## Numbersense Pros: Interview with Andrew Gelman

September 12, 2013
By

Professor Andrew Gelman is a pioneer in statistics blogging. His blog is one of my regular reads, a mixture of theoretical pieces, applied work, psychological musing, rants about unethical academics, advocacy of statistical graphics, and commentary on literature. He's one of the few statisticians who gets opinion pieces published in the New York Times. His expertise is statistics in politics, but I also enjoy his work on the stop-and-frisk policies…

## Non-observable vs. observable heterogeneity factor

September 12, 2013
By
$X$

This morning, in the ACT2040 class (on non-life insurance), we’ve discussed the difference between observable and non-observable heterogeneity in ratemaking (from an economic perspective). To illustrate that point (we will spend more time, later on, discussing observable and non-observable risk factors), we looked at the following simple example. Let  denote the height of a person. Consider the following dataset > Davis=read.table( + "http://socserv.socsci.mcmaster.ca/jfox/Books/Applied-Regression-2E/datasets/Davis.txt") There is a small typo in the dataset,…

## Department websites

September 12, 2013
By

I was thinking about department websites, partly because my own department’s website is terrible, and recently a colleague asked me whether I could suggest some good department sites. I’ll describe the basic principles for a good department website, and then I’ll comment on a number of examples. But first: No discussion of academic web pages […]

## Consistency, Sparsistency and Presistency

September 11, 2013
By
$Consistency, Sparsistency and Presistency$

There are many ways to discuss the quality of estimators in statistics. Today I want to review three common notions: presistency, consistency and sparsistency. I will discuss them in the context of linear regression. (Yes, that’s presistency, not persistency.) Suppose the data are where , and . Let be an estimator of . Probably the […]

## Consistency, Sparsistency and Presistency

September 11, 2013
By
$Consistency, Sparsistency and Presistency$

There are many ways to discuss the quality of estimators in statistics. Today I want to review three common notions: presistency, consistency and sparsistency. I will discuss them in the context of linear regression. (Yes, that’s presistency, not persistency.) Suppose the data are where , and . Let be an estimator of . Probably the […]

## Why use R for Data Analysis?

September 11, 2013
By

UPDATE: THE BLOG/SITE HAS MOVED TO GITHUB. THE NEW LINK FOR THE BLOG/SITE IS patilv.github.io and THE LINK TO THIS POST IS: http://bit.ly/1k0oHT5. PLEASE UPDATE ANY BOOKMARKS YOU MAY HAVE.Update: Ramnath, thanks for the fix for the error from rawgithub...

## Zipfian Academy, A School for Data Science

September 11, 2013
By

Katie Kent writes: I’m with Zipfian Academy – we’re launching next week as the first 12-week immersive program to teach data science. The program combines the hard and soft skills of data science with introductions to the data science community out here in San Francisco. The launch will be covered by a couple big tech […]The post Zipfian Academy, A School for Data Science appeared first on Statistical Modeling, Causal…

## “Informative g-Priors for Logistic Regression”

September 11, 2013
By

Tim Hanson sends along this paper (coauthored with Adam Branscum and Wesley Johnson): Eliciting information from experts for use in constructing prior distributions for logistic regression coefficients can be challenging. The task is especially difficult when the model contains many predictor variables, because the expert is asked to provide summary information about the probability of […]The post “Informative g-Priors for Logistic Regression” appeared first on Statistical Modeling, Causal Inference, and…

## The incredibly expanding male

September 11, 2013
By

It's a mystery to me how there are always people who ignore certain rudimentary rules of graphing data. I'm talking about such clear guidelines as: Bar charts encode data in the heights of the bars -- therefore: You should start...

## Learn R and/or Data Management from Home October 7-11

September 11, 2013
By

If you want to learn R, or improve your current R skills, join me for two workshops that I’m offering through Revolution Analytics in October. If you already know another analytics package, the workshop, Intro to R for SAS, SPSS … Continue reading →

## What is the “Average” American Salary?

September 11, 2013
By

In America, the richest 1% of households earned almost 20% of the income in 2012, which points to a very wide income gap. This presents many social and economic problems, but also a statistical problem: what is the “average” American’s salary? This average is often reported as GDP per capita: the mean of household incomes. […]

## Create phase portraits in SAS

September 11, 2013
By

In a previous post, I showed how to solve differential equations in SAS by using the ODE subroutine in the SAS/IML language, which solves initial value problems. This article describes how to draw phase portraits for two classic differential equations: the equations of motion for the simple harmonic oscillator and [...]

## (Part 2) Peircean Induction and the Error-Correcting Thesis

September 11, 2013
By

Continuation of “Peircean Induction and the Error-Correcting Thesis” Deborah G. Mayo Transactions of the Charles S. Peirce Society: A Quarterly Journal in American Philosophy, Volume 41, Number 2, 2005, pp. 299-319 Part 1 is here. There are two other points of confusion in critical discussions of the SCT, that we may note here: I. The […]

## MAXIMA research centre at Monash Uni

September 11, 2013
By

The “Monash Academy for Cross and Interdisciplinary Mathematical Applications” (MAXIMA) is a new research centre that aims to maximise the potential of mathematics to deliver impact to society. It will be led by Kate Smith-Miles. I will also be inv...

## Online course on forecasting using R

September 11, 2013
By

I am teaming up with Revolution Analytics to teach an online course on forecasting with R. Topics to be covered include seasonality and trends, exponential smoothing, ARIMA modelling, dynamic regression and state space models, as well as forecast accuracy methods and forecast evaluation techniques such as cross-validation. I will talk about some of my consulting experiences, and explain the tools in the forecast package for R. The course will run…

## The odds of choking from atmospheric fluctuations

September 10, 2013
By

This is the first of a two part series about Bayes Theorem and the Second Law of Thermodynamics. It begins with the question: What are the odds that one hour from now, the diffuse air in the sealed and insulated room I’m in will position itself in th...

## Cool visualization of Metropolis sampling

September 10, 2013
By

A cool visualization of Metropolis sampling has been posted by Maxwell Joseph here. I've pasted in his animated gif below, as a teaser for you to check his post (and I figured it would be okay because his work focuses on "parasitic biodiversity" ;-). T...

## Essential Collection of Visualisation Resources

September 10, 2013
By

From: http://www.visualisingdata.com/index.php/resources/Here is a collection of some of the most important, effective, useful and practical data visualisation tools. The content covers the many different resources used to create and publish visualisat...

## The ethics of lying, cheating, and stealing with data: A case study

September 10, 2013
By

I’ve been following with mild interest the recent news stories on the lawbreaking at the Steven A. Cohen hedge fund, for the silly reason that I gave a paid lecture for them a few years ago. I wasn’t thinking too hard about whether they would be using my wonderful statistical ideas to be more effective […]The post The ethics of lying, cheating, and stealing with data: A case study appeared…

## Biostatistics seminar

September 10, 2013
By

As part of the activities of the UCL Biostatistics Network, we organise regular seminars, to which we invite (usually relatively local \$-\$ for budget reasons only!) speakers. September is the start of the new term, and we'll kick off with what (in...

## A Monty Simulation

September 10, 2013
By

I was listening to Science Friday from Sep 6th. and one of the discussions by Ira Flatow was on the well known Monty Hall Problem.  This problem has been hashed out many times and in fact I was first introduced to the probability aspects of the problem while taking my introductory to statistics class when […]

## ave and the "[" function in R

September 10, 2013
By

The ave function in R is one of those little helper function I feel I should be using more. Investigating its source code showed me another twist about R and the "[" function. But first let's look at ave.The top of ave's help page reads:Group Averages ...

## Peircean Induction and the Error-Correcting Thesis (Part I)

September 10, 2013
By

Today is C.S. Peirce’s birthday. I hadn’t blogged him before, but he’s one of my all time heroes. You should read him: he’s a treasure chest on essentially any topic. I’ll blog the main sections of a (2005) paper over the next few days. It’s written for a very general philosophical audience; the statistical parts […]