Peer Review, Part 5: The Importance of Gatekeepers

January 24, 2014
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Peer Review, Part 5: The Importance of Gatekeepers

The purpose of peer review is to separate the wheat from the chaff, the good from the bad, the brilliant from the clinically insane – you get the picture. But why? Why filter and not just let anybody publish whatever they want? Why Gatekeepers? And Why Gates? In the old days, there was the resource […]

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Thoughts on the Ljung-Box test

January 24, 2014
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Thoughts on the Ljung-Box test

It is common to use a Ljung-Box test to check that the residuals from a time series model resemble white noise. However, there is very little practical advice around about how to choose the number of lags for the test. The Ljung-Box test was proposed by Ljung and Box (Biometrika, 1978) and is based on the statistic     where is the length of the time series, is the th…

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Precision, with Imprecise Words

January 24, 2014
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Precision, with Imprecise Words

This morning, after my course on extreme values, some students did show me a question they got from practicals they were suppose to work on, with undergraduate students : To be more specific, they wanted some feedback about point B. Now, let’s make it clear : I have no idea what “precision” and “variation” could mean… But let’s try and see if we can get something usefull, that might help…

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An ARDL Add-in for EViews

January 24, 2014
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An ARDL Add-in for EViews

My posts on ARDL models and bounds testing (here and here) have certainly been popular. So, I was really pleased to see that Yashar Tarverdi has produced an "Add-In" for the EViews package that makes this type of econometric analysis somewhat easier.Yo...

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Jim Hamilton on R-Squared and Economic Prediction

January 23, 2014
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Jim Hamilton on R-Squared and Economic Prediction

I always tell my students that, when it comes to regression results, the value of the coefficient of determination (R2), is pretty much the last thing that I look at. And I'm serious! I've blogged about this before (see here, for example), but it's wor...

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Bayesian statistics in Montreal

January 23, 2014
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Bayesian statistics in Montreal

I am happy to announce that I will be offering my tutorial, "Bayesian Statistics Made Simple" at PyCon 2014 in Montreal.  The tutorial is based on material from Think Bayes.  It includes some of the examples and exercises in the book.  P...

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Summer courses and workshop in doing Bayesian data analysis

January 23, 2014
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Summer courses and workshop in doing Bayesian data analysis: Workshop, University of Oslo, Norway, June 4-6, 2014.Course offered through the University of St. Gallen Summer School in Empirical Research Methods (SSERM), St. Gallen, Switzerland, June 10-...

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Discussion on preregistration of research studies

January 23, 2014
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Discussion on preregistration of research studies

Chris Chambers and I had an enlightening discussion the other day at the blog of Rolf Zwaan, regarding the Garden of Forking Paths (go here and scroll down through the comments). Chris sent me the following note: I’m writing a book at the moment about reforming practices in psychological research (focusing on various bad practices […]The post Discussion on preregistration of research studies appeared first on Statistical Modeling, Causal Inference,…

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Rasmus Bååth’s Bayesian first aid

January 23, 2014
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Rasmus Bååth’s Bayesian first aid

Besides having coded a pretty cool MCMC app in Javascript, this guy Rasmus Bååth has started the Bayesian first aid project. The idea is that if there’s an R function called blabla.test performing test “blabla”, there should be a function bayes.blabla.test performing a similar test in a Bayesian framework, and showing the output in a […]

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Sampling with replacement: Now easier than ever in the SAS/IML language

January 23, 2014
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Sampling with replacement: Now easier than ever in the SAS/IML language

With each release of SAS/IML software, the language provides simple ways to carry out tasks that previously required more effort. In 2010 I blogged about a SAS/IML module that appeared in my book Statistical Programming with SAS/IML Software, which was written by using the SAS/IML 9.2. The blog post showed [...]

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Peer Review, Part 4: Good Reasons for Bad Papers

January 23, 2014
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Peer Review, Part 4: Good Reasons for Bad Papers

As a reviewer, you might sometimes ask yourself why people write so many bad papers. And why they bother submitting them. I certainly do. But where do they come from? Who submits bad papers? And why? It may come as a surprise, but there are good reasons to submit bad papers for review. To Get […]

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Slides from my online forecasting course

January 23, 2014
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Slides from my online forecasting course

Last year I taught an online course on forecasting using R. The slides and exercise sheets are now available at www.otexts.org/fpp/resources/

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What’s Warren Buffett’s $1 Billion Basketball Bet Worth?

January 23, 2014
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What’s Warren Buffett’s $1 Billion Basketball Bet Worth?

A friend of mine just alerted me to a story on NPR describing a prize on offer from Warren Buffett and Quicken Loans. The prize is a billion dollars (1B USD) for correctly predicting all 63 games in the men’s Division I college basketball tournament this March. The facebook page announcing the contest puts the odds at 1:9,223,372,036,854,775,808, […]

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Likelihood Based Methods, for Extremes

January 23, 2014
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Likelihood Based Methods, for Extremes

This week, in the MAT8595 course, we will start the section on inference for extreme values. To start with something simple, we will use maximum likelihood techniques on a Generalized Pareto Distribution (we’ve seen Monday Pickands-Balkema-de Hann theorem). Maximum Likelihood Estimation In the context of parametric models, the standard technique is to consider the maximum of the likelihood (or the log-likelihod).Let denote the parameter (with ). Given some – stnardard…

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The performance of dplyr blows plyr out of the water

January 22, 2014
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Together with many other packages written by Hadley Wickham, plyr is a package that I use a lot for data processing. The syntax is clean, and it works great for breaking down larger data.frame‘s into smaller summaries. The greatest disadvantage… See more ›

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Coursera Specializations: Data Science, Systems Biology, Python Programming

January 22, 2014
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Coursera Specializations: Data Science, Systems Biology, Python Programming

I first mentioned Coursera about a year ago, when I hired a new analyst in my core. This new hire came in as a very competent Python programmer with a molecular biology and microbial ecology background, but with very little experience in statistics. I ...

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Example 2014.2: Block randomization

January 22, 2014
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Example 2014.2: Block randomization

This week I had to block-randomize some units. This is ordinarily the sort of thing I would do in SAS, just because it would be faster for me. But I had already started work on the project R, using knitr/LaTeX to make a PDF, so it made sense to conti...

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Spell-checking example demonstrates key aspects of Bayesian data analysis

January 22, 2014
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Spell-checking example demonstrates key aspects of Bayesian data analysis

One of the new examples for the third edition of Bayesian Data Analysis is a spell-checking story. Here it is (just start at 2/3 down on the first page, with “Spelling correction”). I like this example—it demonstrates the Bayesian algebra, also gives a sense of the way that probability models (both “likelihood” and “prior”) are […]The post Spell-checking example demonstrates key aspects of Bayesian data analysis appeared first on Statistical…

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Numbersense on MailChimp’s Gmail study 1/2

January 22, 2014
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Numbersense on MailChimp’s Gmail study 1/2

MailChimp, a major vendor that companies use to send marketing emails to customers, published an analysis of the effect of Gmail marketing tabs (link). How should you read such a study? I'd begin by clarifying what problem the analyst is solving. In May, Google rolled out to all Gmail users a tabbed interface, in which the inbox is split into three parts: the regular inbox, a "promotional" email box, and…

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Peer Review, Part 3: A Taxonomy of Bad Papers

January 22, 2014
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Peer Review, Part 3: A Taxonomy of Bad Papers

Reviewing is great when you get a good paper where you can make some suggestions to make it even better, and everybody’s happy. Bad papers are much less fun, but they are also much more common. Here are some examples I’ve seen and that I keep seeing. The completely insane. I once got a paper […]

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Phil6334: “Philosophy of Statistical Inference and Modeling” New Course: Spring 2014: Mayo and Spanos: (Virginia Tech) UPDATE: JAN 21

January 22, 2014
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Phil6334: “Philosophy of Statistical Inference and Modeling” New Course: Spring 2014: Mayo and Spanos:  (Virginia Tech) UPDATE: JAN 21

FURTHER UPDATED: New course for Spring 2014: Thurs 3:30-6:15 (Randolph 209) first installment 6334 syllabus_SYLLABUS (first) Phil 6334: Philosophy of Statistical Inference and Modeling D. Mayo and A. Spanos Contact: error@vt.edu This new course, to be jointly taught by Professors D. Mayo (Philosophy) and A. Spanos (Economics) will provide an introductory, in-depth introduction to graduate […]

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Looking for a new post-doc

January 22, 2014
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Looking for a new post-doc

We are looking for a new post-doctoral research fellow to work on the project “Macroeconomic Forecasting in a Big Data World”.  Details are given at the link below jobs.monash.edu.au/jobDetails.asp?sJobIDs=519824 This is a two year positio...

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Six Word Peer Review

January 21, 2014
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Six Word Peer Review

A "Six Word Peer Review" competition has been running on Twitter (#sixwordpeereview).Here are a few gems that might be a little too close to home for comfort:You didn't cite my paper: Reject!Taking my time. Love, your competitor.Bayes would turn in his...

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