Posted on June 27, 2012Several posts ago, I outlined a set of thoughts (The Future of Producing Social and Economic Statistical Information, Part I, Part II, Part III) of how statistical agencies might navigate the future. How...
Posted on June 27, 2012Several posts ago, I outlined a set of thoughts (The Future of Producing Social and Economic Statistical Information, Part I, Part II, Part III) of how statistical agencies might navigate the future. How...
One more very, very long infographic (from teach.com) … but no trace of stats in there. True?
I am reading through the book The Black Swan by Nassim Nicholas Taleb and he has a section relevant for a post I recently wrote about concluding "no effect" from a statistically insignificant slope. On pp. 54-55, Table writes ...we can commit a logical...
I think cross-validation is a good way to estimate a model’s forecasting error but I don’t think it’s always such a great tool for comparing models. I mean, sure, if the differences are dramatic, ok. But you can easily have a few candidate models, and one model makes a lot more sense than the others [...]
I agree with Roger’s latest post: “we need to expand the tent of statistics and include people who are using their statistical training to lead the new science”. I am perhaps a bit more worried than Roger. Specifically, I worry tha...
Arrow charts and slope charts are alternatives to multiple pie charts when the data consist of the values or the percentage breakdown of several categories for two time periods.
I often use the SAS/IML language for simulating data with certain known properties. In fact, I'm writing a book called Simulating Data with SAS. When I simulate repeated measurements (sometimes called replicated data), I often want to generate an ID variable that identifies which measurement is associated with which subject [...]
Incorporated by reference: Workshop on Foundations for Ockham's Razor; Ockham Workshop, Day 1; "Tlön, Uqbar, Orbis Tertius" How could one do other than submit to Tlön, to the minute and vast evidence of an orderly plan? The theme of the ...
Incorporated by reference: Workshop on Foundations for Ockham's Razor; Ockham Workshop, Day 1; Ockham Workshop, Day 2. I am too tired to think of a Borges reference. Deborah Mayo gave a precis of her error-statistical view of inquiry; I'm not likely...
I want to continue with Factor Attribution theme that I presented in the Factor Attribution post. I have re-organized the code logic into the following 4 functions: factor.rolling.regression – Factor Attribution over given rolling window factor.rolling.regression.detail.plot – detail time-series plot and histogram for each factor factor.rolling.regression.style.plot – historical style plot for selected 2 factors factor.rolling.regression.bt.plot [...]
Peter Grunwald gave a talk in the statistics department on Monday. Peter does very interesting work and the material he spoke about is no exception. Here are my recollections from the talk. The summary is this: Peter and John Langford have a very cool example of Bayesian inconsistency, much different than the usual examples of [...]
Energy Technology Perspectives [iea.org] was developed by Raureif in collaboration with Christian Behrens for the International Energy Agency (IEA). The work consists of 3 interactive visualizations that illustrate how the overall energy system should...
Silenc [ciid.dk] is a tangible visualization designed by interaction design students Manas Karambelkar, Momo Miyazaki and Kenneth A. Robertsen that highlights the silent letters that occur in the Danish, English and French languages. A silent letter ...
I’ve whined before in this space that some of my most important, innovative, and influential papers are really hard to get published. I’ll go through endless hassle with a journal or sometimes several journals until I find some place willing to publish. It’s just irritating. I was thinking about this recently because a colleague and [...]
In several earlier posts, I detailed some C# code for calculating regression models, by simply converting text book equations in to code. I’ve always been aware that this may not be the best implementation as matrix methods can become numericall...
Let's take a break from statistics and do some physics! My friend Ted Bunn recently wrote about the falling slinky problem in his blog. He points to this video, which shows a falling slinky in slow motion. After the top of the slinky is...
From: http://flowingdata.com/2012/06/25/chart-chooser-helps-you-choose-charts/June 25, 2012 to Statistical Visualization by Nathan YauThere are a lot of charts to choose from, and if you pick the wrong one you'll end up communicating the...
Cosma Shalizi and Larry Wasserman discuss some papers from a conference on Ockham’s Razor. I don’t have anything new to add on this so let me link to past blog entries on the topic and repost the following from 2004: A lot has been written in statistics about “parsimony”—that is, the desire to explain phenomena [...]
There’s lots of talk about “big data” these days and I think that’s great. I think it’s bringing statistics out into the mainstream (even if they don’t call it statistics) and it creating lots of opportunities for pe...
Hilary Mason: From Tiny Links, Big Insights: Her day job is chief scientist at Bitly. The startup is best known as a link-shortening service, a way of making obnoxiously long URLs more compact for sharing on Twitter or anywhere else. This year, Bitly i...
Following the Irish rugby team’s humiliating 60-0 defeat to New Zealand, an interesting question was posed on Twitter: what does a 60-0 result convert to in football/soccer? Intrigued, I decided to gather some data from both the English premier league (this season, more data collected and future blog posts to come!) and the equivalent English [...]
Estimating graphical models: substituting consistent estimators into the formulas for front and back door identification; average effects and regression; tricks to avoid estimating marginal distributions; propensity scores and matching and propensity ...
In which the arts of estimating causal effects from observational data are practiced on Sesame Street. Assignment Advanced Data Analysis from an Elementary Point of View
