What is an interaction effect?

July 9, 2015
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What is an interaction effect?

One statistical concept that instructors frequently don't have time to cover in Stat 101 is the "interaction" effect. I will explain this concept using the fantastic interactive graphic by the visualization team at the German publication Zeit (please also read the corresponding post on Junk Charts here for some background.) When we ignore interactions, we end up with overly simplistic statistical summaries. For example, some study might find that drinking…

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Working with Sessionized Data 1: Evaluating Hazard Models

July 8, 2015
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Working with Sessionized Data 1: Evaluating Hazard Models

When we teach data science we emphasize the data scientist’s responsibility to transform available data from multiple systems of record into a wide or denormalized form. In such a “ready to analyze” form each individual example gets a row of data and every fact about the example is a column. Usually transforming data into this … Continue reading Working with Sessionized Data 1: Evaluating Hazard Models →

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JHU, UMD researchers are getting a really big Big Data center

July 8, 2015
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From Technical.ly Baltimore: A nondescript, 3,700-square-foot building on Johns Hopkins’ Bayview campus will house a new data storage and computing center for university researchers. The $30 million Maryland Advanced Research Computing Center (MARCC) will be available to faculty from JHU and the University of Maryland, College Park. The web site has a pretty cool time-lapse video of the construction of the

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JHU, UMD researchers are getting a really big Big Data center

July 8, 2015
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From Technical.ly Baltimore: A nondescript, 3,700-square-foot building on Johns Hopkins’ Bayview campus will house a new data storage and computing center for university researchers. The $30 million Maryland Advanced Research Computing Center (MARCC) will be available to faculty from JHU and the University of Maryland, College Park. The web site has a pretty cool time-lapse video of the construction of the

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Would you be willing to miss a train to admire art?

July 8, 2015
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Would you be willing to miss a train to admire art?

This wonderful data visualization made me stop in my tracks at a train station somewhere in Bavaria. It conveys so much information in such an efficient manner. At a glance, the diagram tells passengers the configuration of the train they...

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Evaluating the Millennium Villages Project

July 8, 2015
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I’m a postdoc working with Andy and Jeff Sachs on the evaluation of the Millennium Villages Project, a ten-year economic development project operating in ten sub-Saharan African countries. Our evaluation protocol was recently accepted by The L...

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Parallel Computing for Data Science

July 8, 2015
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Parallel Computing for Data Science

Hot off the press, Norman Matloff's book, Parallel Computing for Data Science: With Examples in R, C++ and CUDA  (Chapman and Hall/ CRC Press, 2015) should appeal to a lot of the readers of this blog.The book's coverage is clear from the...

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An Excel add-in for regression analysis

July 8, 2015
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Bob Nau writes: I know you are not particularly fond of Excel, but you might (I hope) be interested in a free Excel add-in for multivariate data analysis and linear regression that I am distributing here: http://regressit.com. I originally developed it for teaching an advanced MBA elective course on regression and time series analysis at […] The post An Excel add-in for regression analysis appeared first on Statistical Modeling, Causal…

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Back to the future (or the day of the crises)

July 8, 2015
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Back to the future (or the day of the crises)

Yesterday was a very interesting day $-$ not sure if "interesting" is the best word to describe it, but for now I'll just use it...We had our workshop on survival analysis in health economic evaluations, which instigated the first crisis of t...

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Simulating a drunkard’s walk in SAS

July 8, 2015
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Simulating a drunkard’s walk in SAS

You've probably heard of a random walk, but have you heard about the drunkard's walk? I've previously written about how to simulate a one-dimensional random walk in SAS. In the random walk, you imagine a person who takes a series of steps where the step size and direction is a […] The post Simulating a drunkard's walk in SAS appeared first on The DO Loop.

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Short course on Bayesian data analysis and Stan 19-21 July in NYC!

July 7, 2015
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Short course on Bayesian data analysis and Stan 19-21 July in NYC!

Bob Carpenter, Daniel Lee, and I are giving a 3-day short course in two weeks. Before class everyone should install R, RStudio and RStan on their computers. If problems occur please join the stan-users group and post any questions. It’s important that all participants get Stan running and bring their laptops to the course. Class […] The post Short course on Bayesian data analysis and Stan 19-21 July in NYC!…

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R financial time series tips everyone should know about

July 7, 2015
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There are many R time series tutorials floating around on the web this post is not designed to be one of them. Instead I want to introduce a list of the most useful tricks I came across when dealing with financial time series in R. Some of the functions presented here are incredibly powerful but unfortunately buried in the […]

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Adding mathematical notations to R plots

July 7, 2015
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Adding mathematical notations to R plots

I have to admit that I find the plotmath expressions in R a little fiddly to annotate plots with mathematical notation. Apparently I am not the only one, but Stefano Meschiari did actually something about it. A few days ago his package latex2exp appear...

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Regression with Multicollinearity Yields Multiple Sets of Equally Good Coefficients

July 6, 2015
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Regression with Multicollinearity Yields Multiple Sets of Equally Good Coefficients

The multiple regression equation represents the linear combination of the predictors with the smallest mean-squared error. That linear combination is a factorization of the predictors with the factors equal to the regression weights. You may see the wo...

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Hygge at UseR! 2015, Aalborg

July 6, 2015
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Hygge at UseR! 2015, Aalborg

hygge A Danish word (pronounced HU-guh) meaning social coziness. I.e. the feeling of a good social atmosphere. – Urban Dictionary Yes, there was plenty of hygge to go around this year’s UseR! that took place last week in Aalborg, Denmark. E...

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A dynamic programming solution to A/B test design

July 6, 2015
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A dynamic programming solution to A/B test design

Our last article on A/B testing described the scope of the realistic circumstances of A/B testing in practice and gave links to different standard solutions. In this article we will be take an idealized specific situation allowing us to show a particularly beautiful solution to one very special type of A/B test. For this article … Continue reading A dynamic programming solution to A/B test design →

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Discreteland and Continuousland

July 6, 2015
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Roy Mendelssohn points me to this paper by Jianqing Fan, Qi-Man Shao, and Wen-Xin Zhou, “Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications.” I never know what to think about these things because I don’t work in a discrete world in which there are zero effects (see our earlier discussion of the […] The post Discreteland and Continuousland appeared first on Statistical Modeling, Causal Inference, and Social…

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On deck this week

July 6, 2015
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Mon: Discreteland and Continuousland Tues: “There are many studies showing . . .” Wed: An Excel add-in for regression analysis Thurs: Unreplicable Fri: Economists betting on replication Sat: Inauthentic leadership? Development and validation ...

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Stress testing

July 6, 2015
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Stress testing

Lately, we've been spending a lot of time "stress-testing" our method for the computation of the Expected Value of Partial Perfect Information (EVPPI $-$ I know: the terminology is a bit strange and possibly not-very helpful, as "perfect" information d...

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The use of SAS/IML software in published research

July 6, 2015
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The use of SAS/IML software in published research

SAS/IML software is used by many SAS programmers, primarily for creating custom algorithms and macros that implement statistical analyses that are not built into any SAS procedure. I know that PROC IML is used regularly by pharmaceutical companies, by the financial and insurance industries, and by researchers in medical colleges […] The post The use of SAS/IML software in published research appeared first on The DO Loop.

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“Menstrual Cycle Phase Does Not Predict Political Conservatism”

July 5, 2015
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“Menstrual Cycle Phase Does Not Predict Political Conservatism”

Someone pointed me to this article by Isabel Scott and Nicholas Pound: Recent authors have reported a relationship between women’s fertility status, as indexed by menstrual cycle phase, and conservatism in moral, social and political values. We conducted a survey to test for the existence of a relationship between menstrual cycle day and conservatism. 2213 […] The post “Menstrual Cycle Phase Does Not Predict Political Conservatism” appeared first on Statistical…

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Being a Millionaire Isn’t What it Used to be

July 5, 2015
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One evening a few weeks ago, some friends and I wound up talking about the "roaring twenties" in the U.S., and all the "millionaires" created, and wondering just what $1 million 1925 dollars would be in 2015 dollars. Obviously the price level has multi...

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More on causes of death in Netherlands over the years

July 5, 2015
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More on causes of death in Netherlands over the years

Last week I had a post 'Deaths in the Netherlands by cause and age'. During creation of that post I made one plot which I had not shown. It shows something odd. There is a vertical striping. Hence mortality varies by year across age.To examine this phe...

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