## Review of “Forecasting Elections”

August 26, 2014
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From 1993. The topic of election forecasting sure gets a lot more attention than it used to! Here are some quotes from my review of that book by Michael Lewis-Beck and Tom Rice: Political scientists are aware that most voters are consistent in their preferences, and one can make a good guess just looking at […] The post Review of “Forecasting Elections” appeared first on Statistical Modeling, Causal Inference, and…

## Introduction to the Course; Basic Data Types (Introduction to Statistical Computing)

August 26, 2014
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Introduction to the course: statistical programming for autonomy, honesty, and clarity of thought. The functional programming idea: write code by building functions to transform input data into desired outputs. Basic data types: Booleans, integers, ...

August 26, 2014
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Over the weekend we released version 0.1.8 of the ChainLadder package for claims reserving on CRAN. What is claims reserving?The insurance industry, unlike other industries, does not sell products as such but promises. An insurance policy is a promise ...

## The Chi-Squared Test of Independence – An Example in Both R and SAS

$The Chi-Squared Test of Independence – An Example in Both R and SAS$

Introduction The chi-squared test of independence is one of the most basic and common hypothesis tests in the statistical analysis of categorical data.  Given 2 categorical random variables, and , the chi-squared test of independence determines whether or not there exists a statistical dependence between them.  Formally, it is a hypothesis test with the following null and […]

## Continuous or Discrete Latent Structure? Correspondence Analysis vs. Nonnegative Matrix Factorization

August 25, 2014
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A map gives us the big picture, which is why mapping has become so important in marketing research. What is the perceptual structure underlying the European automotive market? All we need is a contingency table with cars as the rows, attributes as the ...

## On Rockets and Feathers

August 25, 2014
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"Rockets and Feathers" is a term that is often used to describe the (apparent) asymmetric responses of downstream price changes to changes in upstream prices. I believe that the expression was coined by Bacon (1991), and it's been used frequently in th...

## Discussion of “Maximum entropy and the nearly black object”

August 25, 2014
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From 1992. It’s a discussion of a paper by Donoho, Johnstone, Hoch, and Stern. As I summarize: Under the “nearly black” model, the normal prior is terrible, the entropy prior is better and the exponential prior is slightly better still. (An even better prior distribution for the nearly black model would combine the threshold and […] The post Discussion of “Maximum entropy and the nearly black object” appeared first on…

## The Many Factors Influencing Breast Cancer Incidence

August 25, 2014
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A Model of Breast Cancer Causation [cabreastcancer.org], designed by 'do good with data' visualization studio Periscopic illustrates many of the factors that can lead to breast cancer and how they may interact with others. The interactive circos gra...

## How we Sleep (and How we Awake after an Earthquake)

August 25, 2014
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Since we already know in what angle people put their face when taking a selfie in different cities, we now also know how they sleep differently: Which Cities Get the Most Sleep? [wsj.com] by interactive graphics editor Stuart A. Thompson of the Wall S...

## Of Needles and Haystacks: Building an Accurate Statewide Dropout Early Warning System in Wisconsin

August 25, 2014
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For the past two years I have been working on the Wisconsin Dropout Early Warning System, a predictive model of on time high school graduation for students in grades 6-9 in Wisconsin. The goal of this project is to help schools and educators have an ea...

## Musings on Prediction Under Asymmetric Loss

August 25, 2014
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As has been known for more than a half-century, linear-quadratic-Gaussian (LQG) decision/control problems deliver certainty equivalence (CE). That is, in LQG situations we can first predict/extract (form a conditional expectation) and then simply plug ...

## On deck this week

August 25, 2014
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Mon: Discussion of “Maximum entropy and the nearly black object” Tues: Review of “Forecasting Elections” Wed: Discussion of “A probabilistic model for the spatial distribution of party support in multiparty elections” Thurs: Pre-election survey methodology: details from nine polling organizations, 1988 and 1992 Fri: Avoiding model selection in Bayesian social research Sat, Sun: You might […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## Social Media Hub

August 25, 2014
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Complexity In earlier times it was so  clear and easy: You got a print publicationn or a letter with the …Continue reading →

## Choosing bins for histograms in SAS

August 25, 2014
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When you create a histogram with statistical software, the software uses the data (including the sample size) to automatically choose the width and location of the histogram bins. The resulting histogram is an attempt to balance statistical considerations, such as estimating the underlying density, and "human considerations," such as choosing […]

## Poker math showdown!

August 25, 2014
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In comments, Rick Schoenberg wrote: One thing I tried to say as politely as I could in [the book, "Probability with Texas Holdem Applications"] on p146 is that there’s a huge error in Chen and Ankenman’s “The Mathematics of Poker” which renders all the calculations and formulas in the whole last chapter wrong or meaningless […] The post Poker math showdown! appeared first on Statistical Modeling, Causal Inference, and Social…

## Forecasting with R in WA

August 24, 2014
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On 23–25 September, I will be running a 3-day workshop in Perth on “Forecasting: principles and practice” mostly based on my book of the same name. Workshop participants will be assumed to be familiar with basic statistical tools such as multiple regression, but no knowledge of time series or forecasting will be assumed. Some prior […]

## JAGS and Stan

August 24, 2014
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During the last year I have been running some estimations in both JAGS and Stan. In that period I have seen one example where JAGS could not get me decent samples (in the sense of low Rhat and high number of effective samples) but that was data which I...

## How Many Mic’s Do We Rip

August 23, 2014
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Yakir Reshef writes: Our technical comment on Kinney and Atwal’s paper on MIC and equitability has come out in PNAS along with their response. Similarly to Ben Murrell, who also wrote you a note when he published a technical comment on the same work, we feel that they “somewhat missed the point.” Specifically: one statistic […] The post How Many Mic’s Do We Rip appeared first on Statistical Modeling, Causal…

## The Econometrics of Temporal Aggregation – III – Unit Roots

August 22, 2014
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In two previous posts, I've talked a bit about the effect that aggregating time series data can have on some standard econometric results. The first of those posts was about a talk that I gave last month at the 2014 Conference of the New Zeal...

## An exercise in hypothesis testing

August 22, 2014
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I've just turned in the manuscript for the second edition of Think Stats.  If you're dying to get your hands on a copy, you can pre-order one here.Most of the book is about computational methods, but in the last chapter I break out some analytic m...

## UNECE-coordinated work relating to Big Data

August 22, 2014
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From: http://www1.unece.org/stat/platform/display/bigdata/Big+Data+in+Official+Statistics;jsessionid=AE7DF06FDB27C80A30DACD65F6BDADB6Preliminary results of the survey "Skills necessary for people working with Big Data in Statistical Organisations"...

## Recently in the sister blog

August 22, 2014
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Meritocracy won’t happen: the problem’s with the ‘ocracy’ Does the sex of your child affect your political attitudes? More hype about political attitudes and neuroscience Modern polling needs innovation, not traditionalism Who cares about copycat pollsters? The mythical swing voter Mythical swing voter update No, all Americans are not created equal when it comes to […] The post Recently in the sister blog appeared first on Statistical Modeling, Causal Inference,…

## Replication Wiki for economics

August 22, 2014
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Jan Hoeffler of the University of Gottingen writes: I have been working on a replication project funded by the Institute for New Economic Thinking during the last two years and read several of your blog posts that touched the topic. We developed a wiki website that serves as a database of empirical studies, the availability […] The post Replication Wiki for economics appeared first on Statistical Modeling, Causal Inference, and…