too. One nifty feature is the ability to specify various document prettifications in the YAML of a .Rmd document and then use: The Problem Have you … Continue reading →

## The World Cup Problem: Germany v. Brazil

November 18, 2014
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Earlier this semester I posed this problem to my Bayesian statistics class at Olin College:In the 2014 FIFA World Cup, Germany played Brazil in a semifinal match. Germany scored after 11 minutes and again at the 23 minute mark. At that point in th...

## In which I play amateur political scientist

November 18, 2014
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Mark Palko writes: I have a couple of what are probably poli sci 101 questions. The first involves the unintended (?) consequences of plans bring political power back to the common people. The two examples I have in mind are California’s ballot initiatives and parental trigger laws but I’m sure I’m missing some obvious ones. […] The post In which I play amateur political scientist appeared first on Statistical Modeling,…

## Disorganization

November 18, 2014
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Reader Aaron W. came across this "Facts and Figures" infographic about Boise State University that seemingly is aimed at alumni of the school. Given that Boise State has a good reputation for analytics, Aaron found it disconcerting to see such...

## First steps with ChainLadder: Import triangle from Excel into R

November 18, 2014
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Taking the first step is often the hardest: getting data from Excel into R. Suppose you would like to use the ChainLadder package to forecast future claims payments for a run-off triangle that you have stored in Excel.How do you get the triangle into R...

## Lucien Le Cam: “The Bayesians Hold the Magic”

November 18, 2014
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Today is the birthday of Lucien Le Cam (Nov. 18, 1924-April 25,2000): Please see my updated 2013 post on him.  Filed under: Bayesian/frequentist, Statistics

## VIS 2014 Observations and Thoughts

November 18, 2014
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While I’ve covered individual talks and events at IEEE VIS 2014, there are also some overall observations – positive and negative – I thought would be interesting to write down to see what others were thinking. I wrote summaries for every day I was actually at the conference: Monday, Tuesday, Wednesday, Thursday, and Friday. VIS … Continue reading VIS 2014 Observations and Thoughts

## A Letter of Recommendation for Nan Xiao

November 18, 2014
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I hope my letter could boost this guy up like: I'm not sure if I'm a good observer, but time and time again I feel some people are undervalued, or they were not given better opportunities to show their value. Not surprisingly, I know quite...

## Guys, we need to talk. (Houston, we have a problem).

November 17, 2014
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This post is by Phil Price. I’m posting it on Andrew’s blog without knowing exactly where he stands on this so it’s especially important for readers to note that this post is NOT BY ANDREW! Last week a prominent scientist, representing his entire team of researchers, appeared in widely distributed television interviews wearing a shirt […] The post Guys, we need to talk. (Houston, we have a problem). appeared first…

## Example 2014.13: Statistics doesn’t have to be so hard! Resampling in R and SAS

November 17, 2014
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A recent post pointed us to a great talk that elegantly described how inferences from a trial could be analyzed with a purely resampling-based approach. The talk uses data from a paper that considered the association between beer consumption and mosqu...

## This is what “power = .06” looks like. Get used to it.

November 17, 2014
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I prepared the above image for this talk. The calculations come from the second column of page 6 of this article, and the psychology study that we’re referring to is discussed here. The post This is what “power = .06” looks like. Get used ...

## On deck this week

November 17, 2014
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Mon: “Why continue to teach and use hypothesis testing?” Tues: In which I play amateur political scientist Wed: Retrospective clinical trials? Thurs: “If you’re not using a proper, informative prior, you’re leaving money on the table.” Fri: Hey, NYT: Former editor Bill Keller said that any editor who fails to confront a writer about an […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## Quantitative Tools for Macro Policy Analysis

November 17, 2014
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Penn's First Annual PIER Workshop on Quantitative Tools for Macroeconomic Policy Analysis will take place in May 2015.  The poster appears below (and here if the one below is a bit too small), and the website is here. We are interes...

## The difference between RUN and CALL for SAS/IML subroutines

November 17, 2014
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Have you ever noticed that some SAS/IML programmers use the CALL statement to call a subroutine, whereas others use the RUN statement? Have you ever wondered why the SAS/IML language has two statements that do the same thing? It turns out that the CALL statement and the RUN statement do […]

## Orthogonal Regression: First Steps

November 16, 2014
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When I'm introducing students in my introductory economic statistics course to the simple linear regression model, I like to point out to them that fitting the regression line so as to minimize the sum of squared residuals, in the vertical direction, i...

## Question about data mining bias in finance

November 16, 2014
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Finance professor Ravi Sastry writes: Let’s say we have N vectors of data, {y_1,y_2,…,y_N}. Each is used as the dependent variable in a series of otherwise identical OLS regressions, yielding t-statistics on some parameter of interest, theta: {t_1,t_2,…,t_N}. The maximum t-stat is denoted t_n*, and the corresponding data are y_n*. These are reported publicly, as […] The post Question about data mining bias in finance appeared first on Statistical Modeling,…

## SAS PROC MCMC example in R; Poisson Regression

November 16, 2014
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In this post I will try to copy the calculations of SAS's PROC MCMC example 61.5 (Poisson Regression) into the various R solutions. In this post Jags, RStan, MCMCpack, LaplacesDemon solutions are shown. Compared to the first post in this series, rcppbu...

## Le Monde puzzle [#887bis]

November 15, 2014
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As mentioned in the previous post, an alternative consists in finding the permutation of {1,…,N} by “adding” squares left and right until the permutation is complete or no solution is available. While this sounds like the dual of the initial solution, it brings a considerable improvement in computing time, as shown below. I thus redefined […]

## Sending text messages at random times using python

November 15, 2014
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Given my interest for applying statistics and analytics to most (if not all of the) quantifiable aspects of my life, when I learned about self-tracking, and the associated 'Quantified Self' movement, it should come as no surprise to anyone that… Continue reading →

## Why the Law of Likelihood is bankrupt–as an account of evidence

November 15, 2014
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There was a session at the Philosophy of Science Association meeting last week where two of the speakers, Greg Gandenberger and Jiji Zhang had insightful things to say about the “Law of Likelihood” (LL)[i]. Recall from recent posts here and here that the (LL) regards data x as evidence supporting H1 over H0   iff Pr(x; H1) > Pr(x; H0). On many accounts, […]