Three Ways to Format R Code for Blogger

April 30, 2014
By
Three Ways to Format R Code for Blogger

Unformatted CodeIf you are like me originally then you might not think it is worth it to spend the extra energy to format your code.  After all people can just copy what you have and paste it into their preferred editor which will do its own forma...

Read more »

Simulating from the inverse gamma distribution in SAS

April 30, 2014
By
Simulating from the inverse gamma distribution in SAS

While at a conference recently, I was asked whether it was possible to use SAS to simulate data from an inverse gamma distribution. The SAS customer had looked at the documentation for the RAND function and did not see "inverse gamma" listed among the possible choices. The answer is "yes." […]

Read more »

“[” with the apply() functions, revisited

April 30, 2014
By
“[” with the apply() functions, revisited

I’d mentioned in the fall that one could use "[" in the apply-type functions, like this: I just realized that you can use this with matrices, too. If you have a list of matrices, you can pull out rows and columns with this technique. As you can see, my data isn't “tidy.”

Read more »

Ken Rice presents a unifying approach to statistical inference and hypothesis testing

April 29, 2014
By

Ken Rice writes: In the recent discussion on stopping rules I saw a comment that I wanted to chip in on, but thought it might get a bit lost, in the already long thread. Apologies in advance if I misinterpreted what you wrote, or am trying to tell you things you already know. The comment […] The post Ken Rice presents a unifying approach to statistical inference and hypothesis testing…

Read more »

The Numbers Guy went on vacation

April 29, 2014
By
The Numbers Guy went on vacation

Carl Bialik used to be the Numbers Guy at Wall Street Journal - he's now with FiveThirtyEight. Apparently, he left a huge void. John Eppley sent me to this set of charts via Twitter. This chart about Citibike is very...

Read more »

Dave Giles on "MCMC for Econometrics Students"

April 29, 2014
By
Dave Giles on "MCMC for Econometrics Students"

In an excellent four part series of posts in March, Dave Giles introduces Markov Chain Monte Carlo (MCMC) and Gibbs samplers.  In these posts he gives a cogent explanation for the reasoning and mechanics involved in this branch of econometrics/sta...

Read more »

Bayesian Uncertainty Quantification for Differential Equations!

April 29, 2014
By
Bayesian Uncertainty Quantification for Differential Equations!

Mark Girolami points us to this paper and software (with Oksana Chkrebtii, David Campbell, and Ben Calderhead). They write: We develop a general methodology for the probabilistic integration of differential equations via model based updating of a joint prior measure on the space of functions and their temporal and spatial derivatives. This results in a […] The post Bayesian Uncertainty Quantification for Differential Equations! appeared first on Statistical Modeling, Causal…

Read more »

Bayes’s theorem and logistic regression

April 28, 2014
By
Bayes’s theorem and logistic regression

This week's post has more math than most, so I wrote in it LaTeX and translated it to HTML using HeVeA. Some of the formulas are not as pretty as they could be. If you prefer, you can read this article in PDF. Abstract: My two favorite topics in probability and statistics are Bayes’s theorem and logistic regression. Because there are similarities between them, I have always assumed that there…

Read more »

Crowdstorming a dataset

April 28, 2014
By

Raphael Silberzahn writes: Brian Nosek, Eric Luis Uhlmann, Dan Martin, and I just launched a project through the Open Science Center we think you’ll find interesting. The basic idea is to “Crowdstorm a Dataset”. Multiple independent analysts are recruited to test the same hypothesis on the same data set in whatever manner they see as […] The post Crowdstorming a dataset appeared first on Statistical Modeling, Causal Inference, and Social…

Read more »

On deck this week

April 28, 2014
By

Mon: Crowdstorming a dataset Tues: Ken Rice presents a unifying approach to statistical inference and hypothesis testing Wed: The health policy innovation center: how best to move from pilot studies to large-scale practice? Thurs: Heller, Heller, and Gorfine on univariate and multivariate information measures Fri: Discovering general multidimensional associations Sat: “The graph clearly shows that […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

Read more »

An expanded version of chart 3

April 28, 2014
By
An expanded version of chart 3

This is an expanded version of Chart 3 that appeared in my FiveThirtyEight article: These were the five routes in which following Kayak's recommendations would get me to a lower price than the 14-day-out price for each flight. The purple dot was when Kayak first suggested buying. The gray dotted line was the price on my first day of search. A few key observations here: The high variability of prices…

Read more »

Book review: The Functional Art

April 28, 2014
By
Book review: The Functional Art

Reading Alberto Cairo’s fabulous book, The Functional Art, feels like reading my own work. It’s staggering how closely aligned our sensibilities are, notwithstanding our disparate backgrounds, he a data journlist by training, and I a statistician. We probably can finish...

Read more »

Tall Stata, low math, extra pixels

April 28, 2014
By
Tall Stata, low math, extra pixels

With a clever titled blog and in well written in-depth initial post, Alex Gamma at the University of Zurich, Switzerland enters the Stata blogging scene. Check out his post on "The nicest place to live in Switzerland" at Tallstata.wordpress.com. Tall S...

Read more »

Past, present, and future of statistical science

April 28, 2014
By
Past, present, and future of statistical science

This is the title of a wonderful new book that has just been released, courtesy of the Committee of Presidents of Statistical Societies. It can be freely downloaded from the COPSS website or a hard copy can be purchased on Amazon (for only a little over 10c per page which is not bad compared to other statistics books). The book consists of 52 chapters spanning 622 pages. The full table of contents below…

Read more »

More on Kaggle Forecasting Competitions: Performance Assessment and Forecast Combination

April 28, 2014
By

Here are a few more thoughts on Kaggle competitions, continuing my earlier Kaggle post.It's a shame that Kaggle doesn't make available (post-competition) the test-sample data and the set of test-sample forecasts submitted. If they did, then lots of int...

Read more »

How much RAM do I need to store that matrix?

April 28, 2014
By
How much RAM do I need to store that matrix?

Dear Rick, I am trying to create a numerical matrix with 100,000 rows and columns in PROC IML. I get the following error: (execution) Unable to allocate sufficient memory. Can IML allocate a matrix of this size? What is wrong? Several times a month I see a variation of this […]

Read more »

Calendar Strategy: Month End

April 28, 2014
By
Calendar Strategy: Month End

Calendar Strategy is a very simple strategy that buys an sells at the predetermined days, known in advance. Today I want to show how we can easily investigate performance at and around Month End days. First let’s load historical prices for SPY from Yahoo Fiance and compute SPY perfromance at the month-ends. I.e. strategy will […]

Read more »

Mathematical Finance Days

April 28, 2014
By

I will be at HEC Montréal Monday morning and Tuesday, for the Mathematical Finance Days. I will give a talk on Quantiles Estimation from Heavy Tailed Distribution, based on some joint work with Emmanuel Flachaire. I will upload the slides soon&#823...

Read more »

Ground-breaking!?

April 27, 2014
By
Ground-breaking!?

My friend Natalia has posted a link to this blog on her Facebook profile. Basically, this is the story of a paper published in 1994 in the medical journal Diabetes Care. As it turns out, this paper "discovered" a method to: 1) determine total...

Read more »

Big Data…Big Deal? Maybe, if Used with Caution.

April 27, 2014
By

This post is by David K. Park As we have witnessed, the term “big data” has been thrusted onto the zeitgeist in the past several years, however, when one pushes beyond the hype, there seems to be little substance there. We’ve always had “data” so what so unique about it this time? Yes, we recognize it’s […] The post Big Data…Big Deal? Maybe, if Used with Caution. appeared first on Statistical…

Read more »

Introducing Statwing

April 27, 2014
By
Introducing Statwing

Recently, Greg Laughlin, the founder of a new statistical software called Statwing, let me try his product for free. I happen to like free things very much (the college student is strong within me) so I gave it a try. I mostly like how easy it is to use: For instance, to relate two attributes […]

Read more »

White stripes and dead armadillos

April 27, 2014
By

Paul Alper writes: For years I [Alper] have been obsessed by the color of the line which divides oncoming (i.e., opposing) traffic because I was firmly convinced that the color of the center line changed during my lifetime. Yet, I never could find anyone who had the same remembrance (or interest in the topic). The […] The post White stripes and dead armadillos appeared first on Statistical Modeling, Causal Inference,…

Read more »

Project Tycho, Correlation between states

April 27, 2014
By
Project Tycho, Correlation between states

In this fourth post on Measles data I want to have a look at correlation between states. As described before, the data is from Project Tycho, which contains data from all weekly notifiable disease reports for the United States dating back to 1888...

Read more »


Subscribe

Email:

  Subscribe