Wakefield: Random Data Set (Part II)

April 30, 2015
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Wakefield: Random Data Set (Part II)

This post is part II of a series detailing the GitHub package, wakefield, for generating random data sets. The First Post (part I) was a test run to gauge user interest. I received positive feedback and some ideas for improvements, … Continue reading →

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Wakefield: Random Data Set (Part II)

April 30, 2015
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Wakefield: Random Data Set (Part II)

This post is part II of a series detailing the GitHub package, wakefield, for generating random data sets. The First Post (part I) was a test run to gauge user interest. I received positive feedback and some ideas for improvements, … Continue reading →

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Modeling the Latent Structure That Shapes Brand Learning

April 30, 2015
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Modeling the Latent Structure That Shapes Brand Learning

What is a brand? Metaphorically, the brand is the white sphere in the middle of this figure, that is, the ball surrounded by the radiating black cones. Of course, no ball has been drawn, just the conic thorns positioned so that we construct the sphere ...

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Volatility Institute 2015

April 30, 2015
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I'm baaaaaack...Speaking of being back, I'm just back from the Rob Engle / NYU Volatility Institute Annual Conference.  (Well, more or less just back.) Great people, great science, tightly-focused on a fascinating and timely area, the bond market ...

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the most patronizing start to an answer I have ever received

April 29, 2015
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the most patronizing start to an answer I have ever received

Another occurrence [out of many!] of a question on X validated where the originator (primitivus petitor) was trying to get an explanation without the proper background. On either Bayesian statistics or simulation. The introductory sentence to the question was about “trying to understand how the choice of priors affects a Bayesian model estimated using MCMC” […]

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Data analysis subcultures

April 29, 2015
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Roger and I responded to the controversy around the journal that banned p-values today in Nature. A piece like this requires a lot of information packed into very little space but I thought one idea that deserved to be talked about more was the idea of data analysis subcultures. From the paper: Data analysis is taught

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Video: The Danger of Glitziness

April 29, 2015
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Wayne Lytle created this video about the Viz-O-Matic that provides lots of tools to make visualization glitzier. It’s a nice little spoof, and a throwback to the computer graphics of the early 1990s (it was made for SIGGRAPH 1993). This video was brought up in a discussion about storytelling at CHI last week, though I … Continue reading Video: The Danger of Glitziness

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Carl Morris: Man Out of Time [reflections on empirical Bayes]

April 29, 2015
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I wrote the following for the occasion of his recent retirement party but I thought these thoughts might of general interest: When Carl Morris came to our department in 1989, I and my fellow students were so excited. We all took his class. The funny thing is, though, the late 1980s might well have been […] The post Carl Morris: Man Out of Time [reflections on empirical Bayes] appeared first…

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Create and use a permutation matrix in SAS

April 29, 2015
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Create and use a permutation matrix in SAS

Suppose that you compute the correlation matrix (call it R1) for a set of variables x1, x2, ..., x8. For some reason, you later want to compute the correlation matrix for the variables in a different order, maybe x2, x1, x7,..., x6. Do you need to go back to the […] The post Create and use a permutation matrix in SAS appeared first on The DO Loop.

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Informed priors for Bayesian comparison of two groups

April 29, 2015
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The BEST programs, for Bayesian estimation of two groups, were written with generic vague priors only minimally informed by the scale of the data. Here are new versions of the programs that are better suited for specifying informed priors.A little back...

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Videos for EViews 9

April 28, 2015
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Videos for EViews 9

The team at EViews has put together a great set of videos that highlight some of the new features in EViews 9.You can find them here, and I strongly recommend them.© 2015, David E. Giles

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What’s the most important thing in statistics that’s not in the textbooks?

April 28, 2015
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What’s the most important thing in statistics that’s not in the textbooks?

As I wrote a couple years ago: Statistics does not require randomness. The three essential elements of statistics are measurement, comparison, and variation. Randomness is one way to supply variation, and it’s one way to model variation, but it’s not necessary. Nor is it necessary to have “true” randomness (of the dice-throwing or urn-sampling variety) […] The post What’s the most important thing in statistics that’s not in the textbooks?…

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Reading between the gridlines

April 28, 2015
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Reading between the gridlines

Reader Jamie H. pointed me to the following chart in the Guardian (link), which originated from Spotify. This chart is likely inspired by the Arctic ice cover chart discussed here last year (link): Spotify calls its chart "the Coolness Spiral...

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A new animated population pyramid for Germany 1950–2050

April 28, 2015
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A new animated population pyramid for Germany 1950–2050

Today Destatis released a new projection of Germany’s population by 2060 accompanied by an all new animated population pyramid. It is …Continue reading →

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R in Insurance 2015 Conference Programme

April 28, 2015
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R in Insurance 2015 Conference Programme

The programme for the 3rd R in Insurance conference is on-line. The event will take place on 29 June 2015 at the University of Amsterdam. Time to register now. Special thanks to our sponsors, without whom the conference wouldn't be possible: CYBAEA, RS...

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R in Insurance 2015 Conference Programme

April 28, 2015
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R in Insurance 2015 Conference Programme

The programme for the 3rd R in Insurance conference is on-line. The event will take place on 29 June 2015 at the University of Amsterdam. Time to register now. Special thanks to our sponsors, without whom the conference wouldn't be possible: CYBAEA, RS...

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3 YEARS AGO (APRIL 2012): MEMORY LANE

April 28, 2015
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3 YEARS AGO (APRIL 2012): MEMORY LANE

MONTHLY MEMORY LANE: 3 years ago: March 2012. I mark in red three posts that seem most apt for general background on key issues in this blog* (Posts that are part of a “unit” or a group of “U-Phils” count as one.) This new feature, appearing the last week of each month, began at the blog’s 3-year anniversary in Sept, 2014. *excluding those recently reblogged. April […]

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I Fought the (distribution) Law (and the Law did not win)

April 27, 2015
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I Fought the (distribution) Law (and the Law did not win)

A few days ago, I was asked if we should spend a lot of time to choose the distribution we use, in GLMs, for (actuarial) ratemaking. On that topic, I usually claim that the family is not the most important parameter in the regression model. Consider the following dataset > db <- data.frame(x=c(1,2,3,4,5),y=c(1,2,4,2,6)) > plot(db,xlim=c(0,6),ylim=c(-1,8),pch=19) To visualize a regression model, use the following code > nd=data.frame(x=seq(0,6,by=.1)) > add_predict = function(reg){…

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Final days for early registration prices at Stats Camp (including Bayesian course)

April 27, 2015
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Final days for early registration prices at Stats Camp (including Bayesian course)

Early registration prices end this week for Doing Bayesian Data Analysis, June 1 - 5, 2015, a five-day course offered through Stats Camp convened in Dallas, Texas.The web page for the June 1-5 workshop is here.Other workshops are listed here. 

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Visual first – Visual.ONS

April 27, 2015
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Visual first – Visual.ONS

Visual representations of statistical data are attractive – and worth to build an own website with nothing but (info)graphs and …Continue reading →

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Eccentric mathematician

April 27, 2015
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I just read this charming article by Lee Wilkinson’s brother on a mathematician named Yitang Zhang. Zhang recently gained some fame after recently proving a difficult theorem, and he seems to be a quite unusual, but likable, guy. What I liked about Wilkinson’s article is how it captured Zhang’s eccentricities with affection but without condescension. […] The post Eccentric mathematician appeared first on Statistical Modeling, Causal Inference, and Social Science.

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On deck this week

April 27, 2015
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Mon: Eccentric mathematician Tues: What’s the most important thing in statistics that’s not in the textbooks? Wed: Carl Morris: Man Out of Time [reflections on empirical Bayes] Thurs: “The general problem I have with noninformatively-derived Bayesian probabilities is that they tend to be too strong.” Fri: Good, mediocre, and bad p-values Sat: Which of these […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Parametric Inference: Likelihood Ratio Test by Example

April 27, 2015
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Parametric Inference: Likelihood Ratio Test by Example

Hypothesis testing have been extensively used on different discipline of science. And in this post, I will attempt on discussing the basic theory behind this, the Likelihood Ratio Test (LRT) defined below from Casella and Berger (2001), see reference 1...

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