R financial time series tips everyone should know about

July 7, 2015
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There are many R time series tutorials floating around on the web this post is not designed to be one of them. Instead I want to introduce a list of the most useful tricks I came across when dealing with financial time series in R. Some of the functions presented here are incredibly powerful but unfortunately buried in the […]

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Adding mathematical notations to R plots

July 7, 2015
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Adding mathematical notations to R plots

I have to admit that I find the plotmath expressions in R a little fiddly to annotate plots with mathematical notation. Apparently I am not the only one, but Stefano Meschiari did actually something about it. A few days ago his package latex2exp appear...

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Regression with Multicollinearity Yields Multiple Sets of Equally Good Coefficients

July 6, 2015
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Regression with Multicollinearity Yields Multiple Sets of Equally Good Coefficients

The multiple regression equation represents the linear combination of the predictors with the smallest mean-squared error. That linear combination is a factorization of the predictors with the factors equal to the regression weights. You may see the wo...

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Hygge at UseR! 2015, Aalborg

July 6, 2015
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Hygge at UseR! 2015, Aalborg

hygge A Danish word (pronounced HU-guh) meaning social coziness. I.e. the feeling of a good social atmosphere. – Urban Dictionary Yes, there was plenty of hygge to go around this year’s UseR! that took place last week in Aalborg, Denmark. E...

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A dynamic programming solution to A/B test design

July 6, 2015
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A dynamic programming solution to A/B test design

Our last article on A/B testing described the scope of the realistic circumstances of A/B testing in practice and gave links to different standard solutions. In this article we will be take an idealized specific situation allowing us to show a particularly beautiful solution to one very special type of A/B test. For this article … Continue reading A dynamic programming solution to A/B test design →

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Discreteland and Continuousland

July 6, 2015
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Roy Mendelssohn points me to this paper by Jianqing Fan, Qi-Man Shao, and Wen-Xin Zhou, “Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications.” I never know what to think about these things because I don’t work in a discrete world in which there are zero effects (see our earlier discussion of the […] The post Discreteland and Continuousland appeared first on Statistical Modeling, Causal Inference, and Social…

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On deck this week

July 6, 2015
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Mon: Discreteland and Continuousland Tues: “There are many studies showing . . .” Wed: An Excel add-in for regression analysis Thurs: Unreplicable Fri: Economists betting on replication Sat: Inauthentic leadership? Development and validation ...

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Stress testing

July 6, 2015
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Stress testing

Lately, we've been spending a lot of time "stress-testing" our method for the computation of the Expected Value of Partial Perfect Information (EVPPI $-$ I know: the terminology is a bit strange and possibly not-very helpful, as "perfect" information d...

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The use of SAS/IML software in published research

July 6, 2015
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The use of SAS/IML software in published research

SAS/IML software is used by many SAS programmers, primarily for creating custom algorithms and macros that implement statistical analyses that are not built into any SAS procedure. I know that PROC IML is used regularly by pharmaceutical companies, by the financial and insurance industries, and by researchers in medical colleges […] The post The use of SAS/IML software in published research appeared first on The DO Loop.

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“Menstrual Cycle Phase Does Not Predict Political Conservatism”

July 5, 2015
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“Menstrual Cycle Phase Does Not Predict Political Conservatism”

Someone pointed me to this article by Isabel Scott and Nicholas Pound: Recent authors have reported a relationship between women’s fertility status, as indexed by menstrual cycle phase, and conservatism in moral, social and political values. We conducted a survey to test for the existence of a relationship between menstrual cycle day and conservatism. 2213 […] The post “Menstrual Cycle Phase Does Not Predict Political Conservatism” appeared first on Statistical…

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Being a Millionaire Isn’t What it Used to be

July 5, 2015
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One evening a few weeks ago, some friends and I wound up talking about the "roaring twenties" in the U.S., and all the "millionaires" created, and wondering just what $1 million 1925 dollars would be in 2015 dollars. Obviously the price level has multi...

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More on causes of death in Netherlands over the years

July 5, 2015
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More on causes of death in Netherlands over the years

Last week I had a post 'Deaths in the Netherlands by cause and age'. During creation of that post I made one plot which I had not shown. It shows something odd. There is a vertical striping. Hence mortality varies by year across age.To examine this phe...

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The Greek thing II

July 4, 2015
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The Greek thing II

Just few hours before Greeks head to the polls to decide on the bailout agreement, and ultimately, whether the country will stay in the euro, there is no overwhelming advantage of either side. Actually, the margin became blurred over the last three days, with the "Yes" position rehearsing a last-minute recovery. Despite this last-minute trend, […]

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The Greek thing

July 4, 2015
By
The Greek thing

Greeks have been quite volatile on their opinion whether they should accept or not a proposal by the country's creditors for more austerity to keep aid flowing. The polls conducted over this week look like crazy, though that "belly" was likely provoked by the anxiety on what comes next after Greece not paying IMF back. […]

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Is data privacy a fundamental right?

July 4, 2015
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This piece is part of the StatBusters column written jointly with Andrew Gelman. Hope they fix the labeling soon. In it, we talk about two recent studies on data privacy, which leads to contradictory conclusions. How should the media report such surveys? Is the brand name of the organization enough? In addition, we debunk the notion that consumers will definitely get something valuable out of sharing their data.

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July 4th

July 4, 2015
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Lucky to have been born an American. The post July 4th appeared first on Statistical Modeling, Causal Inference, and Social Science.

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The Greek thing

July 4, 2015
By
The Greek thing

Greeks have been quite volatile on their opinion whether they should accept or not a proposal by the country’s creditors for more austerity to keep aid flowing. The polls conducted over this week look like crazy, though that “belly” was likely pr...

Read more »

The Greek thing II

July 4, 2015
By
The Greek thing II

Just few hours before Greeks head to the polls to decide on the bailout agreement, and ultimately, whether the country will stay in the euro, there is no overwhelming advantage of either side. Actually, the margin became blurred over the last three day...

Read more »

The Greek thing

July 4, 2015
By
The Greek thing

Greeks have been quite volatile on their opinion whether they should accept or not a proposal by the country’s creditors for more austerity to keep aid flowing. The polls conducted over this week look like crazy, though that “belly” was likely pr...

Read more »

The Greek thing

July 4, 2015
By
The Greek thing

Greeks have been quite volatile on their opinion whether they should accept or not a proposal by the country’s creditors for more austerity to keep aid flowing. The polls conducted over this week look like crazy, though that “belly” was likely pr...

Read more »

The Greek thing II

July 4, 2015
By
The Greek thing II

Just few hours before Greeks head to the polls to decide on the bailout agreement, and ultimately, whether the country will stay in the euro, there is no overwhelming advantage of either side. Actually, the margin became blurred over the last three day...

Read more »

The Greek thing II

July 4, 2015
By
The Greek thing II

Just few hours before Greeks head to the polls to decide on the bailout agreement, and ultimately, whether the country will stay in the euro, there is no overwhelming advantage of either side. Actually, the margin became blurred over the last three day...

Read more »

The Greek thing

July 4, 2015
By
The Greek thing

Greeks have been quite volatile on their opinion whether they should accept or not a proposal by the country’s creditors for more austerity to keep aid flowing. The polls conducted over this week look like crazy, though that “belly” was likely pr...

Read more »


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