Books to Read While the Algae Grow in Your Fur, April 2012

June 26, 2012
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Attention conservation notice: I have no taste. Susan Whitfield, Life along the Silk Road Not-quite-historical fiction: life stories of sundry Silk Road characters — merchants, monks, soldiers, artists, ordinary widows — distributed from...

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Time Series I (Advanced Data Analysis from an Elementary Point of View)

June 26, 2012
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What time series are. Properties: autocorrelation or serial correlation; other notions of serial dependence; strong and weak stationarity. The correlation time and the world's simplest ergodic theorem; effective sample size. The meaning of ergodici...

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Final Exam (Advanced Data Analysis from an Elementary Point of View)

June 26, 2012
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In which we are devoted to two problems of political economy, viz., strikes, and macroeconomic forecasting. Assignment; macro.csv Advanced Data Analysis from an Elementary Point of View

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Installing pcalg

June 26, 2012
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Attention conservation notice: Boring details about getting finicky statistical software to work; or, please read the friendly manual. Some of my students are finding it difficult to install the R package pcalg; I share these instructions in case oth...

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Ten Years of Monster Raving Egomania and Utter Batshit Insanity

June 26, 2012
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Sometimes, all you can do is quote verbatim* from your inbox: Date: Tue, 17 Apr 2012 09:31:57 -0400 From: Stephen Wolfram To: Cosma Shalizi Subject: 10-year followup on "A New Kind of Science" Next month it'll be 10 years since I published "A New ...

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If Peer Review Did Not Exist, We Would Have to Invent Something Very Like It to Serve Highly Similar Ends

June 26, 2012
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Attention conservation notice: 1400 words on a friend's proposal to do away with peer review, written many weeks ago when there was actually some debate about this. Larry is writing about peer review (again), this time to advocate "A World Without Re...

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Cognitive Democracy

June 26, 2012
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Attention conservation notice: 8000+ words of political theory by geeks. For quite a while now, Henry Farrell and I have been worrying at a skein of ideas running between institutions, networks, evolutionary games, democracy, collective cognition, t...

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Books to Read While the Algae Grow in Your Fur, May 2012

June 26, 2012
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Attention conservation notice: I have no taste. Also, two weeks late. Karen E. Olson, The Missing Ink Teresa Grant, Vienna Waltz Assorted mystery-flavored mind candy. Enjoying the Grant book did involve shutting down the part of me which kept mutt...

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The Impossible Takes a Little Longer

June 26, 2012
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Attention conservation notice: Is there any form more dreary than a response to comments? Thanks, once again, for the very gratifying response. Mostly I want to reply to criticism, because I have little constructive to say, as usual. So I will p...

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Ockham Workshop, Day 1

June 26, 2012
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Those incorporated by reference: Workshop on Foundations for Ockham's Razor; "The Analytical Language of John Wilkins" Those that belong to the emperor: The morning's first speaker was Vladimir Vapnik, who made fundamental contributions to machine l...

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Science: It’s a Curiosity Thing!

June 26, 2012
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Science: It’s a Curiosity Thing!

This video called Science: It’s a Girl Thing! has been widely criticized for being sexist. What I find even more disturbing is that there is an actual need to dress science and technology up as something they are not. When did kids lose their curiosity?

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U.S. exceptionalism and billionaires

June 26, 2012
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U.S. exceptionalism and billionaires

Ryan McCarthy linked to a post by Ruchir Sharma running on Ezra Klein's blog analyzing global billionaires. It has an accompanying chart, which fails our self-sufficiency test. That test involves erasing raw data from a chart, and figuring out how...

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Strategy Diversification in R – follow up

June 26, 2012
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Strategy Diversification in R – follow up

The strategies used in Strategy Diversification in R were labeled as Strategy1 and Strategy2. Strategy1 Indicator: 52 week Simple Moving Average Entry Rule: Buy 1000 shares when price crosses and closes above 52 week Simple Moving Average Exit Rule: Exit all positions when prices crosses and closes below 52 week Simple Moving Average Classification: Long … Continue reading →

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Workshop, July 11-13, U. Wisconsin, Madison

June 25, 2012
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Workshop, July 11-13, U. Wisconsin, Madison

Workshop at the University of Wisconsin at Madison, July 11-13. Three full days of doing Bayesian data analysis. See details and registration info here.A list of some previous workshops is here.

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All models are wrong

June 25, 2012
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All models are wrong

In my title I quote George Box, who wrote,  “Essentially, all models are wrong, but some are useful“. I wish economists would remember this more often. Statistics and Operations Research (and many other sciences) are based on the concept of … Continue reading →

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The Evolution of Music

June 25, 2012
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The Evolution of Music: Stochastic melodies are produced and the “better” ones survive via natural selection. You can listen to the difference between the original random noise and music after 3,060 generations. Thanks to Andrew J’s dad for the ...

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Statistics Finland, open data and interfaces

June 25, 2012
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Statistics Finland, open data and interfaces

From: http://www.stat.fi/org/lainsaadanto/avoin_data_en.htmlStatistics Finland is building ready-made interfaces for the users of open data. The construction of the interfaces has been started from the StatFin database and will be widened to other...

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Ockham’s Razor

June 25, 2012
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Ockham’s Razor

From Friday to Sunday I attended a Philosophy conference on the Foundations for Ockham’s Razor . Fellow bloggers Deborah Mayo (a.k.a. the frequentist in exile) and Cosma Shalizi The conference is organized by Kevin Kelly. Here is a conference photo (due to B. Kliban): Cosma and Deborah are giving blow by blow details on their [...]

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A question about the Tiger Mom: what if she’d had boys instead of girls?

June 25, 2012
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I was just thinking about that Yale professor who wrote that book, remember, she screamed at her daughters all the time and didn’t let them go the bathroom while they were practicing piano (violin?), Asian parenting-style etc etc. I was just wondering . . . what if she’d had sons rather than daughters? What are [...]

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Example 9.36: Levene’s test for equal variances

June 25, 2012
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Example 9.36: Levene’s test for equal variances

The assumption of equal variances among the groups in analysis of variance is an expression of the assumption of homoscedasticity for linear models more generally. For ANOVA, this assumption can be tested via Levene's test. The test is a function of ...

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A specific suggestion to help recruit/retain women faculty at Hopkins

June 25, 2012
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A recent article by a former Obama administration official has stirred up debate over the obstacles women face in balancing work/life. This reminded me of this report written by  a committee here at Hopkins to help resolve the current gender-ba...

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Why You Shouldn’t Conclude "No Effect" from Statistically Insignificant Slopes (repost)

June 25, 2012
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The following is not a Stats Make Me Cry original, but rather something I came across and found very interesting. If you are interested in the topic, please read the preview and follow the link that follows to the original site.It is quite common in po...

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Programming tip: Avoid testing floating-point values for equality

June 25, 2012
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Programming tip: Avoid testing floating-point values for equality

No matter what statistical programming language you use, be careful of testing for an exact value of a floating-point number. This is known in the world of numerical analysis as "10.0 times 0.1 is hardly ever 1.0" (Kernighan and Plauger, 1974, The Elements of Programming Style). There are many examples [...]

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