I wanted to have a look at various REML methods for a long time. The rainfall data seemed a nice example. On top of that, FreshBiostats had a blog post 'Mixed Models in R: lme4, nlme, or both?'. So lme4 it is.The data As described before; th...

The $4 million teacher. I love the idea that teaching is becoming a competitive industry where the best will get the kind of pay they really really deserve. I can't think of another profession where the ratio of (if you … Continue reading →

Histogram: LM estimates of Intercepts Histogram: LM estimates of Gradient QQ Plot: LM estimates of Intercepts QQ Plot: LM estimates of Gradient Figure 1: Gradient appears to follow a normal distribution more than intercept . When do we use a parametric model, and when do we use a non-parametric one? In […]

Andy Cooper writes: A link to an article, “Four Assumptions Of Multiple Regression That Researchers Should Always Test”, has been making the rounds on Twitter. Their first rule is “Variables are Normally distributed.” And they seem to be talking about the independent variables – but then later bring in tests on the residuals (while admitting […]The post What are the key assumptions of linear regression? appeared first on Statistical Modeling,…

David Hsu writes: I have a (perhaps) simple question about uncertainty in parameter estimates using multilevel models — what is an appropriate threshold for measure parameter uncertainty in a multilevel model? The reason why I ask is that I set out to do a crossed two-way model with two varying intercepts, similar to your flight […]The post Uncertainty in parameter estimates using multilevel models appeared first on Statistical Modeling, Causal…

This is a study of breastfeeding and its impact on IQ that has been making the rounds on a number of different media outlets. I first saw it on the Wall Street Journal where I was immediately drawn to this … Continue reading →

X marks the spot. I’ll post the slides soon (not just for the students in my class; these should be helpful for anyone teaching Bayesian data analysis from our book). But I don’t think you’ll get much from reading the slides alone; you’ll get more out of the book (or, of course, from taking the […]The post My course this fall on l’analyse bayésienne de données appeared first on Statistical…

Christian Robert’s reply grows out of my last blogpost. On Xi’an’s Og : A quick reply from my own Elba, in the Dolomiti: your arguments (about the sad consequences of the SLP) are not convincing wrt the derivation of SLP=WCP+SP. If I built a procedure that reports (E1,x*) whenever I observe (E1,x*) or (E2,y*), this obeys […]

I recently came across a very interesting paper by Y. Yu and X. Meng[1] who present an interweaving strategy between different model parameterizations to improve mixing. It is well known that different model parameterizations can perform better than others under certain conditions. Papaspiliopoulos, Roberts and Sköld [2] present a general framework for how to parameterize […] The post Model Scale Parameterization for MCMC Efficiency appeared first on Lindons Log.

On a day with four blog posts (and followed by a day with two more), econblogger Mark Thoma wrote: Every once in awhile I [Thoma] kind of need a bit of a break . . . I ran out of energy a few weeks ago . . . I’ll do my best until then, daily […]The post Non-topical blogging appeared first on Statistical Modeling, Causal Inference, and Social Science.

In Chicago, I spoke about the impact of Big Data on marketing. I was going to summarize the key points here but then I noticed that Chris Rollyson has already done the work, and did a much better job than I can. Here are his copious notes. One question from the audience that I didn't address fully was the use of data in education. I got as far as the…

This post is for JSM2013. I will put useful links here and I will update this post during the meeting. Big Data Sessions at JSM Nate Silver addresses assembled statisticians at this year’s JSM Data scientist is just a sexed up word for statistician What I have learned from this meeting (Key words of this […]

Application in Conditional Distribution of Multivariate Normal The Sherman-Woodbury-Morrison matrix inverse identity can be regarded as a transform between Schur complements. That is, given one can obtain by using the Woodbury matrix identity and vice versa. Recall the Woodbury Identity: and I recently stumbled across a neat application of this whilst deriving full conditionals for […] The post Woodbury Matrix Inverse Identity appeared first on Lindons Log.

We’ve all written essays, primarily while we were in school. The sometimes enjoyable process of researching the topic and composing the paper can take hours and hours of careful work. Given this, people react badly to the notion that their essays may be scored not by a human teacher, but by machine. A piece of software coldly judging the quality of our carefully constructed phrases and metaphors based on unknown…