Aggressive, fizzing nonconformity. The post Escalatingly uncomfortable appeared first on Statistical Modeling, Causal Inference, and Social Science.

Aggressive, fizzing nonconformity. The post Escalatingly uncomfortable appeared first on Statistical Modeling, Causal Inference, and Social Science.

Saw Argo the other day, was impressed by the way it was filmed in such a 70s style, sorta like that movie The Limey or an episode of the Rockford Files. I also felt nostalgia for that relatively nonviolent era. All those hostages and nobody was killed. It’s a good thing the Ayatollah didn’t have [...]The post Nostalgia appeared first on Statistical Modeling, Causal Inference, and Social Science.

Steve Marron is a statistician at UNC. In his younger days he was well known for his work on nonparametric theory. These days he works on a number of interesting things including analysis of structured objects (like tree-structured data) and high dimensional theory. Steve sent me a thoughtful email the other day about “Big Data” […]

I received the following email: I am trying to develop a Bayesian model to represent the process through which individual consumers make online product rating decisions. In my model each individual faces total J product options and for each product option (j) each individual (i) needs to make three sequential decisions: - First he decides [...]The post Simplify until your fake-data check works, then add complications until you can figure…

Has anyone noticed that the REG procedure in SAS/STAT 12.1 produces heat maps instead of scatter plots for fit plots and residual plots when the regression involves more than 5,000 observations? I wasn't aware of the change until a colleague informed me, although the change is discussed in the "Details" [...]

More accurate than historical, simpler than garch. Previously We’ve discussed exponential smoothing in “Exponential decay models”. The same portfolios were submitted to the same sort of analysis in “A look at historical Value at Risk”. Issue Markets experience volatility clustering. As the previous post makes clear, historical VaR suffers dramatically from this. An alternative is … Continue reading →

Today is (statistician) Allan Birnbaum’s birthday. He lived to be only 53 [i]. From the perspective of philosophy of statistics and philosophy of science, Birnbaum is best known for his work on likelihood, the Likelihood Principle [ii], and for his attempts to blend concepts of likelihood with error probability ideas to obtain what he called […]

I just got this one today: Dear Dr. Gelman, I am pleased to inform you that the ** team has identified your recent publication, “Philosophy and the practice of Bayesian statistics.” as being of special interest to the progress in the Psychology field. We would like to list your publication on our next edition of [...]The post More spam! appeared first on Statistical Modeling, Causal Inference, and Social Science.

I received the following email, subject line “Want to Buy Text Link from andrewgelman.com”: Dear, I am Mary Taylor. I have started a link building campaign for my growing websites. For this, I need your cooperation. The campaign is quite diverse and large scale and if you take some time to understand it – it [...]The post Annals of spam appeared first on Statistical Modeling, Causal Inference, and Social Science.

For many computer science researchers, the name Dagstuhl rings a bell. Anybody who has been there has fond memories of interesting talks, great conversations, and lots of social interaction (lubricated by the abundantly available wine and beer). But what is Dagstuhl? Schloß Dagstuhl is a castle in Germany’s Saarland region, close to the border with France. It’s easy to reach from nearly anywhere, and yet remote enough to keep people there…

Introduction Last week, I wrote the first post in a series on exploratory data analysis (EDA). I began by calculating summary statistics on a univariate data set of ozone concentration in New York City in the built-in data set “airquality” in R. In particular, I talked about how to calculate those statistics when the data […]

Since posting on the High Quality Research act a few weeks ago, I’ve been following it in the news, have received letters from professional committees (asking us to write letters), and now see that Nathan A. Schachtman, Esq., PC posted the following on May 25, 2013 on his legal blog*: “The High Quality Research Act” (HQRA), […]

Denis Cote writes: Just read this today and my unsophisticated statistical mind is confused. “Initial bivariate analyses suggest that union membership is actually associated with worse health. This association disappears when controlling for demographics, then reverses and becomes significant when controlling for labor market characteristics.” From my education about statistics, I remember to be suspicious [...]The post How to understand coefficients that reverse sign when you start controlling for things?…

After last week's post bubble sort tuning I got an email from Berend Hasselman noting that my 'best' function did not protect against cases n<=2 and a speed improvement was possible. That made me realize that I should have been profiling t...

Brad Efron wrote to me and posed an interesting statistical question: “Last Wednesday Diane Sawyer interviewed an Oklahoma woman who twice had had her home destroyed by a force-4 tornado. “A one in a hundred-trillion chance!” said Diane. ABC showed a nice map with the current storm’s track of destruction shaded in, about 18 miles […]

We’ve just revised and re-arxived our manuscript on point processes for the analysis of eye movement data (joint work with Hans Trukenbrod & Ralf Engbert of the University of Potsdam, Felix Wichmann of the University of Tübingen). The main idea is that often one is interested mostly in where people have looked and why. Fixation […]

I received this email today: Dear Professor Hyndman, I was wondering if you could maybe give me some advice on how to organize your research process. I am able to search the literature on a certain topic and identify where there is a question to work with. My main difficult is to organize my paper annotations in order to help me to guide my research process, i.e, how to manage…