A causal-inference version of a statistics problem: If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable

May 4, 2015
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A causal-inference version of a statistics problem:  If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable

A colleague pointed me to a recent paper, “Does Regression Produce Representative Estimates of Causal Effects?” by Peter Aronow and Cyrus Samii, which begins: With an unrepresentative sample, the estimate of a causal effect may fail to characterize how effects operate in the population of interest. What is less well understood is that conventional estimation […] The post A causal-inference version of a statistics problem: If you fit a regression…

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On deck this week

May 4, 2015
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Mon: A causal-inference version of a statistics problem: If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable. Tues: He’s looking for probability puzzles Wed: In criticism of criticism of criticism Thurs: A question about physics-types models for flows in economics Fri: What I […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Measuring Predictability

May 4, 2015
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A friend writes the following.  (I have edited very slightly for clarity.)Based on forecasts you've seen, what would you say is a "reasonable" ratio of the standard deviation of the forecast error to the standard deviation of a covariance-stationa...

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On deck this month

May 4, 2015
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A causal-inference version of a statistics problem: If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable. He’s looking for probability puzzles In criticism of criticism of criticism A question about physics-types models for flows in economics What I got wrong (and right) about […] The post On deck this month appeared first on Statistical Modeling, Causal Inference, and…

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An easy way to clear your SAS titles

May 4, 2015
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An easy way to clear your SAS titles

Did you know that if you have set multiple titles in SAS, that there is an easy way to remove them? For example, suppose that you've written the following statements, which call the TITLE statement to set three titles: title "A Great Big Papa Title"; title2 "A Medium-sized Mama Title"; […] The post An easy way to clear your SAS titles appeared first on The DO Loop.

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How Hollywood Keeps Artificial Intelligence at a Distance

May 4, 2015
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How Hollywood Keeps Artificial Intelligence at a Distance

When something doesn't exist (like artificial intelligence) it's easy to think that there is some missing piece of magic required to bring it in to existence. There has been a growing interest in movie depictions of AI of late, and...

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Inventor of Arxiv speaks at Columbia this Tues 4pm

May 4, 2015
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Paul Ginsparg, professor of physics at Cornell University and inventor of Arxiv, is speaking Tuesday 5 May, 4pm in CEPSR 750. Here’s the abstract: I [Ginsparg] will give a very brief sociological overview of the current metastable state of scholarly research communication, and then a technical discussion of the practical implications of literature and usage […] The post Inventor of Arxiv speaks at Columbia this Tues 4pm appeared first on…

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Forget about pdf: this looks much better, it makes all my own papers look like kids’ crayon drawings by comparison.

May 3, 2015
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Mark Palko points me to this webpage which presents a recent research paper by Joanna Shepherd and Michael Kang. I have no comment on the research—I haven’t had a chance to read the paper—but I wanted to express how impressed I was about the presentation. It starts with a dedicated url just for this paper […] The post Forget about pdf: this looks much better, it makes all my own…

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Artificial Intelligence and Economics

May 2, 2015
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Artificial Intelligence and Economics

There are lots of articles online of the form - humanity has built some amazing things, so why haven't we produced an artificial intelligence? These articles (here's an example) often include some discussion of a task that even a very...

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Graphics Window for MacOS and RStudio Server

May 2, 2015
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It's been a recurring headache to get graphics windows to open seamlessly in MacOS and Windows, running RStudio locally and RStudio Server. A solution has been proposed by Professor David Zeitler. He has modified the openGraph function in the DBDA2E-ut...

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SPDEVPPI (2)

May 2, 2015
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Following up on our paper, which I've mentioned in the previous post, we've also updated our BCEA package to implement our SPDE-INLA method for the computation of the EVPPI. This is currently a very advanced beta version (available for download here or...

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Which of these classes should he take?

May 2, 2015
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Jake Humphries writes: I for many years wanted to pursue medicine but after recently completing a master of public health, I caught the statistics bug. I need to complete the usual minimum prerequisites for graduate study in statistics (calculus through multivariable calculus plus linear algebra) but want to take additional math courses as highly competitive […] The post Which of these classes should he take? appeared first on Statistical Modeling,…

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Should I use premium Diesel? Result: No

May 2, 2015
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Should I use premium Diesel? Result: No

A while ago I had a post: 'Should I use premium Diesel? Setup. Since that time the data has been acquired. This post describes the results.DataData is registered by me in 2014 and 2015. 2014 has standard Diesel, while 2015 has premium. Both are fr...

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Reading for the Merry Month of May

May 1, 2015
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Reading for the Merry Month of May

While you're dancing around the Maypole (or whatever else it is that you get up to), my recommendations are:Claeskens, G., J. Magnus, A. Vasnev, and W. Wang, 2014. The forecast combination puzzle: A simple theoretical explanation. Tinbergen Institute D...

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Hypothesis testing is only mostly useless

May 1, 2015
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Hypothesis testing is only mostly useless

UPDATE May 4: Nature recently reported the outcome of an attempt to replicate 100 results from psychology research. They characterize the findings as "worrying." In my previous article I argued that classical statistical inference is only mostly wron...

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Rafa’s citations above replacement in statistics journals is crazy high.

May 1, 2015
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Rafa’s citations above replacement in statistics journals is crazy high.

Editor's note:  I thought it would be fun to do some bibliometrics on a Friday. This is super hacky and the CAR/Y stat should not be taken seriously.  I downloaded data on the 400 most cited papers between 2000-2010 in some statistical journals from Web of Science. Here is a boxplot of the average number

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“The general problem I have with noninformatively-derived Bayesian probabilities is that they tend to be too strong.”

May 1, 2015
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We interrupt our usual programming of mockery of buffoons to discuss a bit of statistical theory . . . Continuing from yesterday‘s quotation of my 2012 article in Epidemiology: Like many Bayesians, I have often represented classical confidence intervals as posterior probability intervals and interpreted one-sided p-values as the posterior probability of a positive effect. […] The post “The general problem I have with noninformatively-derived Bayesian probabilities is that they…

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Parametric Inference: The Power Function of the Test

May 1, 2015
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Parametric Inference: The Power Function of the Test

In Statistics, we model random phenomenon and make conclusions about its population. For example, in an experiment of determining the true heights of the students in the university. Suppose we take sample from the population of the students, and consid...

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96% Error in “Expert” Testimony Based on Probability of Hair Matches: It’s all Junk!

May 1, 2015
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96% Error in “Expert” Testimony Based on Probability of Hair Matches: It’s all Junk!

Imagine. The New York Times reported a few days ago that the FBI erroneously identified criminals 96% of the time based on probability assessments using forensic hair samples (up until 2000). Sometimes the hair wasn’t even human, it might have come from a dog, a cat or a fur coat!  I posted on  the unreliability of hair forensics a few […]

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Le Monde puzzle [#909]

April 30, 2015
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Le Monde puzzle [#909]

Another of those “drop-a-digit” Le Monde mathematical puzzle: Find all integers n with 3 or 4 digits, no exterior zero digit, and a single interior zero digit, such that removing that zero digit produces a divider of x. As in puzzle #904, I made use of the digin R function: and simply checked all integers […]

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Introduction to Applied Econometrics With R

April 30, 2015
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Introduction to Applied Econometrics With R

I came across a January post from David Smith at Revolution Analytics, in his Revolutions blog. It's titled, An Introduction to Applied Econometrics With R, and it refers to a very useful resource that's been put together by Bruno Rodrigues of the Univ...

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There are 6 ways to get rejected from PLOS: (1) theft, (2) sexual harassment, (3) running an experiment without a control group, (4) keeping a gambling addict away from the casino, (5) chapter 11 bankruptcy proceedings, and (6) having no male co-authors

April 30, 2015
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This story is pretty horrifying/funny. But the strangest thing was this part: [The author] and her colleague have appealed to the unnamed journal, which belongs to the PLoS family . . . I thought PLOS published just about everything! This is not a slam on PLOS. Arxiv publishes everything too, and Arxiv is great. The […] The post There are 6 ways to get rejected from PLOS: (1) theft, (2)…

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The hardest thing about teaching statistics

April 30, 2015
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The hardest thing about teaching statistics

(Note: this post should probably be titled "Quantitative Methods of Curricula Planning" but I thought the current title would draw more interest–though they would both lose out to "These Weird Approaches To Lesson Planning Will Leave You Speechless") Suppose you… Continue reading →

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