Peter Hansen and Allan Timmermann have a fantastic new paper, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics."The finite-sample wastefulness of (pseudo-) out-of-sample model comparisons seems obvious, as they effe...

Peter Hansen and Allan Timmermann have a fantastic new paper, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics."The finite-sample wastefulness of (pseudo-) out-of-sample model comparisons seems obvious, as they effe...

On Friday, I'm attending and speaking at the Leaders in Software and Art Conference, organized by Isabel Draves. LISA is an amazing gathering of artists interested in technology and software. For example, there is a panel on 3D printing and hardware hacking, and one on "creative coding, art and advertising". Check out videos from past years, and click here to register. My talk is at around 3:30 in a tightly…

Just in time for Halloween, here’s a horror story for you . . . Howard Wainer writes: In my book “Uneducated Guesses” in the chapter on value-added models, I discuss how the treatment of missing data can have a profound effect on the estimates of teacher scores. I made up how a principal might send […]The post Value-added modeling in education: Gaming the system by sending kids on a field…

This year, for Halloween, a post on candies (I promise, next year I will write another post on zombies). But I don’t want to focus on the kids problems (last year, we tried to minimize their walking distance to collect as much candies as possible, with part 1 and part 2), I want to discuss my own problems. Because usually, the kids wear their costumes, and they go in the streets, they knock on the…

Introduction I saw an interesting problem that requires Bayes’ Theorem and some simple R programming while reading a bioinformatics textbook. I will discuss the math behind solving this problem in detail, and I will illustrate some very useful plotting functions to generate a plot from R that visualizes the solution effectively. The Problem The following question is […]

Following my non-life insurance class, this morning, I had an interesting question from a student, that I will try to illustrate, and reformulate as accurately as possible. Consider a simple regression model, with one variable of interest, and one possible explanatory variable. Assume that we have two possible models, with the following output (yes, I do hide interesting parts here, but it is to get quickly to my student’s point)…

From: http://www.youtube.com/watch?v=Y4UJjzuYjfM&feature=shareTwitter flow: https://twitter.com/search?q=%23futureofstats&src=typd

Statistics is full of old and difficult ideas. It’s time for something new and simple. Well, it’s not actually new, but it will seem that way to most. The story begins with the physicist Max Planck over a century ago. Planck’s 1912 summar...

The Unconference on the Future of Statistics will begin at 12pm EDT today. Watch the live stream here.

Sports researcher Dave Berri had a disagreement with a remark in our recent discussion of Malcolm Gladwell. Berri writes: This post [from Gelman] contains the following paragraph: Similarly, when Gladwell claimed that NFL quarterback performance is unrelated to the order they were drafted out of college, he appears to have been wrong. But if you […]The post Berri Gladwell Loken football update appeared first on Statistical Modeling, Causal Inference, and…

There was a lively, fun discussion after my talk yesterday night in New York. For those who couldn't attend, let me review some of the conversation. Here you go: Q: Tell us more about the chapter in Numbersense titled "Are They New Jobs When No One Can Apply?" Related to economic data, can you talk about the idea that we still need to import foreign workers because there aren't enough…

I updated my initial post with two new sources of data and the associated R packages: Datastream and PWT. I also added the fImport package from Rmetrics. Following a reader suggestion, I made the initial table more interactive, moved the data description and package detail below the main table and updated them. Enjoy! Source R […]

Last summer I have applied for a NIHR Research Methods fellowship. Earlier this week the results have come out and they have liked my proposal, which is of course great news. The idea of this project is to critically evaluate the stepped...

One of the things that I love about my field is the indiscriminate adoption of techniques from other fields. Statistics, computer science, neuroscience, and linguistics are most commonly drawn upon, but no field, no matter how seemingly irrelevant, is off limits. While working on and doing research for my pet project of making a robust »more

Tomorrow is the Unconference on the Future of Statistics from 12PM-1PM EDT. There are two ways that you can get in the game: Ask questions for our speakers on Twitter with the hashtag #futureofstats. Don't wait, start right now, Roger, … Continue reading →

The talk is at the University of Amsterdam in the Diamantbeurs (Weesperplein 4, Amsterdam), room 5.01, at noon. Here’s the plan: Can we use Bayesian methods to resolve the current crisis of statistically-significant research findings that don’t hold up? In recent years, psychology and medicine have been rocked by scandals of research fraud. At the […]The post My talk in Amsterdam tomorrow (Wed 29 Oct): Can we use Bayesian methods…

I've been digging up old "future of statistics" writings from the past in anticipation of our Unconference on the Future of Statistics this Wednesday 12-1pm EDT. Last week I mentioned Daryl Pregibon's experience trying to build statistical expertise into software. … Continue reading →

For those in New York, I'll give a talk tonight at NYU's main library. Details are here. If you're not affiliated with NYU, please make sure you RSVP to put yourself on the guest list. The talk covers what is meant by Big Data, why you need numbersense, and several examples of using numbersense to interpret data analyses. Click here for more details. *** For those who aren't in New…