## Omitting Constant may Introduce Biased Coefficients

March 18, 2014
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It is well known that dropping the constant in regression analysis may introduce bias. However, bias is really not the deeper issue.  The deeper issue is that by omitting the constant, you are specifying a very specific form for the relationship b...

March 18, 2014
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Last year at the Google I/O conference Mitchell Foley presented new developments of the Google Chart Tools API and one of the new features he mentioned were timeline charts (about 6 min into the talk). Timeline charts are a great way of visualising di...

## Cover of my forecasting textbook

March 18, 2014
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We now have a cover for the print version of my forecasting book with George Athanasopoulos. It should be on Amazon in a couple of weeks. The book is also freely available online. This is a variation of the most popular one in the poll conducted a mon...

## Bayesian First Aid: Pearson Correlation Test

March 18, 2014
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Correlation does not imply causation, right but, as Edward Tufte writes, “it sure is a hint.” The Pearson product-moment correlation coefficient is perhaps one of the most common ways of looking for such hints and this post describes the Bayesian...

## sliced Poisson

March 17, 2014
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One of my students complained that his slice sampler of a Poisson distribution was not working when following the instructions in Monte Carlo Statistical Methods (Exercise 8.5). This puzzled me during my early morning run and I checked on my way back, even before attacking the fresh baguette I had brought from the bakery… The […]

## CODE_n: Architectural-Scale Data Visualizations Shown at CeBit 2014

March 17, 2014
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I guess that CODE_n [kramweisshaar.com], developed by design agency Kram/Weisshaar, is best appreciated when perceived in the flesh, that is at the Hannover Fairgrounds during CeBit 2014 in Hannover, Germany. CODE_n consists of more than 3.000 square...

## CODE_n: Architectural-Scale Data Visualizations Shown at CeBit 2014

March 17, 2014
By

I guess that CODE_n [kramweisshaar.com], developed by design agency Kram/Weisshaar, is best appreciated when perceived in the flesh, that is at the Hannover Fairgrounds during CeBit 2014 in Hannover, Germany. CODE_n consists of more than 3.000 square...

## Video Tutorial – The Hazard Function is the Probability Density Function Divided by the Survival Function

$Video Tutorial – The Hazard Function is the Probability Density Function Divided by the Survival Function$

In an earlier video, I introduced the definition of the hazard function and broke it down into its mathematical components.  Recall that the definition of the hazard function for events defined on a continuous time scale is . Did you know that the hazard function can be expressed as the probability density function (PDF) divided by the […]

## Stephen Senn: “Delta Force: To what extent is clinical relevance relevant?” (Guest Post)

March 17, 2014
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Stephen Senn Head, Methodology and Statistics Group, Competence Center for Methodology and Statistics (CCMS), Luxembourg Delta Force To what extent is clinical relevance relevant? Inspiration This note has been inspired by a Twitter exchange with respected scientist and famous blogger  David Colquhoun. He queried whether a treatment that had 2/3 of an effect that would […]

## MCMC for Econometrics Students – I

March 17, 2014
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This is the first of a short sequence of posts that discuss some material that I use when teaching Bayesian methods in my graduate econometrics courses.This material focuses on Markov Chain Monte Carlo (MCMC) methods - especially the use of the Gibbs s...

## In the best alternative histories, the real world is what’s ultimately real

March 17, 2014
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This amusing-yet-so-true video directed by Eléonore Pourriat shows a sex-role-reversed world where women are in charge and men don’t get taken seriously. It’s convincing and affecting, but the twist that interests me comes at the end, when the real world returns. It’s really creepy. And this in turn reminds me of something we discussed here […]The post In the best alternative histories, the real world is what’s ultimately real appeared…

## On deck this week: Revisitings

March 17, 2014
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Just for fun I thought I’d run a week’s worth of old posts, just some things I came across when searching for various things. Of course I could just post the links right here but instead I’ll repost with my comments on how things have changed in the intervening years. Mon: In the best alternative […]The post On deck this week: Revisitings appeared first on Statistical Modeling, Causal Inference, and…

## Toward a more useful definition of Big Data

March 17, 2014
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The article (link) in Science about the failure of Google Flu Trends is important for many reasons. One is the inexplicable silence in the Big Data community about this little big problem: it's not as if this is breaking news -- it was known as early as 2009 that Flu Trends completely missed the swine flu pandemic (link), underestimating it by 50%, and then in 2013, Nature reported that Flu…

## Ma conférence demain (mardi) à l’École Polytechnique

March 17, 2014
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À 11h15 au Centre de Mathématiques Appliquées: Peut-on utiliser les méthodes bayésiennes pour résoudre la crise des résultats de la recherche statistiquement significatifs que ne tiennent pas? It’s the usual story: the audience will be technical but with a varying mix of interests, and so what they most wanted to hear was something general and […]The post Ma conférence demain (mardi) à l’École Polytechnique appeared first on Statistical Modeling, Causal…

## Fast computation of cross-validation in linear models

March 17, 2014
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The leave-one-out cross-validation statistic is given by     where , are the observations, and is the predicted value obtained when the model is estimated with the th case deleted. This is also sometimes known as the PRESS (Prediction Residual Sum of Squares) statistic. It turns out that for linear models, we do not actually have to estimate the model times, once for each omitted case. Instead, CV can be…

## Finding elements in one vector that are not in another vector

March 17, 2014
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The SAS/IML language has several functions for finding the unions, intersections, and differences between sets. In fact, two of my favorite utility functions are the UNIQUE function, which returns the unique elements in a matrix, and the SETDIF function, which returns the elements that are in one vector and not [...]

## Approximate Bayesian model choice

March 16, 2014
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The above is the running head of the arXived paper with full title “Implications of  uniformly distributed, empirically informed priors for phylogeographical model selection: A reply to Hickerson et al.” by Oaks, Linkem and Sukuraman. That I (again) read in the plane to Montréal (third one in this series!, and last because I also watched […]

## The silent dog – null results matter too!

March 16, 2014
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Recently I was discussing the process we use in a statistical enquiry. The ideal is that we start with a problem and follow the statistical enquiry cycle through the steps Problem, Plan, Data collection, Analysis and Conclusion, which then may … Continue reading →

## The silent dog – null results matter too!

March 16, 2014
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Recently I was discussing the process we use in a statistical enquiry. The ideal is that we start with a problem and follow the statistical enquiry cycle through the steps Problem, Plan, Data collection, Analysis and Conclusion, which then may … Continue reading →

## BurStFin R package version 1.02 released

March 16, 2014
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More efficiency and an additional function in the new version on CRAN. Variance estimation The major functionality in the package is variance estimation: Ledoit-Wolf shrinkage via var.shrink.eqcor statistical factor model (principal components) via factor.model.stat There have been a number of previous blog posts on both factor models and Ledoit-Wolf shrinkage. Positive-definiteness The default value of … Continue reading →

## A New Statistics Journal

March 16, 2014
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A big hat-tip to Rob Hyndman for (indirectly) alerting me to an interesting new statistics journal: The Annual Review of Statistics and its Application.There are some terrific review articles in the first issue, and several of these are "must-reads" fo...

## PK calculations for infusion at constant rate

March 16, 2014
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In this third PK posting I move to chapter 10, study problem 4 of Rowland and Tozer (Clinical pharmacokinetics and pharmacodynamics, 4th edition). In this problem one subject gets a 24 hours continuous dose. In many respects the Jags calculation is not...

## “I have no idea who Catalina Garcia is, but she makes a decent ruler”

March 16, 2014
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Best blog comment ever, following up on our post, How tall is Jon Lee Anderson?: Based on this picture: http://farm3.static.flickr.com/2235/1640569735_05337bb974.jpg he appears to be fairly tall. But the perspective makes it hard to judge. Based on this picture: http://www.catalinagarcia.com/cata/Libraries/BLOG_Images/Cata_w_Jon_Lee_Anderson.sflb.ashx he appears to be about 9-10 inches taller than Catalina Garcia. But how tall is Catalina […]The post “I have no idea who Catalina Garcia is, but she makes a decent…