## Randomized Hobbit

June 22, 2015
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@wrathematics pointed me to his ngram R package for constructing and simulating from n-grams from text. I’d recently grabbed the text of the hobbit, and so I applied it to that text, with amusing results. Here’s the code I used to grab the text. Then calculate the ngrams with n=2. Simulate some number of words […]

## Looking for Preference in All the Wrong Places: Neuroscience Suggests Choice Model Misspecification

June 22, 2015
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At its core, choice modeling is a utility estimating machine. Everything has a value reflected in the price that we are willing to pay in order to obtain it. Here are a collection of Smart Watches from a search of Google Shopping. You are free to click...

June 22, 2015
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I've added a new page to this blog - it's titled "Readers' Forum". You'll see the tab for it in the bar just above the top post on the page you're reading now.Some explanation is in order.What?The Readers' Forum is intended to be a "clearing house" for...

## Why does designing a simple A/B test seem so complicated?

June 22, 2015
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Why does planning something as simple as an A/B test always end up feeling so complicated? An A/B test is a very simple controlled experiment where one group is subject to a new treatment (often group “B”) and the other group (often group “A”) is considered a control group. The classic example is attempting to … Continue reading Why does designing a simple A/B test seem so complicated? →

June 22, 2015
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This is an interesting post just advertised at Imperial College London by Marta.Department of Epidemiology and BiostatisticsSchool of Public HealthResearch Associate in BiostatisticsSalary: £33,410 to £42,380 per annumDuration: 3 years fixe...

## Hey, what’s up with that x-axis??

June 22, 2015
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CDC should know better. P.S. In comments, Zachary David supplies this correctly-scaled version: It would be better to label the lines directly than to use a legend, and the y-axis is off by a factor of 100, but I can hardly complain given that he just whipped this graph up for us. The real point […] The post Hey, what’s up with that x-axis?? appeared first on Statistical Modeling, Causal…

## On deck this week

June 22, 2015
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Mon: Hey, what’s up with that x-axis?? Tues: A question about race based stratification Wed: Our new column in the Daily Beast Thurs: Irwin Shaw: “I might mistrust intellectuals, but I’d mistrust nonintellectuals even more.” Fri: An amusing window into folk genetics Sat: “Faith means belief in something concerning which doubt is theoretically possible.” — […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## Back log

June 22, 2015
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Last week I went to Madrid to examine a PhD (I've mentioned this in another post). The thesis was focussed on a mixture of computer science and health economics \$-\$ in particular, much of the work was about developing suitable algorithms for running ef...

## Highlights from Milan Expo 2015

June 22, 2015
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You may notice how quiet it is on the blog. That's because I was in Milan last week and spent some memorable time at the EXPO. Here are some highlights as well as tips for those who will be attending....

## Finding roots: Automating the search for an initial guess

June 22, 2015
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A SAS programmer asked an interesting question on a SAS Support Community. The programmer had a nonlinear function with 12 parameters. He also had file that contained 4,000 lines, where each line contained values for the 12 parameters. In other words, the file specified 4,000 different functions. The programmer wanted […] The post Finding roots: Automating the search for an initial guess appeared first on The DO Loop.

## Online Volatility Data and Labs

June 21, 2015
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I am reminded that I had planned to post on data/analysis sites that focus on financial asset return volatility measurement and modeling.To my mind, the key trio is implied vol, GARCH vol, and realized vol. For implied vol it's the VIX at CBO...

## “When more data steer us wrong: replications with the wrong dependent measure perpetuate erroneous conclusions”

June 21, 2015
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Evan Heit sent in this article with Caren Rotello and Chad Dubé: There is a replication crisis in science, to which psychological research has not been immune: Many effects have proven uncomfortably difficult to reproduce. Although the reliability of data is a serious concern, we argue that there is a deeper and more insidious problem […] The post “When more data steer us wrong: replications with the wrong dependent measure…

## SAS PROC MCMC example 12 in R: Change point model

June 21, 2015
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I restarted at working my way through the PROC MCMC examples. The SAS manual describes this example: Consider the data set from Bacon and Watts (1971), where  is the logarithm of the height of the stagnant surface layer and the covariate...

## Statistics Be

June 20, 2015
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This modern statistics got me confused, To tell you friends I’m quite unenthused. This modern statistics got me confused, To tell you friends I’m quite unenthused. I like Pee Wee Fisher or the great Jerzy But can’t make head nor tail of this Robby Tibsh’rani With his Oop-pop-a-da Be-a-ba-du-la-be-plee Ple-oobly-oobly-oobly-oobie Chum-cheeree-a-bah Oop-pop-a-dee-de-doom ah-ah! Robby Tibsh’rani […] The post Statistics Be appeared first on Statistical Modeling, Causal Inference, and Social Science.

## Aarhus June 24-26 SoFiE

June 20, 2015
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The Aarhus June 24-26 2015 annual meeting of the Society for Financial Econometrics (SoFiE) is looking tremendous, thanks to the local organizers at  CREATES, Torben Andersen and his fine program committee, SoFiE staff, and the...

## Mathematics and Applied Statistics Lesson of the Day – Contrasts

$Mathematics and Applied Statistics Lesson of the Day – Contrasts$

A contrast is a linear combination of a set of variables such that the sum of the coefficients is equal to zero.  Notationally, consider a set of variables . Then the linear combination is a contrast if . There is a reason for why I chose to use as the symbol for the variables in […]

## Mathematics and Applied Statistics Lesson of the Day – Contrasts

$Mathematics and Applied Statistics Lesson of the Day – Contrasts$

A contrast is a linear combination of a set of variables such that the sum of the coefficients is equal to zero.  Notationally, consider a set of variables . Then the linear combination is a contrast if . There is a reason for why I chose to use as the symbol for the variables in […]

## In which a complete stranger offers me a bet

June 19, 2015
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Piotr Mitros wrote to Deb and me: I read, with pleasure, your article about the impossibility of biasing a coin. I’m curious as to whether researchers believe what they write. Would you be willing to place some form of iterated bet? For example: I provide a two-sided coin and a table. The table looks like […] The post In which a complete stranger offers me a bet appeared first on…

## Can You change Your Bayesian prior? (ii)

June 18, 2015
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This is one of the questions high on the “To Do” list I’ve been keeping for this blog.  The question grew out of discussions of “updating and downdating” in relation to papers by Stephen Senn (2011) and Andrew Gelman (2011) in Rationality, Markets, and Morals.[i] “As an exercise in mathematics [computing a posterior based on the client’s prior probabilities] […]

## Free Webinar: Intro to SparkR

June 18, 2015
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Are you interested in combining the power of R and Spark?  An “Intro to SparkR” webinar will take place on July 15, 2015 at 10 am California time. Everyone is welcome to attend. Agenda: – What is SparkR? – Recent … Continue reading →

## You can crush us, you can bruise us, yes, even shoot us, but oh—not a pie chart!

June 18, 2015
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Byron Gajewski pointed me to this several-years-old article from the Onion, which begins: According to a groundbreaking new study published Monday in The Journal Of The American Statistical Association, somewhere on the planet someone is totally doing it at this very moment. “Of the 6.7 billion inhabitants of Earth, approximately 3.5 billion have reached sexual […] The post You can crush us, you can bruise us, yes, even shoot us,…

## Big Data and Chess Follow-up: Predictive Piece Values Over the Course of a Game

June 17, 2015
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In a previous post I used the the Million Base 2.2 chess data base to calculate the predictive piece values of chess pieces. It worked out pretty well and here, just for fun, I thought I would check out what happens with the predictive piece values o...

## dynamic mixtures [at NBBC15]

June 17, 2015
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A funny coincidence: as I was sitting next to Arnoldo Frigessi at the NBBC15 conference, I came upon a new question on Cross Validated about a dynamic mixture model he had developed in 2002 with Olga Haug and Håvård Rue [whom I also saw last week in Valencià]. The dynamic mixture model they proposed replaces […]