Squeezing more speed from R for nothing, Rcpp style

June 27, 2014
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Squeezing more speed from R for nothing, Rcpp style

In a previous post we explored how you can greatly speed up certain types of long-running computations in R by parallelizing your code using multicore package*. I also mentioned that there were a few other ways to speed up R… Continue reading →

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Comment of the week

June 27, 2014
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This one, from DominikM: Really great, the simple random intercept – random slope mixed model I did yesterday now runs at least an order of magnitude faster after installing RStan 2.3 this morning. You are doing an awesome job, thanks a lot! The ...

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Quantifying luck vs. skill in sports

June 27, 2014
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Trey Causey writes: If you’ll permit a bit of a diversion, I was wondering if you’d mind sharing your thoughts on how sabermetrics approaches the measurement of luck vs. skill. Phil Birnbaum and Tom Tango use the following method (which I’ve quoted below). It seems to embody the innovative but often non-intuitive way that sabermetrics […] The post Quantifying luck vs. skill in sports appeared first on Statistical Modeling, Causal…

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The First Quarter GDP Contraction was Less Severe than you Think

June 27, 2014
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The First Quarter GDP Contraction was Less Severe than you Think

As discussed in an earlier post, my co-authors and I believe that our "GDPplus," obtained by optimally blending the noisy expenditure- and income-side GDP estimates, provides a superior U.S. GDP measure. (Check it out online; the Federal Reserve B...

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Simulate many samples from a logistic regression model

June 27, 2014
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Simulate many samples from a logistic regression model

My last blog post showed how to simulate data for a logistic regression model with two continuous variables. To keep the discussion simple, I simulated a single sample with N observations. However, to obtain the sampling distribution of statistics, you need to generate many samples from the same logistic model. […]

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Bayesian First Aid: Test of Proportions

June 27, 2014
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Bayesian First Aid: Test of Proportions

Does pill A or pill B save the most lives? Which web design results in the most clicks? Which in vitro fertilization technique results in the largest number of happy babies? A lot of questions out there involves estimating the proportion or relative ...

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(Py, R, Cmd) Stan 2.3 Released

June 26, 2014
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We’re happy to announce RStan, PyStan and CmdStan 2.3. Instructions on how to install at: http://mc-stan.org/ As always, let us know if you’re having problems or have comments or suggestions. We’re hoping to roll out the next release a bit quicker this time, because we have lots of good new features that are almost ready […] The post (Py, R, Cmd) Stan 2.3 Released appeared first on Statistical Modeling, Causal…

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Estimating a customer satisfaction regression, asking only a subset of predictors for each person

June 26, 2014
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Someone writes in with an interesting question: I’d like to speak with you briefly to get your thoughts on the imputation of missing data in a new online web-survey technique I’m developing. Our survey uses Split Questionnaire Design. The total number of surveys will vary in length with different customers, but will generally be between […] The post Estimating a customer satisfaction regression, asking only a subset of predictors for…

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Light entertainment: famous people, sleep, publication bias

June 26, 2014
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Light entertainment: famous people, sleep, publication bias

Bernard L. tipped us about this "infographic": The chart is missing a title. The arcs present "sleep schedules" for the named people. The "data" comes from a book. I wonder about the accuracy of such data. Also note the inherent...

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New Zealand Association of Economists Conference

June 26, 2014
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New Zealand Association of Economists Conference

In a couple of days' time I'll be heading off to New Zealand to participate in the 55th Annual Conference of the N.Z. Association of Economists. I'll be one of the keynote speakers, and I'm honoured to be presenting the A. W. H. Phillips Memorial Lectu...

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Mathematics and Applied Statistics Lesson of the Day – The Weighted Harmonic Mean

Mathematics and Applied Statistics Lesson of the Day – The Weighted Harmonic Mean

In a previous Statistics Lesson of the Day on the harmonic mean, I used an example of a car travelling at 2 different speeds – 60 km/hr and 40 km/hr.  In that example, the car travelled 120 km at both speeds, so the 2 speeds had equal weight in calculating the harmonic mean of the speeds. […]

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Review: Kraak, Mapping Time

June 26, 2014
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Review: Kraak, Mapping Time

Can you write an entire book about a single chart? Even if that chart is supposedly the best one ever? Menno-Jan Kraak's new book, Mapping Time: Illustrated by Minard's Map of Napoleon's Russian Campaign of 1812, discusses the historical context of Minard's work, his, life, and walks through a number of design exercises to show the same or similar data in different ways.

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Blog Contents: May 2014

June 26, 2014
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Blog Contents: May 2014

May 2014 (5/1) Putting the brakes on the breakthrough: An informal look at the argument for the Likelihood Principle (5/3) You can only become coherent by ‘converting’ non-Bayesianly (5/6) Winner of April Palindrome contest: Lori Wike (5/7) A. Spanos: Talking back to the critics using error statistics (Phil6334) (5/10) Who ya gonna call for statistical […]

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More on Celebrating Trygve Haavelmo

June 25, 2014
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More on Celebrating Trygve Haavelmo

In a recent post I drew attention to the special issue of Econometric Theory that is being devoted to the contributions that Trygve Haavelmo made to econometrics, and to the founding of the Econometric Society. In fact, there will be two issues&nb...

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A Simple Shiny App for Monitoring Trading Strategies

June 25, 2014
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A Simple Shiny App for Monitoring Trading Strategies

In a previous post I showed how to use  R, Knitr and LaTeX to build a template strategy report. This post goes a step further by making  the analysis  interactive. Besides the interactivity, the Shiny App also solves two problems : I can now access all my trading strategies from a single point regardless of the instrument traded. […]

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Privacy as a function of sample size

June 25, 2014
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The U.S. Supreme Court just made a unanimous ruling in Riley v. California making it clear that police officers must get a warrant before searching through the contents of a cell phone obtained incident to an arrest. The message was put … Continue reading →

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Respect the reader’s time

June 25, 2014
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Respect the reader’s time

A graphic illustrating how Americans spend their time is a perfect foil to make the important case that the reader's time is a scarce resource. I wrote about this at the ASA forum in 2011 (link). In the same WSJ...

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What Would Cohen Have Titled “The Earth is Round (p < .05)" in 2014?

June 25, 2014
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What Would Cohen Have Titled “The Earth is Round (p < .05)" in 2014?

The area of bibliometrics is not my area of expertise but is still of interest as a researcher. I sometimes think about how Google has impacted the way we title articles. Gone are the days of witty, snappy titles. Title … Continue reading →

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More on those randomistas

June 25, 2014
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Following up on our recent post, I clicked on some of Ziliak’s links and found lots of good stuff, especially the post by Berk Ozler. I have no knowledge of his work but I like his writing; see here, for example. Ziliak replied: Ozler’s post is very good indeed, and well written. Ozler’s suggestion for […] The post More on those randomistas appeared first on Statistical Modeling, Causal Inference, and…

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R Scrabble: Part 2

June 25, 2014
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R Scrabble: Part 2

Ivan Nazarov and Bartek Chroł gave very interesting comments to my last post on counting number of subwords in NGSL words. In particular they proposed large speedups of my code. So I thought to try checking a larger data set. So today I will work with...

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How to read Big Data studies

June 25, 2014
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This is part 3 of my response to Gelman's post about the DST/heart attacks study. The previous parts are here and here. One of the keys of vetting any Big Data/OCCAM study is taking note of the decisions made by the researchers in conducting the analysis. Most of these decisions involve subjective adjustments or unverifiable assumptions. Not that either of those things are inherently bad - indeed, any analysis one…

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Statistical Challenges in Neuroscience

June 25, 2014
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Statistical Challenges in Neuroscience

A workshop on statistics and neuroscience, to take place at the University of Warwick, UK, Sept. 3-5 2014. We’ll talk spikes, voxels, pixels, MCMC, and so on.Official call for posters below the fold. We are pleased to announce that a workshop on “Statistical Challenges in Neuroscience” will take place Sept. 3 to 5, 2014 in […]

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Simulating data for a logistic regression model

June 25, 2014
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Simulating data for a logistic regression model

In my book Simulating Data with SAS, I show how to use the SAS DATA step to simulate data from a logistic regression model. Recently there have been discussions on the SAS/IML Support Community about simulating logistic data by using the SAS/IML language. This article describes how to efficiently simulate […]

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