## Capturing Intraday data, Backup plan

April 1, 2014
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In the Capturing Intraday data post, I outlined steps to setup your own process to capture Intraday data. But what do you do if you missed some data points due for example internet being down or due to power outage your server was re-started. To fill up the gaps in the Intraday data, you could […]

## The most-cited statistics papers ever

March 31, 2014
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Robert Grant has a list. I’ll just give the ones with more than 10,000 Google Scholar cites: Cox (1972) Regression and life tables: 35,512 citations. Dempster, Laird, Rubin (1977) Maximum likelihood from incomplete data via the EM algorithm: 34,988 Bland & Altman (1986) Statistical methods for assessing agreement between two methods of clinical measurement: 27,181 […] The post The most-cited statistics papers ever appeared first on Statistical Modeling, Causal Inference,…

## Moustache target distribution and Wes Anderson

March 31, 2014
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$Moustache target distribution and Wes Anderson$

Today I am going to introduce the moustache target distribution (moustarget distribution for brievety). Load some packages first. Let’s invoke the moustarget distribution. This defines a target distribution represented by a SVG file using RShapeTarget. The target probability density function is defined on and is proportional to on the segments described in the SVG files, […]

## Data Analysis for Genomics edX Course

March 31, 2014
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Mike Love (@mikelove) and I have been working hard the past couple of months preparing a free online edX course on data analysis for genomics. Our target audience are the postdocs, graduate students and research scientists that are tasked with … Continue reading →

## Slidify: Data driven presentations

March 31, 2014
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Publishers note: This blog was posted on August 1, 2013 on the Data Community DC blog, http://datacommunitydc.org/blog/2013/08/data-driven-presentations-using-slidify/ Presentations are the stock-in-trade for consultants, managers, teachers, public speakers, and, probably, you. We all have to present our work at some level, to someone we report to or to our peers, or to introduce newcomers to our […]

## On deck this week

March 31, 2014
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Mon: The most-cited statistics papers ever Tues: American Psychological Society announces a new journal Wed: Am I too negative? Thurs: As the boldest experiment in journalism history, you admit you made a mistake Fri: The Notorious N.H.S.T. presen...

## Student Advice I: Some Good Reading for Good Writing (and Good Graphics)

March 31, 2014
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Good writing is good thinking, so when you next hear some pretentious moron boast that ``I don't like to write, I like to think," rest assured, he's ...

## Just gave a talk

March 31, 2014
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I just gave a talk in Milan. Actually I was sitting at my desk, it was a g+ hangout which was a bit more convenient for me. The audience was a bunch of astronomers so I figured they could handle a satellite link. . . . Anyway, the talk didn’t go so well. Two reasons: […]The post Just gave a talk appeared first on Statistical Modeling, Causal Inference, and Social…

## SAS/IML available to all students through SAS Analytics U

March 31, 2014
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When spontaneous applause broke out during Dr. Jim Goodnight's presentation at the opening session of SAS Global Forum 2014, I was one of the people cheering the loudest. The SAS CEO had just announced free software for students and professors at universities around the world. The SAS University Edition will […]

## Probabilistic Momentum with Intraday data

March 31, 2014
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I want to follow up the Intraday data post with testing the Probabilistic Momentum strategy on Intraday data. I will use Intraday data for SPY and GLD from the Bonnot Gang to test the strategy. Next, let’s examine the hourly perfromance of the strategy. There are lots of abnormal returns in the 9:30-10:00am box due […]

## Teaching Confidence Intervals

March 31, 2014
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If you want your students to understand just two things about confidence intervals, what would they be? What and what order When making up a teaching plan for anything it is important to think about whom you are teaching, what … Continue reading →

## Teaching Confidence Intervals

March 31, 2014
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If you want your students to understand just two things about confidence intervals, what would they be? What and what order When making up a teaching plan for anything it is important to think about whom you are teaching, what … Continue reading →

## Phil 6334: March 26, philosophy of misspecification testing (Day #9 slides)

March 31, 2014
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“Probability/Statistics Lecture Notes 6: An Introduction to Mis-Speciﬁcation (M-S) Testing” (Aris Spanos)   [Other slides from Day 9 by guest, John Byrd, can be found here.]Filed under: misspecification testing, Phil 6334 class material, Spanos, Statistics

## Doing the Right Thing: Are your measures correct?

March 30, 2014
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"A lot of good analysis is wasted doing the wrong thing."Anyone who has worked with data on business problems is probably aware of this adage.  And this past week, I was reminded once again of this fact while analyzing a marketing program.  T...

## Bayesian Data Analysis [BDA3 - part #2]

March 30, 2014
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Here is the second part of my review of Gelman et al.’ Bayesian Data Analysis (third edition): “When an iterative simulation algorithm is “tuned” (…) the iterations will not in general converge to the target distribution.” (p.297) Part III covers advanced computation, obviously including MCMC but also model approximations like variational Bayes and expectation propagation […]

## Distributions in d3

March 30, 2014
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Something that often comes up is visualizing in 3 dimensions. I don't mean like 3dprinting. I mean more like heatmaps. With heatmaps, you can easily change two variables (the x and y dimensions) and see its impact on a third variable, usually denoted b...

## Understanding the Underlying Asumptions

March 30, 2014
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From time to time I've been known to blog about the importance of fully understanding the assumptions that underlie the various estimators and tests that we use in econometrics. (Here, too.) Gee, I've even gone so far as to suggest that students should...

## Adjudicating between alternative interpretations of a statistical interaction?

March 30, 2014
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Jacob Felson writes: Say we have a statistically significant interaction in non-experimental data between two continuous predictors, X and Z and it is unclear which variable is primarily a cause and which variable is primarily a moderator. One person might find it more plausible to think of X as a cause and Z as a […]The post Adjudicating between alternative interpretations of a statistical interaction? appeared first on Statistical Modeling,…

## Looking at Measles Data in Project Tycho

March 30, 2014
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Project Tycho includes data from all weekly notifiable disease reports for the United States dating back to 1888. These data are freely available to anybody interested. I wanted to play around with the data a bit, so I registered.MeaslesMeasles a...

## References (with code) for Bayesian hierarchical (multilevel) modeling and structural equation modeling

March 29, 2014
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A student writes: I am new to Bayesian methods. While I am reading your book, I have some questions for you. I am interested in doing Bayesian hierarchical (multi-level) linear regression (e.g., random-intercept model) and Bayesian structural equation modeling (SEM)—for causality. Do you happen to know if I could find some articles, where authors could […]The post References (with code) for Bayesian hierarchical (multilevel) modeling and structural equation modeling appeared…

## I agree with this comment

March 29, 2014
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The anonymous commenter puts it well: The problem is simple, the researchers are disproving always false null hypotheses and taking this disproof as near proof that their theory is correct. The post I agree with this comment appeared first on Statistic...

## Crime map for the City of London

March 29, 2014
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In my experience, central London is generally a safe place, but I was robbed there two years ago. A friend and I got lost on our way to a pancake house (serving, not made of), so I took my new iPhone out to consult a map. In a flash, a bicyclist zoomed past and plucked my […]

## Severe osteometric probing of skeletal remains: John Byrd

March 28, 2014
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John E. Byrd, Ph.D. D-ABFA Central Identification Laboratory JPAC Guest, March 27, PHil 6334 “Statistical Considerations of the Histomorphometric Test Protocol for Determination of Human Origin of Skeletal Remains”  By: John E. Byrd, Ph.D...