Safe Assets

May 9, 2016
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Gary Gorton has a fascinating new paper, "History and Economics of Safe Assets", which contains the quote of the week: "...almost all of human history can be written as the search for and the production of different forms of safe assets".  No...

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Math on a plane!

May 8, 2016
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Math on a plane!

Paul Alper pointed me to this news article about an economist who got BUSTED for doing algebra on the plane. This dude was profiled by the lady sitting next to him who got suspicious of his incomprehensible formulas. I feel that way about a lot of econ research too, so I can see where she […] The post Math on a plane! appeared first on Statistical Modeling, Causal Inference, and…

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Drive-by

May 8, 2016
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Jona Sassenhagen writes: Here is a paper ***, in case you, errrrr, have run out of other things to blog about … I took a look and replied: Wow—what a horrible paper. Really ignorant. Probably best for me to just ignore it! The post Drive-...

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Coming up: principal components analysis

May 7, 2016
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Coming up: principal components analysis

Just a “heads-up.” I’ve been editing a two-part three-part series Nina Zumel is writing on some of the pitfalls of improperly applied principal components analysis/regression and how to avoid them (we are using the plural spelling as used in following Everitt The Cambridge Dictionary of Statistics). The series is looking absolutely fantastic and I think … Continue reading Coming up: principal components analysis

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Doing data science

May 7, 2016
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Someone sent me this question: As a social and political science expert, you analyze data related to everything from public health and clinical research to college football. Considering how adaptable analytics expertise is, what kinds of careers available to one with this skillset? In which industries are data scientists and analysts in particularly demand? What […] The post Doing data science appeared first on Statistical Modeling, Causal Inference, and Social…

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May Reading List

May 6, 2016
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May Reading List

Here's my reading list for May:Hayakawa, K., 2016. Unit root tests for short panels with serially correlated errors. Communications in Statistics - Theory and Methods, in press.Hendry, D. F. and G. E. Mizon, 2016. Improving the teaching of econome...

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Probability is hard, part two

May 6, 2016
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Probability is hard, part two

If you read yesterday's post, you know that my colleague Sanjoy Mahajan and I have been working on a series of problems related to conditional probability and Bayesian statistics.  In the previous article, I presented the Red Dice problem, which i...

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The Puzzle of Paul Meehl: An intellectual history of research criticism in psychology

May 6, 2016
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The Puzzle of Paul Meehl:  An intellectual history of research criticism in psychology

There’s nothing wrong with Meehl. He’s great. The puzzle of Paul Meehl is that everything we’re saying now, all this stuff about the problems with Psychological Science and PPNAS and Ted talks and all that, Paul Meehl was saying 50 years ago. And it was no secret. So how is it that all this was […] The post The Puzzle of Paul Meehl: An intellectual history of research criticism in…

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I’m really getting tired of this sort of thing, and I don’t feel like scheduling it for September, so I’ll post it at 1 in the morning

May 6, 2016
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A couple days ago I received an email: I’m a reporter for *** [newspaper], currently looking into a fun article about a recent study, and my old professor *** recommended I get in touch with you to see if you would give me a comment on the statistics in the study. It’s a bit of […] The post I’m really getting tired of this sort of thing, and I don’t…

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Bummer! NPR bites on air rage study.

May 5, 2016
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Bummer!  NPR bites on air rage study.

OK, here’s the story. A couple days ago, regarding the now-notorious PPNAS article, “Physical and situational inequality on airplanes predicts air rage,” I wrote: NPR will love this paper. It directly targets their demographic of people who are rich enough to fly a lot but not rich enough to fly first class, and who think […] The post Bummer! NPR bites on air rage study. appeared first on Statistical Modeling,…

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a Simpson paradox of sorts

May 5, 2016
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a Simpson paradox of sorts

The riddle from The Riddler this week is about finding an undirected graph with N nodes and no isolated node such that the number of nodes with more connections than the average of their neighbours is maximal. A representation of a connected graph is through a matrix X of zeros and ones, on which one […]

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Probability is hard

May 5, 2016
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Probability is hard

For more than a month, my colleague Sanjoy Mahajan and I have been banging our heads on a series of problems related to conditional probability and Bayesian statistics.  We knew when we started that this material is tricky, as demonstrated by veri...

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MTurk IDs Are Not Anonymous

May 5, 2016
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MTurk IDs Are Not Anonymous

The worker IDs Amazon’s Mechanical Turk gives you may look pretty random and anonymous, but they can reveal personally-identifiable information. They need to be removed from datasets, especially when they are shared or published. Like many things, I learned this the hard way. Or I would have, had Steve Haroz not caught it in the data … Continue reading MTurk IDs Are Not Anonymous

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vtreat cross frames

May 5, 2016
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vtreat cross frames

vtreat cross frames John Mount, Nina Zumel 2016-05-05 As a follow on to “On Nested Models” we work R examples demonstrating “cross validated training frames” (or “cross frames”) in vtreat. Consider the following data frame. The outcome only depends on the “good” variables, not on the (high degree of freedom) “bad” variables. Modeling such a … Continue reading vtreat cross frames

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“Null hypothesis” = “A specific random number generator”

May 5, 2016
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In an otherwise pointless comment thread the other day, Dan Lakeland contributed the following gem: A p-value is the probability of seeing data as extreme or more extreme than the result, under the assumption that the result was produced by a specific random number generator (called the null hypothesis). I could care less about p-values […] The post “Null hypothesis” = “A specific random number generator” appeared first on Statistical…

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"Nonparametric Estimation and Comparison for Networks" (Friday at U. Washington)

May 5, 2016
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Attention conservation notice:: An academic promoting his own talk. Even if you can get past that, only of interest if you (1) care about statistical methods for comparing network data sets, and (2) will be in Seattle on Friday. Since the coin came ...

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Unsung Hero: NBER Conference on Research in Income and Wealth

May 5, 2016
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Here's to the the NBER's ongoing Conference on Research in Income and Wealth (CRIW), unsung hero, home of down-and-dirty measurement mavens since 1935.  Yes, since 1935!  Check out Chuck Holten's fascinating CRIW description in the NBER ...

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Time Series Analysis in Biomedical Science – What You Really Need to Know

May 5, 2016
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Time Series Analysis in Biomedical Science – What You Really Need to Know

For a few years now I have given a guest lecture on time series analysis in our School’s Environmental Epidemiology course. The basic thrust of this lecture is that you should generally ignore what you read about time series modeling, either in paper...

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My Latest Paper About Dummy Variables

May 4, 2016
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My Latest Paper About Dummy Variables

Over the years I've posted a number of times about various aspects of using dummy variables in regression models. You can use the "Search" window in the right sidebar of this page if want to take a look at those posts.One of my earlier working papers o...

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Next Step in OGD Websites

May 4, 2016
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Next Step in OGD Websites

What DataUsa is doing could be – I guess – the next step in the evolution of Open Government Data websites. It’s the step from offering file downloads to presenting data (and not files) interactively. And it’s a kind of presentation many official statistical websites would surely be proud of. César A. Hidalgo from MIT discusses … Continue reading Next Step in OGD Websites

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A template for future news stories about scientific breakthroughs

May 4, 2016
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A template for future news stories about scientific breakthroughs

Yesterday, in the context of a post about news media puffery of the latest three-headed monstrosity to come out of PPNAS, I promised you a solution. I wrote: OK, fine, you might say. But what’s a reporter to do? They can’t always call Andrew Gelman at Columbia University for a quote, and they typically won’t […] The post A template for future news stories about scientific breakthroughs appeared first on…

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Create a package in SAS/IML

May 4, 2016
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Create a package in SAS/IML

In a previous post I showed how to download, install, and use packages in SAS/IML 14.1. SAS/IML packages incorporate source files, documentation, data sets, and sample programs into a ZIP file. The PACKAGE statement enables you to install, uninstall, and manage packages. You can load functions and data into your […] The post Create a package in SAS/IML appeared first on The DO Loop.

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Books to Read While the Algae Grow in Your Fur, March 2016

May 4, 2016
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Attention conservation notice: I have no taste. Guido W. Imbens and Donald B. Rubin, Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction While I found less to disagree with about the over-all approach than I anticipated...

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