In class last week, I was talking about correlation and linear regression, and I made the outrageous claim that correlation is evidence of causation. One of my esteemed colleagues, who is helping out with the class, was sitting in the back of the...

Last month we discussed an opinion piece by Mina Bissell, a nationally-recognized leader in cancer biology. Bissell argued that there was too much of a push to replicate scientific findings. I disagreed, arguing that scientists should want others to be able to replicate their research, that it’s in everyone’s interest if replication can be done […]The post Do differences between biology and statistics explain some of our diverging attitudes regarding…

I noticed that Bill Berry, Justin Esarey, and Jackie DeMeritt's (BDE) long-time R&R'ed paper at AJPS is finally forthcoming. I really like seeing highly applied, but rigorous, work like this being published at top journals. You should definitely have a look at their paper if you use logit or probit models to argue for interaction. […]

Sometimes it is useful to “backcast” a time series — that is, forecast in reverse time. Although there are no in-built R functions to do this, it is very easy to implement. Suppose x is our time series and we want to backcast for periods. Here is some code that should work for most univariate time series. The example is non-seasonal, but the code will also work with seasonal data.…

Last week (in the MAT8181 course) in order to identify the orders of an ARMA process, we’ve seen the eacf method, and I mentioned the scan method, introduced in Tsay and Tiao (1985). The code below – to produce the output of the scan proce...

Reinaldo sent me this email a long while ago Could you recommend me a nice reference about measures to evaluate stochastic algorithms (in particular focus in approximating posterior distributions). and I hope he is still reading the ‘Og, despite my lack of prompt reply! I procrastinated and procrastinated in answering this question as I did not […]

When Jeff, Brian, and I started the Johns Hopkins Data Science Specialization we decided early on to organize the program around using R. Why? Because we love R, we use it everyday, and it has an incredible community of developers … Continue reading →

Jeff Leek points to a post by Alex Holcombe, who disputes the idea that science is self-correcting. Holcombe writes [scroll down to get to his part]: The pace of scientific production has quickened, and self-correction has suffered. Findings that might correct old results are considered less interesting than results from more original research questions. Potential […]The post The replication and criticism movement is not about suppressing speculative research; rather, it’s…

On the Monkey Cage blog, Baptiste Coulmont (a.k.a. @coulmont) recently uploaded a post entitled “You can vote twice ! The many political appeals of proxy votes in France“, coauthored with Joël Gombin (a.k.a. @joelgombin), and myself....

My previous post described how to use the "missing response trick" to score a regression model. As I said in that article, there are other ways to score a regression model. This article describes using the SCORE procedure, a SCORE statement, the relatively new PLM procedure, and the CODE statement. [...]

The 2012 GEFcom competition was a great success with several new innovative forecasting methods introduced. These have been published in the IJF as follows: Hong, Pinson and Fan. Global Energy Forecasting Competition 2012 Charleton and Singleton. A refined parametric model for short term load forecasting Lloyd. GEFCom2012 hierarchical load forecasting: Gradient boosting machines and Gaussian processes Nedelec, Cugliari and Goude: GEFCom2012: Electric load forecasting and backcasting with semi-parametric models Ben Taieb and Hyndman. A…

More Fisher insights from A. Spanos, this from 2 years ago: One of R. A. Fisher’s (17 February 1890 — 29 July 1962) most remarkable, but least recognized, achievement was to initiate the recasting of statistical induction. Fisher (1922) pioneered modern frequentist statistics as a model-based approach to statistical induction anchored on the notion of a […]

This Monday, in the ACT8595 course, we came back on elliptical distributions and conditional independence (here is an old post on de Finetti’s theorem, and the extension to Hewitt-Savage’s). I have shown simulations, to illustrate those two...