## Meetup Presentations

July 16, 2014
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Recently I gave a presentation on Machine Learning to members of the NYC Open Data Meetup group.Here is that presentation for anyone interested. Machine Learning - Ilan Man ...

## Taking Inventory: Analyzing Data When Most Answer No, Never, or None

July 16, 2014
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Consumer inventories, as the name implies, are tallies of things that consumers buy, use or do. Product inventories, for example, present consumers with rather long lists of all the offerings in a category and ask which or how many or how often they bu...

## Variations on rolling forecasts

July 15, 2014
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Rolling forecasts are commonly used to compare time series models. Here are a few of the ways they can be computed using R. I will use ARIMA models as a vehicle of illustration, but the code can easily be adapted to other univariate time series models. One-step forecasts without re-estimation The simplest approach is to estimate the model on a single set of training data, and then compute one-step forecasts…

## another R new trick [new for me!]

July 15, 2014
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While working with Andrew and a student from Dauphine on importance sampling, we wanted to assess the distribution of the resulting sample via the Kolmogorov-Smirnov measure where F is the target.  This distance (times √n) has an asymptotic distribution that does not depend on n, called the Kolmogorov distribution. After searching for a little while, […]

## Time to Re-Think NBER Programs?

July 15, 2014
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Check out John Cochrane's recent NBER post if you didn't already. It ends with:A last thought. Economic Fluctuations [an NBER program] merged with Growth [another NBER program] in the mid 1990s. At the time there was a great confluence of method as we...

## Stan World Cup update

July 15, 2014
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The other day I fit a simple model to estimate team abilities from World Cup outcomes. I fit the model to the signed square roots of the score differentials, using the square root on the theory that when the game is less close, it becomes more variable. 0. Background As you might recall, the estimated […] The post Stan World Cup update appeared first on Statistical Modeling, Causal Inference, and…

## Simple user interface in R to get login details

July 15, 2014
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Occasionally I have to connect to services from R that ask for login details, such as databases. I don't like to store my login details in the R source code file, instead I would prefer to enter the my login details when I execute the code.Fortunately,...

July 14, 2014
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## On deck this week

July 14, 2014
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Mon: “Building on theories used to describe magnets, scientists have put together a model that captures something very different . . .” Tues: Questions about “Too Good to Be True” Wed: “The Europeans and Australians were too eager to believe in renal denervation” Thurs: Ethics and statistics Fri: Differences between econometrics and statistics: From varying […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## A log transformation of positive and negative values

July 14, 2014
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In my four years of blogging, the post that has generated the most comments is "How to handle negative values in log transformations." Many people have written to describe data that contain negative values and to ask for advice about how to log-transform the data. Today I describe a transformation […]

## Stan London Meetup 16 July

July 14, 2014
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Michael Betancourt announces: The Stan Development Team is happy to announce the first Stan London Meetup, Wednesday, July 16th, 6-8 PM Bentham House, Seminar Room 4 4-8 Endsleigh Gardens, London, WC1H 0EG Nominally the plan is to begin with a casual introduction to Stan and then break out into discussion based on the interests of […] The post Stan London Meetup 16 July appeared first on Statistical Modeling, Causal Inference,…

## Stan goes to the World Cup

July 13, 2014
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I thought it would be fun to fit a simple model in Stan to estimate the abilities of the teams in the World Cup, then I could post everything here on the blog, the whole story of the analysis from beginning to end, showing the results of spending a couple hours on a data analysis. […] The post Stan goes to the World Cup appeared first on Statistical Modeling, Causal…

## Bing hearts World Cup 2014, Google – not so much

July 12, 2014
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While Google has been doing a great job of their front page animations (today's is very nice, illustrating how Brazil and The Netherlands are on their way to Russia for 2018), Bing appears to be far more attentive to actually...

July 12, 2014
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The new rules for D&D 5e (formerly known as D&D Next) are finally here: Dungeons & Dragons, 5th Edition: Basic Rules D&D 5e introduces a new game mechanic, advantage and disadvantage. Basic d20 Rules Usually, players roll a 20-sided die (d20) to resolve everyting from attempts at diplomacy to hitting someone with a sword. Each […] The post D&D 5e: Probabilities for Advantage and Disadvantage appeared first on Statistical Modeling,…

## odfweave setup and counting logicals

July 12, 2014
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Two short items in this blogpost. Since it was not obvious how to run odfWeave() in my particular setup, the call I am using. Then there were several people crosstabulating logical vectors, so I wanted to play along, 80 times faster than table().odfWea...

## Finite-Sample Properties of the 2SLS Estimator

July 12, 2014
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During a recent conversation with Bob Reed (U. Canterbury) I recalled an interesting experience that I had at the American Statistical Association Meeting in Houston, in 1980. I was sitting in a session listening to an author presenting a paper about t...

## Le Monde puzzle [#875]

July 11, 2014
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I learned something in R today thanks to Le Monde mathematical puzzle: A two-player game consists in A picking a number n between 1 and 10 and B and A successively choosing and applying one of three transforms to the current value of n n=n+1, n=3n, n=4n, starting with B, until n is larger than […]

## Sometimes I feel (some) need for speed

July 11, 2014
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I’m the first to acknowledge that most of my code could run faster. The truth of the matter is that, in essence, I write ‘quickies': code that will run once or twice, so there is no incentive to spend days or hours in shaving seconds of a computation. Most analyses of research data fall in […]