Dancing Statistics: Communicating Psychology to the Public through Dance

February 24, 2014
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Do you know what correlation, variance, frequency distributions, sampling and standard errors are? If not, you now have to chance to learn each of these statistical concepts via the medium of... modern dance. Initiated by Lucy Irving (Middlesex Unive...

The Kernel of Truth in Frequentism: The Pros and Cons of this Special Case

February 24, 2014
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The previous three posts demonstrated how frequencies are a special case of more general Bayesian methods. This final post will consider the strengths and weaknesses of this special case by addressing three cons and two pros. Con 1: This special case e...

“Edlin’s rule” for routinely scaling down published estimates

February 24, 2014
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A few months ago I reacted (see further discussion in comments here) to a recent study on early childhood intervention, in which researchers Paul Gertler, James Heckman, Rodrigo Pinto, Arianna Zanolini, Christel Vermeerch, Susan Walker, Susan M. Chang, and Sally Grantham-McGregor estimated that a particular intervention on young children had raised incomes on young adults […]The post “Edlin’s rule” for routinely scaling down published estimates appeared first on Statistical Modeling,…

On deck this week

February 24, 2014
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Mon: “Edlin’s rule” for routinely scaling down published estimates Tues: Basketball Stats: Don’t model the probability of win, model the expected score differential Wed: A good comment on one of my papers Thurs: “What Can we Learn from the Many Labs Replication Project?” Fri: God/leaf/tree Sat: “We are moving from an era of private data […]The post On deck this week appeared first on Statistical Modeling, Causal Inference, and Social…

Update on Dataviz Workshop 2

February 24, 2014
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The class practised doing critiques on the famous Wind Map by Fernanda Viegas and Martin Wattenberg. Click here for a real-time version of the map. I selected this particular project because it is a heartless person indeed who does not...

Numbersense and true lies

February 24, 2014
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Long before I came up with "numbersense," I wrote about "true lies" in data analysis. (link) The nature of data, especially Big (as in multidimensional) Data, is that one can come up with an infinite number of statistical computations, all of which are "true" in the sense that one would obtain such statistics were one to plug the data into textbook formulas. Inevitably, some of these statistics lead to contradictions.…

More on Factor-Augmented VAR’s (Principal Components Regression)

February 24, 2014
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Here's a sampling of emails that I received on my recent "Factor-Augmented VAR" post.Serena Ng at Columbia notes that her "Targeted Predictors" paper (with Jushan Bai) is motivated by considerations similar to those that motivate partial least squares ...

Three ways to add a smoothing spline to a scatter plot in SAS

February 24, 2014
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Like many SAS programmers, I use the Statistical Graphics (SG) procedures to graph my data in SAS. To me, the SGPLOT and SGRENDER procedures are powerful, easy to use, and produce fabulous ODS graphics. I was therefore surprised when a SAS customer told me that he continues to use the [...]

Statistical politicians

February 23, 2014
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Last week we had the pleasure of Professor Stephen Pollock (University of Leicester) visiting our Department, best known in academic circles for his work on time series filtering (see his papers, and his excellent book). But he has another career as a member of the UK House of Lords (under the name Viscount Hanworth — he is a hereditary peer). It made me wonder how many other politicians have PhDs…

Arnold’s "Signature"

February 23, 2014
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Anonymity is part of the culture when it comes to refereeing papers submitted for possible publication in economics, econometrics, and statistics. Referees' names are typically "blinded", and some journals use a "double-blind" process, so that authors ...

Teach students to learn to fish

February 23, 2014
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There is a common saying that goes roughly, “Give a person a fish and you feed him for a day. Teach a person to fish and you feed her for a lifetime.” Statistics education is all about teaching people to … Continue reading →

Teach students to learn to fish

February 23, 2014
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There is a common saying that goes roughly, “Give a person a fish and you feed him for a day. Teach a person to fish and you feed her for a lifetime.” Statistics education is all about teaching people to … Continue reading →

Parallel Monte Carlo using Scala

February 23, 2014
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$Parallel Monte Carlo using Scala$

Introduction In previous posts I have discussed general issues regarding parallel MCMC and examined in detail parallel Monte Carlo on a multicore laptop. In those posts I used the C programming language in conjunction with the MPI parallel library in order to illustrate the concepts. In this post I want to take the example from […]

Parallel Monte Carlo using Scala

February 23, 2014
By
$Parallel Monte Carlo using Scala$

Introduction In previous posts I have discussed general issues regarding parallel MCMC and examined in detail parallel Monte Carlo on a multicore laptop. In those posts I used the C programming language in conjunction with the MPI parallel library in order to illustrate the concepts. In this post I want to take the example from […]

Postdoc with Huffpost Pollster to do Bayesian poll tracking

February 23, 2014
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Mark Blumenthal writes: HuffPost Pollster has an immediate opening for a social and data scientist to join us full time, preferably in our Washington D.C. bureau, to work on development and improvement of our poll tracking models and political forecasts. You are someone who has: * A passion for electoral politics, * Advanced training in […]The post Postdoc with Huffpost Pollster to do Bayesian poll tracking appeared first on Statistical…

qdap 1.1.0 Released on CRAN

February 23, 2014
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We’re very pleased to announce the release of qdap 1.1.0 This is the fourth installment of the qdap package available at CRAN. Major development has taken place since the last CRAN update. The qdap package automates many of the tasks … Continue reading →

Unemployment revisited

February 23, 2014
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Approximately a year ago I made a post graphing unemployment in Europe and other locations. I have always wanted to do this again, not because the R-code would be so interesting, but just because I wanted to see the plots. As time progressed I attempte...

Check Out the Society of Quantitative Analysts (SQA)

February 22, 2014
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If you're in or around Manhattan, in industry or interested in academic-industry crossover (and who wouldn't be?), the Society of Quantitative Analysts is for you. A totally class act.  Check out, for example, Director Jonathan Reiss and and next ...

Don’t Hesitate to Post Comments

February 22, 2014
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A brief plea: PLEASE don't hesitate to post comments. Instead what usually happens is that people email me directly, and I can't respond, and I feel bad that I can't respond, and the sender feels bad that I didn't respond, and most importantly, people ...

Quickies

February 22, 2014
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I received a few emails today on bloggable topics. Rather than expanding each response into a full post, I thought I’d just handle them all quickly. 1. Steve Roth asks what I think of this graph: I replied: Interseting but perhaps misleading, as of course any estimate of elasticity of -20 or +5 or whatever […]The post Quickies appeared first on Statistical Modeling, Causal Inference, and Social Science.

Bayesian Tests to Quantify the Result of a Replication Attempt

February 22, 2014
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This manuscript looks like a nice use of Bayes factors to assess replication results. I have not read it yet in detail, but the idea sounds right on target. From the abstract: To quantify replication outcomes we propose a novel Bayesian replication te...

Machine Learning Lesson of the Day: The K-Nearest Neighbours Classifier

$Machine Learning Lesson of the Day: The K-Nearest Neighbours Classifier$

The K-nearest neighbours (KNN) classifier is a non-parametric classification technique that classifies an input by identifying the K data (the K “neighbours”) in the training set that are closest to counting the number of “neighbours” that belong to each class of the target variable classifying by the most common class to which its neighbours belong […]

Open and Closed Intervals: A Problem for ML Inference But Not Bayes

February 21, 2014
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Does maximum likelihood inference have a support problem?  Maximum likelihood (ML) has a problem with parameters that take values in open sets (Is that all of them? Almost!). Bayesian inference doesn't obviously have this problem.  Briefly, using max...