The ivlewbel Package. A new way to Tackle Endogenous Regressor Models.

May 15, 2014
By
The ivlewbel Package. A new way to Tackle Endogenous Regressor Models.

In April 2012, I wrote this blog post demonstrating an approach proposed in Lewbel (2012) that identifies endogenous regressor coefficients in a linear triangular system. Now I am happy to announce the release of the ivlewbel package, which contains a function through which Lewbel’s method can be applied in R. This package is now available […]

Read more »

The ivlewbel Package. A new way to Tackle Endogenous Regressor Models.

May 15, 2014
By
The ivlewbel Package. A new way to Tackle Endogenous Regressor Models.

In April 2012, I wrote this blog post demonstrating an approach proposed in Lewbel (2012) that identifies endogenous regressor coefficients in a linear triangular system. Now I am happy to announce the release of the ivlewbel package, which contains a function through which Lewbel’s method can be applied in R. This package is now available […]

Read more »

Interpreting Confidence Intervals

May 14, 2014
By
Interpreting Confidence Intervals

I enjoyed William M. Briggs' ("Statistician to the Stars") post today: "Frequentists are Closet Bayesians: Confidence Interval Edition". Getting your head around the (correct) interpretation of a confidence interval can be difficult for students. Try t...

Read more »

Robust in one sense, sensitive in another

May 14, 2014
By

-+*When you sort data and look at which sample falls in a particular position, that’s called order statistics. For example, you might want to know the smallest, largest, or middle value. Order statistics are robust in a sense. The median of a sample, for example, is a very robust measure of central tendency. If Bill […]

Read more »

“The subtle funk of just a little poultry offal”

May 14, 2014
By
“The subtle funk of just a little poultry offal”

Today’s item mixes two of my favorite themes in a horrible way, sort of like a Reese’s Cup but combining brussels sprouts and liver instead of peanut butter and chocolate. In this case, the disturbing flavors that go together are plagiarism (you know what that is) and the publication filter (the idea that there should […] The post “The subtle funk of just a little poultry offal” appeared first on…

Read more »

The trouble with some journal-published papers

May 14, 2014
By
The trouble with some journal-published papers

In the popular science genre, one often comes across "published in a peer-reviewed journal" as a certificate of authenticity. Given that the authors of such reports or books typically do not have the technical chops to understand the materials deeply, it's not a surprise that they require third-party validation. However, "published in a peer-reviewed journal" is pretty weak. I just read a paper published in a peer reviewed journal that…

Read more »

Tips for concatenating strings in SAS/IML

May 14, 2014
By
Tips for concatenating strings in SAS/IML

Last week, as part of an article on how spammers generate comments for blogs, I showed how to generate random messages by using the CATX function in the DATA step. In that example, the strings were scalar quantities, but you can also concatenate vectors of strings in the SAS/IML language. […]

Read more »

Damn the torpedoes, full speed ahead: making the switch to Python 3

Damn the torpedoes, full speed ahead: making the switch to Python 3

Python 3 has been out since 2008 (and realistically usable since 2009). In spite of this four year availability period, Python 3 use has yet to see widespread adoption, particularly among groups in the scientific community. In the company of… Continue reading →

Read more »

RSS Young Statisticians Writing Competition

May 13, 2014
By
RSS Young Statisticians Writing Competition

Significance and the Young Statisticians Section of the Royal Statistical Society host an annual competition to promote and encourage top-class writing about statistics. This year’s competition closes on 30 May 2014.Here is link to an article on the ...

Read more »

Publications of George Box

May 13, 2014
By
Publications of George Box

I can't imagine that there are any econometricians who have not heard of George Box - if only in the context of Box-Jenkins time-series analysis, or the Box-Cox transformation. To honour his memory and his many contributions to statistics, the pub...

Read more »

The mystery of the official inflation rate

May 13, 2014
By

In case you are not subscribed to my dataviz feed, I put up a post yesterday that is highly relevant to readers here interested in statistical topics. The post discusses a graphic of a New York Times article that interprets the official inflation rate (known as the CPI). I devoted an entire chapter of Numbersense (link)to the question of why the official inflation rate diverges from our everyday experience. In…

Read more »

CFP: AusDM 2014 – the 12th Australasian Data Mining Conference

May 13, 2014
By
CFP: AusDM 2014 – the 12th Australasian Data Mining Conference

********************************************************* 12th Australasian Data Mining Conference (AusDM 2014) Brisbane, Australia 27-28 November 2014 http://ausdm14.ausdm.org/ ********************************************************* Data Mining is the art and science of intelligent analysis of (usually big) data sets for meaningful insights. Data mining is actively applied across all … Continue reading →

Read more »

Personally, I’d rather go with Teragram

May 13, 2014
By

This one stunned me but perhaps will be no surprise to those of you who are under 30. Laura Wattenberg writes: I live in a state where a baby girl is more likely to be named Margaret than Nevaeh. Let me restate that: I live in the only state where a baby girl is more […] The post Personally, I’d rather go with Teragram appeared first on Statistical Modeling, Causal…

Read more »

Non-negative unbiased estimators

May 13, 2014
By
Non-negative unbiased estimators

Hey hey, With Alexandre Thiéry we’ve been working on non-negative unbiased estimators for a while now. Since I’ve been talking about it at conferences and since we’ve just arXived the second version of the article, it’s time for a blog post. This post is kind of a follow-up of a previous post from July, where […]

Read more »

Questions on the business analytics jobs

May 13, 2014
By
Questions on the business analytics jobs

I’ve received a few questions on the business analytics jobs advertised last week. I think it is best if I answer them here so other potential candidates can have the same information. I will add to this post if I receive more questions. 1. What are your expectations in terms of outputs (KPIs)? Typically, a person at Level B (Lecturer) in our department would be producing at least one refereed article in…

Read more »

Historical Arc of Universities

May 13, 2014
By

This post is by David K. Park Even though I’m an engineer with a PhD in political science, I tend to gravitate toward history to anchor my contextual lens. (If fact, if I were pressed to put a methodological stake in the ground, I would say I’m a historical comparative institutional ecologist.) In that regard, […] The post Historical Arc of Universities appeared first on Statistical Modeling, Causal Inference, and…

Read more »

Applied Statistics Lesson and Humour of the Day – Type I Error (False Positive) and Type 2 Error (False Negative)

Applied Statistics Lesson and Humour of the Day – Type I Error (False Positive) and Type 2 Error (False Negative)

In hypothesis testing, a Type 1 error is the rejection of the null hypothesis when it is actually true a Type 2 error is the acceptance of the null hypothesis when it is actually false.  (Some statisticians prefer to say “failure to reject” rather than “accept” the null hypothesis for Type 2 errors.) A Type 1 error […]

Read more »

Student Advice III: Succeeding in Academia

May 12, 2014
By

Lasse Pedersen's advice is wonderful. Study it. Of course there's something or another for everyone to quibble with. My pet quibble is that it's rather long. Lasse correctly suggests roughly twenty pages for a ninety minute talk, so presumably this sli...

Read more »

“The results (not shown) . . .”

May 12, 2014
By
“The results (not shown) . . .”

Pro tip: Don’t believe any claims about results not shown in a paper. Even if the paper has been published. Even if it’s been cited hundreds of times. If the results aren’t shown, they haven’t been checked. I learned this the hard way after receiving this note from Bin Liu, who wrote: Today I saw […] The post “The results (not shown) . . .” appeared first on Statistical Modeling,…

Read more »

On deck this week

May 12, 2014
By

Mon: “The results (not shown) . . .” Tues: Personally, I’d rather go with Teragram Wed: How much can we learn about individual-level causal claims from state-level correlations? Thurs: Bill Easterly vs. Jeff Sachs: What percentage of the recipients didn’t use the free malaria bed nets in Zambia? Fri: Models with constraints Sat: Forum in […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

Read more »

Parallel resampling in the particle filter

May 12, 2014
By
Parallel resampling in the particle filter

Hey there, It’s been a while I haven’t written about parallelization and GPUs. With colleagues Lawrence Murray and Anthony Lee we have just arXived a new version of Parallel resampling in the particle filter. The setting is that, on modern computing architectures such as GPUs, thousands of operations can be performed in parallel (i.e. simultaneously) […]

Read more »

The index of an index is confusion

May 12, 2014
By
The index of an index is confusion

Through twitter, Antonio Rinaldi sent the following chart that accompanied a New York Times piece talking about the CPI (inflation index). The article concerns a very important topic--that many middle- to lower-income households have barely any saving after spending on...

Read more »

How to create a string of a specified length in SAS/IML

May 12, 2014
By
How to create a string of a specified length in SAS/IML

In my recent post on how to understand character vectors in SAS/IML, I left out an important topic: How can you allocate a character vector of a specified length? In this article, "length" means the maximum number of characters in an element, not the number of elements in a vector. […]

Read more »


Subscribe

Email:

  Subscribe