Solution to Stan Puzzle 1: Inferring Ability from Streaks

October 2, 2015
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Solution to Stan Puzzle 1: Inferring Ability from Streaks

If you missed it the first time around, here’s a link to: Stan Puzzle 1: Inferring Ability from Streaks First, a hat-tip to Mike, who posted the correct answer as a comment. So as not to spoil the surprise for everyone else, Michael Betancourt (different Mike), emailed me the answer right away (as he always […] The post Solution to Stan Puzzle 1: Inferring Ability from Streaks appeared first on…

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Delta Method Confidence Bands for Gaussian Density

October 2, 2015
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Delta Method Confidence Bands for Gaussian Density

During one of our Department's weekly biostatistics "clinics", a visitor was interested in creating confidence bands for a Gaussian density estimate (or a Gaussian mixture density estimate). The mean, variance, and two "nuisance" parameters, were simultaneously estimated using least-squares. Thus, the approximate sampling variance-covariance matrix (4x4) was readily available. The two nuisance parameters do not … Continue reading Delta Method Confidence Bands for Gaussian Density →

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A Simpler Explanation of Differential Privacy

October 2, 2015
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A Simpler Explanation of Differential Privacy

Differential privacy was originally developed to facilitate secure analysis over sensitive data, with mixed success. It’s back in the news again now, with exciting results from Cynthia Dwork, et. al. (see references at the end of the article) that apply results from differential privacy to machine learning. In this article we’ll work through the definition … Continue reading A Simpler Explanation of Differential Privacy

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Elections, visual

October 2, 2015
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Elections, visual

On October 18, 2015 Swiss voters will elect a new Parliament for the next four years. There are some very useful and also beautiful visual tools that help voters to get informed about developments in the political landscape and about candidates. . Background: The Swiss Political System The full picture of Switzerland’s political institutions and … Continue reading Elections, visual

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Elections, visual

October 2, 2015
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Elections, visual

On October 18, 2015 Swiss voters will elect a new Parliament for the next four years. There are some very useful and also beautiful visual tools that help voters to get informed about developments in the political landscape and about candidates. . Background: The Swiss Political System The full picture of Switzerland’s political institutions and … Continue reading Elections, visual

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Illustrating Spurious Regressions

October 2, 2015
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Illustrating Spurious Regressions

I've talked a bit about spurious regressions a bit in some earlier posts (here and here). I was updating an example for my time-series course the other day, and I thought that some readers might find it useful.Let's begin by reviewing what is usually m...

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Syllabus for my course on Communicating Data and Statistics

October 2, 2015
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Actually the course is called Statistical Communication and Graphics, but I was griping about how few students were taking the class, and someone suggested the title Communicating Data and Statistics as being a bit more appealing. So I’ll go with that for now. I love love love this class and everything that’s come from it […] The post Syllabus for my course on Communicating Data and Statistics appeared first on…

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Not So Standard Deviations: Episode 2 – We Got it Under 40 Minutes

October 2, 2015
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Episode 2 of my podcast with Hilary Parker, Not So Standard Deviations, is out! In this episode, we talk about user testing for statistical methods, navigating the Hadleyverse, the crucial significance of rename(), and the secret reason for creating the podcast (hint: it rhymes with "bee"). Also, I erroneously claim that Bill Cleveland is way older than

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Balls and urns Part 2: Multi-colored balls

October 2, 2015
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Balls and urns Part 2: Multi-colored balls

In a previous post I described how to simulate random samples from an urn that contains colored balls. The previous article described the case where the balls can be either of two colors. In that csae, all the distributions are univariate. In this article I examine the case where the […] The post Balls and urns Part 2: Multi-colored balls appeared first on The DO Loop.

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What NOT To Do When Data Are Missing

October 1, 2015
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What NOT To Do When Data Are Missing

Here's something that's very tempting, but it's not a good idea.Suppose that we want to estimate a regression model by OLS. We have a full sample of size n for the regressors, but one of the values for our dependent variable, y, isn't available. Rather...

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A glass half full interpretation of the replicability of psychological science

October 1, 2015
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A glass half full interpretation of the replicability of psychological science

tl;dr: 77% of replication effects from the psychology replication study were in (or above) the 95% prediction interval based on the original effect size. This isn't perfect and suggests (a) there is still room for improvement, (b) the scientists who did the replication study are pretty awesome at replicating, (c) we need a better definition of

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Jason Chaffetz is the Garo Yepremian of the U.S. House of Representatives, and I don’t mean that in a good way.

October 1, 2015
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Jason Chaffetz is the Garo Yepremian of the U.S. House of Representatives, and I don’t mean that in a good way.

Mike Spagat and Paul Alper points us to this truly immoral bit of graphical manipulation, courtesy of U.S. Representative Jason Chaffetz. Here’s the evil graph: Here’s the correction: From the news article by Zachary Roth: As part of a contentious back-and-forth in which Chaffetz repeatedly cut off [Planned Parenthood president Cecile] Richards, the congressman displayed […] The post Jason Chaffetz is the Garo Yepremian of the U.S. House of Representatives,…

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Balke et al. on Real-Time Nowcasting

October 1, 2015
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Check out the new paper, "Incorporating the Beige Book in a Quantitative Index of Economic Activity," by Nathan Balke, Michael Fulmer and Ren Zhang (BFZ).[The Beige Book (BB) is a written description of U.S. economic conditions, produced by the Federal...

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Oy Faye! What are the odds of not conflating simple conditional probability and likelihood with Bayesian success stories?

October 1, 2015
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Oy Faye! What are the odds of not conflating simple conditional probability and likelihood with Bayesian success stories?

ONE YEAR AGO, the NYT “Science Times” (9/29/14) published Fay Flam’s article, first blogged here. Congratulations to Faye Flam for finally getting her article published at the Science Times at the New York Times, “The odds, continually updated” after months of reworking and editing, interviewing and reinterviewing. I’m grateful that one remark from me remained. Seriously I am. […]

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Hot hand explanation again

October 1, 2015
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Hot hand explanation again

I guess people really do read the Wall Street Journal . . . Edward Adelman sent me the above clipping and calculation and writes: What am I missing? I do not see the 60%. And Richard Rasiej sends me a longer note making the same point: So here I am, teaching another statistics class, this […] The post Hot hand explanation again appeared first on Statistical Modeling, Causal Inference, and…

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Reading List for October

September 30, 2015
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Reading List for October

Some suggestions for the coming month:Franses, P. H., 2016. A note on the mean absolute scaled error. International Journal of Forecasting, 32, 20-22.Gorroochurn, P., 2015. On Galton's change from 'reversion' to 'regression'. American Statistician, in ...

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Arbitrage with the In-laws!

September 30, 2015
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I've just discovered the Predictit.org website, which is a "Prediction Market" where participants can place bets on the occurrence of future events, such as the outcome of political elections. Predictit.org is similar in function to the defunct website Intrade.com (Wikipedia). But, unlike Intrade.com, they seem to have done their homework with U.S. regulatory bodies beforehand. … Continue reading Arbitrage with the In-laws! →

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An unconvincing analysis claiming to debunk the health benefits of moderate drinking

September 30, 2015
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An unconvincing analysis claiming to debunk the health benefits of moderate drinking

Daniel Lakeland writes: This study on alcohol consumption (by Craig Knott, Ngaire Coombs, Emmanuel Stamatakis, and Jane Biddulph) was written up in the BMJ editorials as “Alcohol’s Evaporating health benefits.” They conveniently show their data in a table, so that they can avoid graphing a “J” shape that they constantly allude to being wrong… But […] The post An unconvincing analysis claiming to debunk the health benefits of moderate drinking…

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Don’t pick your tool before having your design

September 30, 2015
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Don’t pick your tool before having your design

My talk at Parsons seemed like a success, based on the conversation it generated, and the fact that people stuck around till the end. One of my talking points is that one should not pick a tool before having a...

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Apple Music’s Moment of Truth

September 30, 2015
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Today is the day when Apple, Inc. learns whether it's brand new streaming music service, Apple Music, is going to be a major contributor to the bottom line or just another streaming service (JASS?). Apple Music launched 3 months ago and all new users are offered a 3-month free trial. Today, that free trial ends

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Balls and urns: Discrete probability functions in SAS

September 30, 2015
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Balls and urns: Discrete probability functions in SAS

If not for probability theory, urns would appear only in funeral homes and anthologies of British poetry. But in probability and statistics, urns are ever present and contain colored balls. The removal and inspection of colored balls from an urn is a classic way to demonstrate probability, sampling, variation, and […] The post Balls and urns: Discrete probability functions in SAS appeared first on The DO Loop.

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Visualization Research, Part I: Engineering

September 30, 2015
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Visualization Research, Part I: Engineering

Conventions in visualization can seem arbitrary, and quite a few are. But there is also a vast body of research, and it is growing every day. Just how does visualization research work? How do we learn new things about visualization and how it can and should be used? There are really just two ways: make … Continue reading Visualization Research, Part I: Engineering

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Two PLOS Two

September 29, 2015
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Cosetta Minelli and I have just published an editorial on PLOS Medicine on the use of the value of information, with particular reference to risk prediction modelling. We had proposed the topic to the journal, thinking that they may not even ...

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