## How to Use Autocorreation Function (ACF) to Determine Seasonality

August 11, 2013
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In my previous post, I wrote about using the autocorrelation function (ACF) to determine if a timeseries is stationary. Now, let us use the ACF to determine seasonality. This is a relatively straightforward procedure. Firstly, seasonality in a timeseries refers to predictable and recurring trends and patterns over a period of time, normally a year. […]

## Universities, Parking, and Bonding

August 11, 2013
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Ya gotta love Bill Barnett's email sig:"A university is `a series of individual faculty entrepreneurs held together by a common grievance over parking.`Clark Kerr, President, University of California, 1958-1967."I refuse to drive to work anym...

## Modeling Match Results in La Liga Using a Hierarchical Bayesian Poisson Model: Part three.

August 11, 2013
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In part one and part two of Modeling Match Results in La Liga Using a Hierarchical Bayesian Poisson Model I developed a model for the number of goals in football matches from five seasons of La Liga, the premier Spanish football league. I’m now re...

## Blogs and Academic Tenure

August 11, 2013
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A recent article in the Chronicle of Higher Education caught my attention the other day with its argument that academic blogging should be credited toward a person’s scholarly record when considering the person for tenure.  Let me start with two stipulations that weren’t explicitly made in the Chronicle article. First, presumably the credit is restricted […]

## Debutante Hill

August 11, 2013
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I was curious so I ordered a used copy. It was pretty good. It fit in my pocket and I read it on the plane. It was written in a bland, spare manner, not worth reading for any direct insights it would give into human nature, but the plot moved along. And the background material […]The post Debutante Hill appeared first on Statistical Modeling, Causal Inference, and Social Science.

## The birthday problem

August 10, 2013
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A friend with a baby who was born a couple weeks late commented that he would’ve liked a website that gave an estimated due date that was something more accurate than the usual “last menstrual period + 40 weeks.” I did a quick google and found this and this. Based on their descriptions of what […]The post The birthday problem appeared first on Statistical Modeling, Causal Inference, and Social Science.

## Congrats to Marc Nerlove, AEA Distinguished Fellow

August 10, 2013
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Congratulations to Marc Nerlove, American Economic Association Distinguished Fellow, as formally announced in the current issue of the American Economic Review. Marc was my Penn Ph.D. advisor in the 1980s and Penn colleague in the 1990s. The American...

## The JSM, Minimaxity and the Language Police

August 9, 2013
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$The JSM, Minimaxity and the Language Police$

The JSM, Minimaxity and the Language Police I am back from the JSM. For those who don’t know, the JSM is the largest statistical meeting in the world. This year there were nearly 6,000 people. Some people hate the JSM because it is too large. I love JSM. There is so much going on: lots […]

## 11th bullet, multiple choice question, and last thoughts on the JSM

August 9, 2013
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I. Apparently I left out the last bullet in my scribbled notes from Silver’s talk. There was an 11th. Someone sent it to me from a blog: revolution analytics: 11. Like scientists, journalists ought to be more concerned with the truth rather than just appearances. He suggested that maybe they should abandon the legal paradigm […]

## What do we need to model?

August 9, 2013
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Part of the communication difficulty between Bayesians and Frequentists is that they’re modeling different things using similar mathematics. So it’s worth looking closely at a simple example to see what each is hoping to achieve with their ...

## Understanding predictive information criteria for Bayesian models

August 9, 2013
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Jessy, Aki, and I write: We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a bias-corrected adjustment of within-sample error. We focus on the choices involved in setting up these measures, and we compare them in three simple examples, one theoretical […]The post Understanding predictive information criteria for Bayesian models appeared first on Statistical Modeling, Causal…

## Embarrassing typos reveal the dangers of the lonely data analyst

August 9, 2013
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A silly, but actually very serious, error in the supplementary material of a recent paper in Organometallics is causing a stir on the internets (I saw it on Andrew G.'s blog). The error in question is a comment in the … Continue reading →

## Data Scientists and Statisticians: Can’t We All Just Get Along

August 9, 2013
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It seems that the title “data science” has taken the world by storm.  It’s a title that conjures up almost mystical abilities of a person garnering information from oceans of data with ease.  It’s where a data scientist can wave his or her hand like a Jedi Knight and simply tell the data what it […]

## For chrissake, just make up an analysis already! We have a lab here to run, y’know?

August 9, 2013
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Ben Hyde sends along this: Stuck in the middle of the supplemental data, reporting the total workup for their compounds, was this gem: Emma, please insert NMR data here! where are they? and for this compound, just make up an elemental analysis . . . I’m reminded of our recent discussions of coauthorship, where I […]The post For chrissake, just make up an analysis already! We have a lab here…

## How much of a Bayesian posterior distribution falls inside a region of practical equivalence (ROPE)

August 8, 2013
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The posterior distribution of a parameter shows explicitly the relative credibility of the parameter values, given the data. But sometimes people want to make a yes/no decision about whether a particular parameter value is credible, such as the "null" ...

## All Probabilites are for One-off Events

August 8, 2013
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Most Statisticians think of sampling distributions as a kind of physical model for an infinite sequence of events. They view priors on the other hand as something different since they can be assigned to one-off hypothesis like “Republicans will w...

## Data scientist is just a sexed up word for statistician

August 8, 2013
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A couple of cool things happened at this years JSM. Twitter adoption went way up and it was much easier for people (like me) who weren't there to keep track of all the action by monitoring the #JSM2013 hashtag. Nate … Continue reading →

## Statistical significance and the dangerous lure of certainty

August 8, 2013
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In a discussion of some of the recent controversy over promiscuously statistically-significant science, Jeff Leek Rafael Irizarry points out there is a tradeoff between stringency and discovery and suggests that raising the bar of statistical significance (for example, to the .01 or .001 level instead of the conventional .05) will reduce the noise level but […]The post Statistical significance and the dangerous lure of certainty appeared first on Statistical Modeling,…

## JSM 2013 – Wednesday

August 8, 2013
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I was able to attend a continuing education short course workshops at the JSM conference that proved to be quite insightful.  The discussion was on data mining and was titled “Applied Data Mining Analysis: A Step-by-Step Introduction Using Real-World Data Sets”.  The presentation was given by Dan Steinberg and the examples that he gave were […]

## No octagon!

August 7, 2013
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One silly thing I really like about Canada is their street sign for "no stopping" \$-\$ it always makes me think that Canadians really dislike octagons and are not ashamed to let their national sentiment known to all visitors...But, enough stupid geometr...

## I doubt they cheated

August 7, 2013
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Following up on my regression-discontinuity post from the other day, Brad DeLong writes: The feel (and I could well be wrong) as that at some point somebody said: “This is very important, but it won’t get published without a statistically significant headline finding. Torture the data via specification search until we find a statistically significant […]The post I doubt they cheated appeared first on Statistical Modeling, Causal Inference, and Social…

## Joint statistical meetings 2013

August 7, 2013
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Every year, the first week of August, we statisticians meet to get our statistics, networking, dancing, and beer on. With thousands in attendance, it's exhausting. I wonder about the quality of statistical work the second week of August.Each conference...

## Joint statistical meetings 2013

August 7, 2013
By

Every year, the first week of August, we statisticians meet to get our statistics, networking, dancing, and beer on. With thousands in attendance, it's exhausting. I wonder about the quality of statistical work the second week of August. Each conferenc...