## The Econometrics of Temporal Aggregation – II – Causality Testing

July 16, 2014
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In my recent post about my presentation at the recent conference of the N.Z. Association of Economists, I promised some follow-up posts of a more specific nature. I thought I'd begin with some brief comments about the effects of temporal aggregation on...

## Comparing localsolver with Rglpk on k-medoids example

July 16, 2014
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Recently I have coauthored a new localsolver package that can be used to solve large scale optimization problems from R. It is a wrapper around commercial solver that is free for academia. If you are interested why it is worthwhile to give it a lo...

## Jan de Leeuw owns the Internet

July 16, 2014
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One of the best things to happen on the Internet recently is that Jan de Leeuw has decided to own the Twitter/Facebook universe. If you do not already, you should be following him. Among his many accomplishments, he founded the … Continue reading →

## “The Europeans and Australians were too eager to believe in renal denervation”

July 16, 2014
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As you can see, I’m having a competition with myself for the most boring title ever. The story, though, is not boring. Paul Alper writes: I just came across this in the NYT. Here is the NEJM article itself: And here is the editorial in the NEJM: The gist is that on the basis of […] The post “The Europeans and Australians were too eager to believe in renal denervation”…

## The SAS/IML File Exchange is open

July 16, 2014
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Have you written a SAS/IML program that you think is particularly clever? Are you the proud author of SAS/IML functions that extend the functionality of SAS software? You've worked hard to develop, debug, and test your program, so why not share it with others? There is now a central location […]

## Video Tutorial – Allelic Frequencies Remain Constant From Generation to Generation Under the Hardy-Weinberg Equilibrium

The Hardy-Weinberg law is a fundamental principle in statistical genetics.  If its 7 assumptions are fulfilled, then it predicts that the allelic frequency of a genetic trait will remain constant from generation to generation.  In this new video tutorial in my Youtube channel, I explain the math behind the Hardy-Weinberg theorem.  In particular, I clarify […]

## Books to Read While the Algae Grow in Your Fur, June 2014

July 16, 2014
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Attention conservation notice: I have no taste. Plato, The Republic I had a teacher in junior high who had the good idea, when I was bored, of making me read philosophers and political writers he thought I'd violently disagree with, and forcing me ...

## 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,…