Still More on the Strange American Estimator: Indirect Inference, MLE and the Particle Filter

August 5, 2013
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In my last post I praised indirect inference (IE) for its ease-of-use: just simulate the model and fit a simple auxiliary model to the simulated and real-world data, after which evaluation of the objective is immediate. In contrast, likelihood analysi...

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Numbersense Pros: Felix Salmon

August 5, 2013
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Numbersense Pros: Felix Salmon

An interview with Felix Salmon by Kaiser Fung

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Simply Statistics #JSM2013 Picks for Monday

August 5, 2013
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I'm sadly not able to attend the Joint Statistical Meetings this year (where Nate Silver is the keynote speaker!) in the great city of Montreal. I'm looking forward to checking out the chatter on #JSM2013 but in the meantime, here are … Continue reading →

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compactr is now on CRAN

August 5, 2013
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compactr is now on CRAN

I've been working on a package called [crayon-53c3fb9f86848864224918-i/]  that helps create nice-looking plots in R and it is now up on CRAN. You can get it by typing [crayon-53c3fb9f8685a442559877/] directly into the command line in R. See how it works by typing [crayon-53c3fb9f86861250510619-i/]  or reading the details here. Below I describe the basic structure and functions. […]

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Simulate from the multinomial distribution in SAS

August 5, 2013
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Simulate from the multinomial distribution in SAS

This article describes how to generate random samples from the multinomial distribution in SAS. The content is taken from Chapter 8 of my book Simulating Data with SAS. The multinomial distribution is a discrete multivariate distribution. Suppose there are k different types of items in a box, such as a [...]

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Limits of Akaike Information Criteria (AIC)

August 5, 2013
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Limits of Akaike Information Criteria (AIC)

We often use AIC to discern the best model among candidates. Now suppose we have two (non-parametric) models, which use mass points and weights to model a random variable: model A uses 4 mass points to model a random variable (i.e. the height of men in Singapore) model B uses 5 mass points to mode […]

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New issue of Symposium magazine

August 5, 2013
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Symposium magazine (“Where Academia Meets Public Life”) has some fun stuff this month: Learning to Read All Over Again Lutz Koepnick What produces better students – reading in print or reading on-line? The answer is both. The Elusive Quest for Research Innovation Claude S. Fischer Much of what is considered “new research” has actually been […]The post New issue of Symposium magazine appeared first on Statistical Modeling, Causal Inference, and…

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Principally speaking, red or white?

August 5, 2013
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Principally speaking, red or white?

So it's been a while since I posted. Life, summer, stuff, so it goes. But you're not here to listen to me make excuses. You're here to learn about the efficacy of dimension reduction via orthoganol rotations. You just don't know it yet. And how exactl...

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Parts and whole

August 4, 2013
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Parts and whole

The whole may be greater than the sum of the parts, but the whole still needs those parts. A reflective teacher will think carefully about when to concentrate on the whole, and when on the parts. Golf If you were … Continue reading →

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CIO – Big data may build better profile of Australians

August 4, 2013
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CIO – Big data may build better profile of Australians

From: http://www.cio.com.au/article/522550/big_data_may_build_better_profile_australians_statistician_/Information could be used in future censuses, says Jonathan PalmerHamish Barwick (CIO)01 August, 2013Location information from mobile phones cou...

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More rainfall calculations – REML

August 4, 2013
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More rainfall calculations – REML

I wanted to have a look at various REML methods for a long time. The rainfall data seemed a nice example. On top of that, FreshBiostats had a blog post 'Mixed Models in R: lme4, nlme, or both?'. So lme4 it is.The data  As described before; th...

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Sunday data/statistics link roundup (8/4/13)

August 4, 2013
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The $4 million teacher. I love the idea that teaching is becoming a competitive industry where the best will get the kind of pay they really really deserve. I can't think of another profession where the ratio of (if you … Continue reading →

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Parametric vs non-Parametric Linear Models (LM)

August 4, 2013
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Parametric vs non-Parametric Linear Models (LM)

    Histogram: LM estimates of Intercepts Histogram: LM estimates of Gradient     QQ Plot: LM estimates of Intercepts QQ Plot: LM estimates of Gradient Figure 1: Gradient  appears to follow a normal distribution more than intercept . When do we use a parametric model, and when do we use a non-parametric one? In […]

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What are the key assumptions of linear regression?

August 4, 2013
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Andy Cooper writes: A link to an article, “Four Assumptions Of Multiple Regression That Researchers Should Always Test”, has been making the rounds on Twitter. Their first rule is “Variables are Normally distributed.” And they seem to be talking about the independent variables – but then later bring in tests on the residuals (while admitting […]The post What are the key assumptions of linear regression? appeared first on Statistical Modeling,…

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Don’t cry for me, Argentina

August 4, 2013
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Don’t cry for me, Argentina

Well, I had a very good run; but I knew sooner or later it had to end, and end it did...All the time I've come to Canada before, the people at the border control have thoroughly checked my Italian passport, very politely asked a few general questions (...

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Discussing Official Statistics and Open Data in UK

August 3, 2013
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Discussing Official Statistics and Open Data in UK

Committees discussing official statistics In UK te committees of the House of Commons and the House of Lords  examine various issues …Continue reading »

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Uncertainty in parameter estimates using multilevel models

August 3, 2013
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David Hsu writes: I have a (perhaps) simple question about uncertainty in parameter estimates using multilevel models — what is an appropriate threshold for measure parameter uncertainty in a multilevel model? The reason why I ask is that I set out to do a crossed two-way model with two varying intercepts, similar to your flight […]The post Uncertainty in parameter estimates using multilevel models appeared first on Statistical Modeling, Causal…

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Near Paris? Snap a shot of the book with Laplace. Or pose it with other Bayesians.

August 2, 2013
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Near Paris? Snap a shot of the book with Laplace. Or pose it with other Bayesians.

The book previously has been posed at Bayes' tomb, Fisher's remains, and Jacob Bernoulli's grave (in an attempt to be amusing and informative; hopefully not inadvertently being offensive). Conspicuously absent from that list is Pierre-Simon Lapace, who...

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That causal inference came out of nowhere

August 2, 2013
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This is a study of breastfeeding and its impact on IQ that has been making the rounds on a number of different media outlets. I first saw it on the Wall Street Journal where I was immediately drawn to this … Continue reading →

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itnews – ABS prepares big data transformation

August 2, 2013
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itnews – ABS prepares big data transformation

From: http://www.itnews.com.au/News/352003,abs-prepares-big-data-transformation.aspx By Paris Cowan on Aug 2, 2013 7:10 AM (15 hours ago) The Australian Bureau of Statistics has begun an IT transformation aimed at tackling an incoming "big data tsunami...

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My course this fall on l’analyse bayésienne de données

August 2, 2013
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X marks the spot. I’ll post the slides soon (not just for the students in my class; these should be helpful for anyone teaching Bayesian data analysis from our book). But I don’t think you’ll get much from reading the slides alone; you’ll get more out of the book (or, of course, from taking the […]The post My course this fall on l’analyse bayésienne de données appeared first on Statistical…

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How old is your version of SAS? Release dates for SAS software

August 2, 2013
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How old is your version of SAS? Release dates for SAS software

How old is your version of SAS software? The graph on the left shows the release dates for various releases of SAS software, beginning with SAS 8.0. The graph is based on a graph on Jiangtang Hu's blog that shows the major SAS releases. As this graph demonstrates, SAS software [...]

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Blogging (flogging?) the SLP: Response to Reply- Xi’an Robert

August 2, 2013
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Blogging (flogging?) the SLP: Response to Reply- Xi’an Robert

Christian Robert’s reply grows out of my last blogpost. On Xi’an’s Og : A quick reply from my own Elba, in the Dolomiti: your arguments (about the sad consequences of the SLP) are not convincing wrt the derivation of SLP=WCP+SP. If I built a procedure that reports (E1,x*) whenever I observe (E1,x*) or (E2,y*), this obeys […]

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