One of the many insights from Don Norman's great design book is that a user's behavior is affected by "knowledge in the world", and "knowledge in the head." Applied to graphics, this means readers of graphics use both knowledge in...

Finally, here it is, check out the video below as Stephen Wolfram showcases the Wolfram language, From my previous post, I said that I used Wolfram Mathematica for about a year before I embrace R. And frankly, I've been in love with Mathematica; it nev...

Many functions in the forecast package for R will allow a Box-Cox transformation. The models are fitted to the transformed data and the forecasts and prediction intervals are back-transformed. This preserves the coverage of the prediction intervals, and the back-transformed point forecast can be considered the median of the forecast densities (assuming the forecast densities on the transformed scale are symmetric). For many purposes, this is acceptable, but occasionally the…

The previous three posts demonstrated how frequencies are a special case of more general Bayesian methods. This final post will consider the strengths and weaknesses of this special case by addressing three cons and two pros. Con 1: This special case e...

A few months ago I reacted (see further discussion in comments here) to a recent study on early childhood intervention, in which researchers Paul Gertler, James Heckman, Rodrigo Pinto, Arianna Zanolini, Christel Vermeerch, Susan Walker, Susan M. Chang, and Sally Grantham-McGregor estimated that a particular intervention on young children had raised incomes on young adults […]The post “Edlin’s rule” for routinely scaling down published estimates appeared first on Statistical Modeling,…

Mon: “Edlin’s rule” for routinely scaling down published estimates Tues: Basketball Stats: Don’t model the probability of win, model the expected score differential Wed: A good comment on one of my papers Thurs: “What Can we Learn from the Many Labs Replication Project?” Fri: God/leaf/tree Sat: “We are moving from an era of private data […]The post On deck this week appeared first on Statistical Modeling, Causal Inference, and Social…

Long before I came up with "numbersense," I wrote about "true lies" in data analysis. (link) The nature of data, especially Big (as in multidimensional) Data, is that one can come up with an infinite number of statistical computations, all of which are "true" in the sense that one would obtain such statistics were one to plug the data into textbook formulas. Inevitably, some of these statistics lead to contradictions.…

Here's a sampling of emails that I received on my recent "Factor-Augmented VAR" post.Serena Ng at Columbia notes that her "Targeted Predictors" paper (with Jushan Bai) is motivated by considerations similar to those that motivate partial least squares ...

BayesFactor version 0.9.7 has been released to CRAN. It does have a few bug fixes, so update soon. A list of changes can be found in the NEWS file.

In the previous post, I introduced the logic of Bayes factors for one-sample designs by means of a simple example. In this post, I will give more detail about the models and assumptions used by the BayesFactor package, and also how to do simple analyses of two- sample designs.See the previous posts for background:What is a Bayes factor?Bayes factor t tests, part 1This article will cover two-sample t tests.Bayesian t…

Last week we had the pleasure of Professor Stephen Pollock (University of Leicester) visiting our Department, best known in academic circles for his work on time series filtering (see his papers, and his excellent book). But he has another career as a member of the UK House of Lords (under the name Viscount Hanworth — he is a hereditary peer). It made me wonder how many other politicians have PhDs…

Introduction In previous posts I have discussed general issues regarding parallel MCMC and examined in detail parallel Monte Carlo on a multicore laptop. In those posts I used the C programming language in conjunction with the MPI parallel library in order to illustrate the concepts. In this post I want to take the example from […]