Interview at Leanpub

June 17, 2015
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A few weeks ago I sat down with Len Epp over at Leanpub to talk about my recently published book R Programming for Data Science. So far, I've only published one book through Leanpub but I'm a huge fan. They've developed a system that is, in my opinion, perfect for academic publishing. The book's written

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The David Brooks files: How many uncorrected mistakes does it take to be discredited?

June 16, 2015
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The David Brooks files:  How many uncorrected mistakes does it take to be discredited?

OK, why am I writing this? We all know that New York Times columnist David Brooks deals in false statistics, he’s willing and able to get factual matters wrong, he doesn’t even fact-check his own reporting, his response when people point out his mistakes is irritation rather than thanks, he won’t run a correction even […] The post The David Brooks files: How many uncorrected mistakes does it take to…

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Michael LaCour in 20 years

June 16, 2015
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Michael LaCour in 20 years

In case you were wondering what “Bruno” Lacour will be doing a couple decades from now . . . James Delaney pointed me to this CNN news article, “Connecticut’s strict gun law linked to large homicide drop” by Carina Storrs: The rate of gun-related murders fell sharply in the 10 years after Connecticut implemented a […] The post Michael LaCour in 20 years appeared first on Statistical Modeling, Causal Inference,…

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The Day After the Half Day in the Life of a Data Scientist

June 16, 2015
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In the last installment, I embarked on a project--perhaps only a task--to assemble a membership list for an organization. It sounded simple: how hard could it be to merge two lists of people? Of course, I couldn’t just stitch one list on top of the other as there are members who subscribed to the newsletter as well as joined the Facebook group. These duplicate rows must be merged so that…

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How to place titles in lattice plots

June 16, 2015
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How to place titles in lattice plots

I like the Economist theme in the latticeExtra package. It produces nice looking charts that mimic the design of the weekly newspaper, such as in this example:For some time I wondered how I could put the title of my lattice plots into the top left corn...

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North American seminars: June 2015

June 16, 2015
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North American seminars: June 2015

For the next few weeks I am travelling in North America and will be giving the following talks. 19 June: Southern California Edison, Rosemead CA. “Probabilistic forecasting of peak electricity demand”. 23 June: International Symposium on Forecasting, Riverside CA. “MEFM: An R package for long-term probabilistic forecasting of electricity demand”. 25 June: Google, Mountain View, CA. “Automatic algorithms […]

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How tall is Kit Harrington? Stan wants to know.

June 16, 2015
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How tall is Kit Harrington?  Stan wants to know.

We interrupt our regularly scheduled programming for a special announcement. Madeleine Davies writes: “Here are some photos of Kit Harington. Do you know how tall he is?” I’m reminded, of course, of our discussion of the height of professional tall person Jon Lee Anderson: Full Bayes, please. I can’t promise publication on Gawker, but I’ll […] The post How tall is Kit Harrington? Stan wants to know. appeared first on…

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Will Biostat Jobs Be Outsourced in the Future?

June 15, 2015
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Someone asked this recently, so I am posting a response here. For as long as I've been in the statistics/biostatistics profession, students haven't had difficulties finding jobs after graduation. There aren't enough biostat and stat MS and PhD grads t...

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Because there is no observable certainty other than the existence of thought

June 15, 2015
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Because there is no observable certainty other than the existence of thought

Someone who is teaching a college philosophy class writes: We discussed Descartes’ Meditations on First Philosophy last week — specifically, concerning the existence of God — and I had students write down their best proof for God’s existence in one minute, independent of their beliefs. Attached is a particularly funny response: Another good one was […] The post Because there is no observable certainty other than the existence of thought…

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On deck this week

June 15, 2015
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Mon: Because there is no observable certainty other than the existence of thought Tues: Michael LaCour in 20 years Wed: Born-open data Thurs: You can crush us, you can bruise us, yes, even shoot us, but oh—not a pie chart! Fri: In which a complete stranger offers me a bet Sat: Statistics Be Sun: “When […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Execute SAS/IML statements that are in a file at run time

June 15, 2015
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Execute SAS/IML statements that are in a file at run time

A feature of SAS/IML 13.2 (shipped with SAS 9.4m2, Aug 2014) is the ability to execute SAS/IML statements that are in a file. The feature is implemented by the new EXECUTEFILE subroutine. This feature is similar to the CALL EXECUTE statement. The difference is that the EXECUTEFILE subroutine reads, parses, […] The post Execute SAS/IML statements that are in a file at run time appeared first on The DO Loop.

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A Conjecture Regarding Extracted Dynamic Factors (and Hence GDPplus)

June 14, 2015
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Here's a conjecture that I'd love to see explored. It's well-posed, simple, and really interesting.Conjecture: GDPplus (obtained by Kalman smoothing) may be very well approximated by taking a simple convex combination of exponentially smoothed GDPe (ex...

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Wikipedia is the best

June 14, 2015
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Wikipedia is the best

“It is not readily apparent whether Boo-Boo is a juvenile bear with a precocious intellect or simply an adult bear who is short of stature.” The post Wikipedia is the best appeared first on Statistical Modeling, Causal Inference, and Socia...

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Parallel and a new laptop

June 14, 2015
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Parallel and a new laptop

I am thinking about a new laptop. For one thing a 1366*768 resolution just seems to get impractically small. Secondly, faster comutations, more memory.Regarding CPU speed, my current laptop has a lowly Celeron 877. From what I see at my computers activ...

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Nested vs. Non-nested (crossed) Random Effects in R

June 13, 2015
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Nested vs. Non-nested (crossed) Random Effects in R

The R script below illustrates the nested versus non-nested (crossed) random effects functionality in the R packages lme4 and nlme. Note that crossed random effects are difficult to specify in the nlme framework. Thus, I've included a back-of-the-envelope (literally a scanned image of my scribble) interpretation of the 'trick' to specifying crossed random effects for … Continue reading Nested vs. Non-nested (crossed) Random Effects in R →

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The language of insignificance

June 13, 2015
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Jonathan Falk points me to an amusing post by Matthew Hankins giving synonyms for “not statistically significant.” Hankins writes: The following list is culled from peer-reviewed journal articles in which (a) the authors set themselves the threshold of 0.05 for significance, (b) failed to achieve that threshold value for p and (c) described it in […] The post The language of insignificance appeared first on Statistical Modeling, Causal Inference, and…

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I do not believe Google invented the term A/B test

June 12, 2015
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The June 4, 2015 Wikipedia entry on A/B Testing claims Google data scientists were the origin of the term “A/B test”: Google data scientists ran their first A/B test at the turn of the millennium to determine the optimum number of results t...

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Econometrics Videos

June 12, 2015
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Econometrics Videos

The Royal Economics Society (publisher of The Econometrics Journal) has recently released a video of invited addresses by Alfred Galichon and Jeremy Lise, in the special session on “Econometrics of Matching” at the 2015 RES Conference.This video jo...

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Specification Testing in the Ordered Probit Model

June 12, 2015
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Specification Testing in the Ordered Probit Model

Readers of this blog will know I'm a proponent of more specification testing in the context of Logit, Probit, and related models. For, instance, see this recent post, and the links within it.I received an email from Paul Johnson, Chair of the Departmen...

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JuliaCon 2015 (24–27 June, Boston-ish)

June 12, 2015
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JuliaCon 2015 (24–27 June, Boston-ish)

JuliaCon is coming to Cambridge, MA the geek capital of the East Coast: 24–27 June. Here’s the conference site with program. I (Bob) will be giving a 10 minute “lightning talk” on Stan.jl, the Julia interface to Stan (built by Rob J. Goedman — I’m just pinch hitting because Rob couldn’t make it). The uptake […] The post JuliaCon 2015 (24–27 June, Boston-ish) appeared first on Statistical Modeling, Causal Inference,…

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The Sleeping Beauty Problem

June 12, 2015
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The Sleeping Beauty Problem

How did I get to my ripe old age without hearing about The Sleeping Beauty Problem?  I've taught and written about The Monty Hall Problem and The Girl Named Florida Problem.  But I didn't hear about Sleeping Beauty until this reddit post, poi...

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Does your time as a parent make a difference?

June 12, 2015
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A colleague writes: Thought you might be interested in this front page data journalism take down of an article. I don’t know the article but this amounts to a journalist talking with someone who didn’t like the piece and ripping it based on a measurement detail. How bad though is this measurement detail? Are you […] The post Does your time as a parent make a difference? appeared first on…

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Wanted: A Perfect Scatterplot (with Marginals)

June 12, 2015
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We saw this scatterplot with marginal densities the other day, in a blog post by Thomas Wiecki: The graph was produced in Python, using the seaborn package. Seaborn calls it a “jointplot;” it’s called a “scatterhist” in Ma...

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