Causal Impact from Google

March 8, 2015
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Bill Harris writes: Did you see http://blog.revolutionanalytics.com/2014/09/google-uses-r-to-calculate-roi-on-advertising-campaigns.html? Would that be something worth a joint post and discussion from you and Judea? I then wrote: Interesting. It seems to all depend on the choice of “control time series.” That said, it could still be a useful method. Bill replied: The good: Bayesian approaches made very approachable […] The post Causal Impact from Google appeared first on Statistical Modeling, Causal Inference, and…

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SAS PROC MCMC example in R: Nonlinear Poisson Regression Multilevel Random-Effects Model

March 8, 2015
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I am slowly working my way through the PROC MCMCexamples. Regarding these data, the SAS manual says: 'This example uses the pump failure data of Gaver and O’Muircheartaigh (1987) to illustrate how to fit a multilevel random-effects model with PROC ...

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Some Intuition About the Theory of Statistical Learning

March 7, 2015
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Some Intuition About the Theory of Statistical Learning

While I was working on the Theory of Statistical Learning, and the concept of consistency, I found the following popular graph (e.g. from  thoses slides, here in French) The curve below is the error on the training sample, as a function of the size of the training sample. Above, it is the error on a validation sample. Our learning process is consistent if the two converge. I was wondering if…

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Round 2 begins! Plato (1) vs. Mark Twain (4)

March 7, 2015
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Round 2 begins!  Plato (1) vs. Mark Twain (4)

Yesterday we reached the end of round 1, and I’m sorry but we’re voting Bono off the island. There was no particular killer argument in favor of John Waters, but the forthcoming showdown between Judy Garland and the Baltimore icon is just too good to pass up. So here’s what we have so far: And […] The post Round 2 begins! Plato (1) vs. Mark Twain (4) appeared first on…

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Interactive demonstrations for linear and Gaussian process regressions

March 7, 2015
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Interactive demonstrations for linear and Gaussian process regressions

Here’s a cool interactive demo of linear regression where you can grab the data points, move them around, and see the fitted regression line changing. There are various such apps around, but this one is particularly clean: (I’d like to credit the creator but I can’t find any attribution at the link, except that it’s […] The post Interactive demonstrations for linear and Gaussian process regressions appeared first on Statistical…

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First World problems: Stan edition

March 7, 2015
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Jonah writes: First of all, every time I type ‘shinyapps’ the autocorrect replaces it with ‘chin-ups’. It was amusing but now it’s just annoying. You’d think Apple would have added the ability for the autocorrect to notice that I keep changing it back to “shinyapps” without making me manually add it as an exception. That’s […] The post First World problems: Stan edition appeared first on Statistical Modeling, Causal Inference,…

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Statistics job opening . . . at the NBA!

March 7, 2015
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Jason Rosenfeld writes: I work for the NBA League Office headquarters in New York City. I’m the Director of Basketball Analytics here at the NBA, and I’m again recruiting analysts. More information on the roles I’m trying to fill can be found here (peopleclick.com). I’m open to both undergraduate and graduate students. I’d be perfect […] The post Statistics job opening . . . at the NBA! appeared first on…

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Some data science principles from Gelman, Rosling and me

March 6, 2015
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Some data science principles from Gelman, Rosling and me

I discovered Hans Rosling's Gapminder work when I first started Junk Charts almost ten year ago, with this series of posts. So I was very excited to meet Hans yesterday at the Data, Children and Post-2015 Agenda Event hosted by the UNICEF Data and Analytics Section. And he gave a marvellous talk. I came away touched in equal parts by his humanity, the animated passion for his subject, and the…

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John Waters (1) vs. Bono; Garland advances

March 6, 2015
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John Waters (1) vs. Bono; Garland advances

For yesterday‘s contest, Jonathan warns us what might happen if we invite Dorothy: Only downside: Liza might show up. And the best argument for the Rev come from Bruce: It would be interesting to hear The Rev Al explain . . . during any of his many meetings with the President, has Obama ever hit […] The post John Waters (1) vs. Bono; Garland advances appeared first on Statistical Modeling,…

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“The Saturated Fat Studies: Set Up to Fail”

March 6, 2015
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Russ Lyons points me to this recent magazine article by Martijn Katan and a research article, “Diet and Serum Cholesterol: Do zero correlations negate the relationship?” by David Jacobs, Joseph Anderson, and Henry Blackburn, and this video by Michael Greger. This is interesting stuff, especially as the ultimate truth is still very unknown. It’s good […] The post “The Saturated Fat Studies: Set Up to Fail” appeared first on Statistical…

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Probability Theory: Convergence in Distribution Problem

March 6, 2015
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Let's solve some theoretical problem in probability, specifically on convergence. The problem below is originally from Exercise 5.42 of Casella and Berger (2001). And I just want to share my solution on this. If there is an incorrect argument below, I ...

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Create a custom PDF and CDF in SAS

March 6, 2015
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Create a custom PDF and CDF in SAS

In my previous post, I showed how to approximate a cumulative density function (CDF) by evaluating only the probability density function. The technique uses the trapezoidal rule of integration to approximate the CDF from the PDF. For common probability distributions, you can use the CDF function in Base SAS to […] The post Create a custom PDF and CDF in SAS appeared first on The DO Loop.

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Banned!

March 6, 2015
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Banned!

This is not really news any more, but I still think it's an interesting story. Last week the journal Basic and Applied Social Psychology has published an editorial setting out their views (or rather prescriptions) for how statistica...

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How to shoot yourself in the foot with various statistical philosophies

March 6, 2015
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I've long been a fan of "How to shoot yourself in the foot" jokes. Having shot myself in the foot with different programming languages -- particularly with C -- I was thinking about how one might shoot oneself in the foot with various statistical ...

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A puzzle about the latest test ban (or ‘don’t ask, don’t tell’)

March 6, 2015
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A puzzle about the latest test ban (or ‘don’t ask, don’t tell’)

A large number of people have sent me articles on the “test ban” of statistical hypotheses tests and confidence intervals at a journal called Basic and Applied Social Psychology (BASP)[i]. Enough. One person suggested that since it came so close to my recent satirical Task force post, that I either had advance knowledge or some kind […]

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Brand and Product Category Representation: Precursors to Preference Construction

March 5, 2015
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Brand and Product Category Representation: Precursors to Preference Construction

Evidently, preference is contextual, or so The Hershey's Company claims in their advertising. I agree and will not repeat the argument made in a previous post on incorporating preference construction into the choice modeling process.Within the framewor...

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Granger Causality & Seasonal Adjustment

March 5, 2015
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Granger Causality & Seasonal Adjustment

One decision that we often have to make when modelling with time-series data is whether to use "seasonally adjusted" data, or the original (unadjusted) data. In some cases the decision is effectively made for us - only the seasonally adjusted data are ...

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Judy Garland (4) vs. Al Sharpton; Derrida advances

March 5, 2015
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Judy Garland (4) vs. Al Sharpton; Derrida advances

WB calls yesterday‘s contest in the comments: Among French intellectuals, I’d rather hear from a corpse than an active public figure. My vote goes to Derrida. And, today, the woman who defined Hollywood stardom, up against a religious leader who dabbles in slander. How fabulous is that?? P.S. As always, here’s the background, and here […] The post Judy Garland (4) vs. Al Sharpton; Derrida advances appeared first on Statistical…

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New interview

March 5, 2015
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New interview

I answered some questions from KDnuggets. Here is Part 1 of the interview. They picked this image.

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Light entertainment on snow day: making light of the meal

March 5, 2015
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Light entertainment on snow day: making light of the meal

Via reader Nick U. Washington Post featured this here. They apparently understood this graphic: You could create the same diagram for all the ingredients with overlapping flavor compounds, as in this diagram. There are six that have overlap. (Again, ignore...

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Defaults, once set, are hard to change.

March 5, 2015
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So. Farewell then Rainbow color scheme. You reigned in Matlab Far too long. But now that You are no longer The default, Will we miss you? We can only Visualize. E. T. Thribb (17 1/2) Here’s the background.  Brad Stiritz writes: I know you’re a creator and big proponent of open-source tools. Given your strong interest […] The post Defaults, once set, are hard to change. appeared first on Statistical Modeling,…

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Cannabis on trial

March 5, 2015
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The other night, Channel 4 has broadcast this programme. That's some sort of spin-off from the trial we're working on at UCL (Valerie Curran is the principal investigator $-$ the whole group is really good and all nice people to work with!). The idea o...

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My talk tomorrow (Thurs) at MIT political science: Recent challenges and developments in Bayesian modeling and computation (from a political and social science perspective)

March 4, 2015
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It’s 1pm in room E53-482. I’ll talk about the usual stuff (and some of this too, I guess). The post My talk tomorrow (Thurs) at MIT political science: Recent challenges and developments in Bayesian modeling and computation (from a politica...

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