Output: C Codes: C++ Codes:

Here are links to coverage of Numbersense. David Walker and I debate whether statisticians should be a part of Big Data in Significance. (link - requires registration). Significance is a joint publication of the Royal Statistical Society and the American Statistical Association, and a great source of applied statistics. Walker fears Big Data is pure froth while I outline several problems in which statisticians can play a key role. Princeton…

En mettant à jour ma chronique Somewhere Else, depuis quelques temps, j’avais l’impression de citer de moins en moins d’articles en français dans mes tweets. Plus j’y pensais, plus je me rendais compte que je lisais de moins en moins la presse française (ou disons en français). Quand je lis la presse en français, j’ai l’impression de retrouver, avec quelques jours de retard (quelques heures de retards pour les informations plus…

More exciting (and important!) news about MCMSki IV: First, some if not all of the 9 invited and the 16 contributed sessions are about now documented by abstracts. The program is completely set! If you plan to present a poster, remember to send me by email (a) surname, name (institution): title as the subject, (b) […]

There are different types of data on R. I use type here as a technical term, rather than merely a synonym of “variety”. There are three main types of data: Numeric: ordinary numbers Character: not treated as a number, but as a word. You cannot add two characters, even if they appear to be numerical. Characters […]

The Sunday Review section of New York Times on August 11 contains two pieces I'd like to discuss. The first piece, by Ian Urbina, an investigative reporter, is called "I Flirt and Tweet. Follow Me at #Socialbot". He tells a fascinating story about how programmers create "bots" that impersonate people surfing the Web. For instance, researchers at a Brazilian university created a bot named "Carina Santos" who was rated by…

Recently I wrote about how to determine the age of your SAS release. Experienced SAS programmers know that you can programatically determine information about your SAS release by using certain automatic macro variables that SAS provides: SYSVER: contains the major and minor version of the SAS release SYSVLONG: contains the [...]

How does Value at Risk change through time for the same portfolio? Previously There has been a number of posts on Value at Risk, including a basic introduction to Value at Risk and Expected Shortfall. The components garch model was also described. Issue The historical method for Value at Risk is by far the most commonly … Continue reading →

Here's another fascinating example of the ongoing and surprisingly modern magic of exponential smoothing (ES).In my last post I asked you to read the latest from Neil Shephard, on stochastic volatility and exponential smoothing. Now read the lates...

The other day I was talking with someone who knows Daryl Bem a bit, and he was sharing his thoughts on that notorious ESP paper that was published in a leading journal in the field but then was mocked, shot down, and was repeatedly replicated with no success. My friend said that overall the Bem […]The post A new Bem theory appeared first on Statistical Modeling, Causal Inference, and Social…

Last week I tried exercise 1 of the SAS(R) proc mixed with R libraries lme4 and MCMCglm. So this week I aimed for exercise 2 but ended up redoing exercise 1 with nlme.Exercise 2 results gave me problems with library lme4 and latter parts of the ex...

Hey, To illustrate generally complex probability density functions on continuous spaces, researchers always use the same examples, for instance mixtures of Gaussian distributions or a banana shaped distribution defined on with density function: If we draw a sample from this distribution using MCMC we obtain a [scatter]plot like this one: Clearly it doesn’t really look […]

This past Thursday, the NASDAQ stock exchange shut down for just over 3 hours due to some technical problems. It's still not clear what the problem was because NASDAQ officials are being tight-lipped. NASDAQ has had a bad run of … Continue reading →

Jeff Walker writes: Your blog has skirted around the value of observational studies and chided folks for using causal language when they only have associations but I sense that you ultimately find value in these associations. I would love for you to expand this thought in a blog. Specifically: Does a measured association “suggest” a […]The post All inference is about generalizing from sample to population appeared first on Statistical…

Following up on our recent discussion of combative linguist Noam Chomsky and disgraced primatologist Marc Hauser, here are some stories from Jay Livingston about monkey research. Don’t get me wrong—I eat burgers, so I’m not trying to get on my moral high horse here. But the stories do get you thinking about measurement error and […]The post Measurement error in monkey studies appeared first on Statistical Modeling, Causal Inference, and…

The Crimson Tide and the Buckeyes are ranked the first and second in the Associate Press preseason poll of 2013 college football season. Alabama is going for its third consecutive national championship, which has not happened before. Meanwhile, the Ohio State has never posted consecutive undefeated/untied seasons. Are they going to defeat the odds? Prof. Mark Berliner […]