Pure Brilliance From FRB St. Louis: EconomicAcademics.org

October 5, 2013
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This just in from Christian Zimmermann and the RePEc Team at FRB St. Louis:"Congratulations, you made the list! .. The Federal Reserve Bank of St. Louis is launching a blog aggregator, EconomicAcademics.org, to highlight and promote the discussion of e...

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Give me a ticket for an aeroplane

October 5, 2013
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Give me a ticket for an aeroplane

How long are songs? Gabriel Rossman discusses the two peaks, one at just under 3 minutes and one at just under 4 minutes. He quotes musician Jacob Slichter: In anticipation of “crossing over” the single to radio formats . . . Each mix had to be edited down to under four minutes, an important limit […]The post Give me a ticket for an aeroplane appeared first on Statistical Modeling, Causal…

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A functional Gibbs sampler in Scala

October 4, 2013
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A functional Gibbs sampler in Scala

For many years I’ve had a passing interest in functional programming and languages which support functional programming approaches. I’m also quite interested in MOOCs and their future role in higher education. So I recently signed up for my first on-line course, Functional Programming Principles in Scala, via Coursera. I’m around half way through the course […]

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A functional Gibbs sampler in Scala

October 4, 2013
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A functional Gibbs sampler in Scala

For many years I’ve had a passing interest in functional programming and languages which support functional programming approaches. I’m also quite interested in MOOCs and their future role in higher education. So I recently signed up for my first on-line course, Functional Programming Principles in Scala, via Coursera. I’m around half way through the course […]

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Repost: Finding good collaborators

October 4, 2013
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Editor's note: Simply Statistics is still freaking out about the government shut down and potential impending economic catastrophe if the debt ceiling isn't raised. Since anything new we might write seems trivial compared to what is going on in Washington, … Continue reading →

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Federal Reserve Research: Wake Up Before It’s Too Late

October 4, 2013
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I am familiar with the U.S. Federal Reserve System. Long ago I spent the first three (wonderful) years of my working life as an economist at the Board of Governors in DC, 1986-1989. Most recently I chaired the Fed's Model Validation Council, 2012-2013....

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Financial Data Accessible from R

October 4, 2013
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Financial Data Accessible from R

This post lists the sources and types of financial data that is accessible directly from R. I included here free and non free ressources. Obviously given the size and the activity of the R community this is work in constant progress. I might update this survey in the future. Any comments welcome.  

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Discussion with Dan Kahan on political polarization, partisan information processing. And, more generally, the role of theory in empirical social science

October 4, 2013
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Discussion with Dan Kahan on political polarization, partisan information processing.  And, more generally, the role of theory in empirical social science

It all began with this message from Dan Kahan, a law professor who does psychology experiments: My graphs– what do you think?? I guess what do you think of the result too, but the answer is, “That’s obvious!”  If it hadn’t been, then it would have been suspicious in my book. Of course, if we […]The post Discussion with Dan Kahan on political polarization, partisan information processing. And, more generally,…

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Scientific communication that accords you “the basic human dignity of allowing you to draw your own conclusions”

October 4, 2013
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Amanda Martinez, a writer for The Atlantic and others, advised attendees that her favorite writing “accorded me the basic human dignity of allowing me to draw my own conclusions.” I really like that way of putting it, and this is something we tried hard to do with Red State Blue State, to put the information […]The post Scientific communication that accords you “the basic human dignity of allowing you to…

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Questions on my online forecasting course

October 4, 2013
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Questions on my online forecasting course

I’ve been getting emails asking questions about my upcoming course on Forecasting using R. Here are some answers. Do I need to use the Revolution Enterprise version of R, or can I use open-source R? Open source R is fine. Revolution Analytics is organizing the course, but there is no requirement to use their software. I will be using open source R with Rstudio for demonstrating things in lectures. Is…

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Assumption-Free High-Dimensional Inference

October 4, 2013
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Assumption-Free High-Dimensional Inference

Richard Lockhart, Jonathan Taylor, Ryan Tibshirani and Rob Tibshirani have an interesting paper about significance tests for the lasso. The paper will appear in The Annals of Statistics. I was asked to write a discussion about the paper. Here is my discussion. (I suggest your read their paper before reading my discussion.) Assumption-Free High-Dimensional Inference: […]

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Assumption-Free High-Dimensional Inference

October 4, 2013
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Assumption-Free High-Dimensional Inference

Richard Lockhart, Jonathan Taylor, Ryan Tibshirani and Rob Tibshirani have an interesting paper about significance tests for the lasso. The paper will appear in The Annals of Statistics. I was asked to write a discussion about the paper. Here is my discussion. (I suggest your read their paper before reading my discussion.) Assumption-Free High-Dimensional Inference: […]

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On house arrest for p-hacking

October 3, 2013
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People keep pointing me to this excellent news article by David Brown, about a scientist who was convicted of data manipulation: In all, 330 patients were randomly assigned to get either interferon gamma-1b or placebo injections. Disease progression or death occurred in 46 percent of those on the drug and 52 percent of those on […]The post On house arrest for p-hacking appeared first on Statistical Modeling, Causal Inference, and…

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A comment on a post at the Monkey Cage

October 3, 2013
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A comment on a post at the Monkey Cage

The sister blog has moved to the Washington Post. It’s harder to leave comments there, so I’ll post my comments to Monkey Cage posts here instead. Political scientist Lisa Martin wrote a post on student evaluations of teaching, based on a recent paper where she writes: Many female faculty believe that they face prejudice in […]The post A comment on a post at the Monkey Cage appeared first on Statistical…

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Mark your calendar

October 3, 2013
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This is a cross-post on both my blogs. *** I'll be speaking at the NYU Bookstore on Oct 8 (next Tuesday), 6-7:30 pm. See here. On Oct 9 (Wed), I'll be speaking at the Princeton Tech Meetup. The meeting starts at 7; my talk starts at 8. Details here.

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Mark your calendar

October 3, 2013
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I'll be speaking at the NYU Bookstore on Oct 8 (next Tuesday), 6-7:30 pm. See here. On Oct 9 (Wed), I'll be speaking at the Princeton Tech Meetup. The meeting starts at 7; my talk starts at 8. Details here.

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Mark your calendar

October 3, 2013
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I'll be speaking at the NYU Bookstore on Oct 8 (next Tuesday), 6-7:30 pm. See here. On Oct 9 (Wed), I'll be speaking at the Princeton Tech Meetup. The meeting starts at 7; my talk starts at 8. Details here.

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One step closer to a two-hour marathon

October 2, 2013
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One step closer to a two-hour marathon

This past Sunday Wilson Kipsang ran the Berlin Marathon in 2:03:23, shaving 15 seconds off the world record.  That means it's time to check in on the world record progression and update my article from two years ago.  The following is a revis...

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On the misinterpretation of p-values:

October 2, 2013
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First, let me start of by saying I'm a classical statistics and p-value apologist--I think it's the cats pajamas. It was mine (and many others') first introduction to statistics. So, in spite of my being a card-carrying member of The Bayesian Consipiracy, there will always be a place in my heart (grinch-sized though it is) »more

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Bayes alert! Cool postdoc position here on missing data imputation and applications in health disparities research!

October 2, 2013
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The Division of Biostatistics and Epidemiology at Weill Medical College of Cornell University invite applications for a post-doctoral fellow position in Biostatistics. We are seeking a highly motivated individual to develop novel statistical methods for missing data imputation and applications in health disparities research using national administrative data, with funding from Agency of Healthcare Research […]The post Bayes alert! Cool postdoc position here on missing data imputation and applications in…

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Scale-cramming

October 2, 2013
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Scale-cramming

Reader Andrew C. was unhappy about the following stacked bar chart, published by Teach for America, touting its diversity. (link) The lightning symbol that splits apart the Caucasian bar is a harbinger of trouble. For the designer deployed seven different...

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The first MOOC in statistics

October 2, 2013
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The first MOOC in statistics

Massive open online courses (MOOCs) are all the rage today. Some people see free online courses as a convenient way to introduce statistical concepts to tens of thousands of students who would not otherwise have an opportunity to learn about data analysis. Whereas 2013 is the International Year of Statistics, [...]

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The Uncertainty of Predictions

October 2, 2013
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The Uncertainty of Predictions

There are many kinds of intervals in statistics.  To name a few of the common intervals: confidence intervals, prediction intervals, credible intervals, and tolerance intervals. Each are useful and serve their own purpose. I’ve been recently working on a couple of projects that involve making predictions from a regression model and I’ve been doing some […]

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