Ray Could Write

November 2, 2014
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Ray Could Write

Now he is scattered among a hundred cities And wholly given over to unfamiliar affections, To find his happiness in another kind of wood And be punished under a foreign code of conscience. . . . You were silly like us; your gift survived it all: For chess makes nothing happen: it survives In the […] The post Ray Could Write appeared first on Statistical Modeling, Causal Inference, and Social…

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Tuning Laplaces Demon IV

November 2, 2014
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Tuning Laplaces Demon IV

This is the last post of testing Laplaces Demon algorithms. In the last algorithms there are some which are completely skipped because they are not suitable for the problem. Reversible Jump is for variable selection. Sequential Metropolis-within-Gibbs,...

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This is where they publish the stuff that can’t make it into Psychological Science

November 1, 2014
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N=22 (link from here and here). I was unhappy to see that the two news articles took the study at face value. Photoplethysmograph, indeed. As Daniel Kahneman might say, “You have no choice but to accept that the major conclusions of these studi...

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A Montana resident just sent me this

November 1, 2014
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A Montana resident just sent me this

He got it in the mail and writes, “I don’t recall receiving the original mailer, but I probably would have just tossed it with the rest of the election mail I was getting.” P.S. Wouldn’t it be funny if this letter was actually sent from someone in the political science department at Montana State University, […] The post A Montana resident just sent me this appeared first on Statistical Modeling,…

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Exploration of Letter Make Up of English Words

October 31, 2014
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Exploration of Letter Make Up of English Words

This blog post will do a quick exploration of the grapheme make up of words in the English. Specifically we will use R and the qdap package to answer 3 questions: What is the distribution of word lengths (number of … Continue reading →

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Recent Reading

October 31, 2014
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Recent Reading

From my "Recently Read" list:Born, B. and J. Breitung, 2014. Testing for serial correlation in fixed-effects panel data models. Econometric Reviews, in press.Enders, W. and Lee. J., 2011. A unit root test using a Fourier series to approximate smoo...

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Oxford Gaol: Statistical Bogeymen

October 31, 2014
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Oxford Gaol: Statistical Bogeymen

Memory Lane: 3 years ago. Oxford Jail (also called Oxford Castle) is an entirely fitting place to be on (and around) Halloween! Moreover, rooting around this rather lavish set of jail cells (what used to be a single cell is now a dressing room) is every bit as conducive to philosophical reflection as is exile on Elba! (It […]

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Oxford Gaol: Statistical Bogeymen

October 31, 2014
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Oxford Gaol: Statistical Bogeymen

Memory Lane: 3 years ago. Oxford Jail (also called Oxford Castle) is an entirely fitting place to be on (and around) Halloween! Moreover, rooting around this rather lavish set of jail cells (what used to be a single cell is now a dressing room) is every bit as conducive to philosophical reflection as is exile on Elba! (It […]

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Boo! Who’s afraid of availability bias?

October 31, 2014
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Boo!  Who’s afraid of availability bias?

Just in time for Halloween: I came across this 2-minute video by Brian Zikmund-Fisher, a professor of Health Behavior and Health Education at the University of Michigan, and I took a look because I was curious what he had to say. The video is called “Why aren’t we more scared of measles?” and has the […] The post Boo! Who’s afraid of availability bias? appeared first on Statistical Modeling, Causal…

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The next power of 2 and other tricks with logarithms

October 31, 2014
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The next power of 2 and other tricks with logarithms

The other day I was doing some computations that caused me to wonder, "What is the smallest power of 2 that is greater than a given number?" The mathematics is straightforward. Given a number n, find the least value of k such that 2k ≥ n or, equivalently, k ≥ […]

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Jobs at Amazon

October 31, 2014
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Jobs at Amazon

I do not normally post job adverts, but this was very specifically targeted to “applied time series candidates” so I thought it might be of sufficient interest to readers of this blog. Here is an excerpt from an email I received from someone at Amazon: Amazon is aggressively recruiting in the data sciences, and we […]

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Interactive plot of car crash stats

October 31, 2014
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Interactive plot of car crash stats

I spent the afternoon making a D3-based interactive version of the graphs of car crash statistics by state that I’d discussed yesterday: my attempt to improve on the graphs in Mona Chalabi‘s post at 538. See it in action here. Code on gith...

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Testing……1, 2, 3, ……

October 30, 2014
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Testing……1, 2, 3, ……

I often think that most courses in econometric theory are somewhat unbalanced. Much more attention is given to estimation principles and estimator properties than is given to the principles of hypothesis testing, the properties of tests.This always str...

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Was it really necessary to do a voting experiment on 300,000 people? Maybe 299,999 would’ve been enough? Or 299,998? Or maybe 2000?

October 30, 2014
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Was it really necessary to do a voting experiment on 300,000 people?  Maybe 299,999 would’ve been enough?  Or 299,998?  Or maybe 2000?

There’s been some discussion recently about an experiment done in Montana, New Hampshire, and California, conducted by three young political science professors, in which letters were sent to 300,000 people, in order to (possibly) affect their voting behavior. It appears that the plan was to follow up after the elections and track voter turnout. (Some […] The post Was it really necessary to do a voting experiment on 300,000 people?…

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How a fraud detection algorithm conspired to ruin my recent trip

October 30, 2014
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I have been traveling quite a bit lately, and last week, I went to Rome for a few days, and spent time at the KDIR conference. Rome is one of my favorite destinations and apart from the architecture and museums, and the restaurants, I also enjoy shopping there. To my dismay, a gray cloud followed me around this entire trip - in the form of a misfiring fraud detection algorithm.…

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Bias/variance tradeoff as gamesmanship

October 30, 2014
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Bias/variance tradeoff as gamesmanship

Continuing our series of reading out loud from a single page of a statistics book we look at page 224 of the 1972 Dover edition of Leonard J. Savage’s “The Foundations of Statistics.” On this page we are treated to an example attributed to Leo A. Goodman in 1953 that illustrates how for normally distributed … Continue reading Bias/variance tradeoff as gamesmanship → Related posts: Automatic bias correction doesn’t fix…

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Statistical distribution of incomes in different countries, and a great plot

October 30, 2014
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This post is by Phil Price. This article in the New York Times is pretty good, and the graphics are excellent…especially the interactive graphic halfway down, entitled “American Incomes Are Losing Their Edge, Except at the Top” (try mousing over the gray lines and see what happens). The plot attempts to display the statistical distribution […] The post Statistical distribution of incomes in different countries, and a great plot appeared…

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"Football"… I mean "soccer"… I mean "football"…

October 29, 2014
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A couple of weeks ago, I was contacted by Daniel Weitzenfeld $-$ a Chicago freelance data scientist (his own definition). Daniel got interested in modelling sports results and googled our football paper $-$ in his post here, he jokes that, be...

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Econometrics Term Test

October 29, 2014
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Econometrics Term Test

A few days ago the students in my introductory graduate Econometrics course had their mid-term test.Here's the test, and a brief solution.How did you fare?© 2014, David E. Giles

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Improved graphs of car crash stats

October 29, 2014
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Improved graphs of car crash stats

Last week, Mona Chalabi wrote an interesting post on car crash statistics by state, at fivethirtyeight.com. I didn’t like the figures so much, though. There were a number of them like this: I’m giving a talk today about data visualization [slides | github], and I thought this would make a good example, so I spent […]

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I love it when I can respond to a question with a single link

October 29, 2014
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Shira writes: This came up from trying to help a colleague of mine at Human Rights Watch. He has several completely observed variables X, and a variable with 29% missing, Y. He wants a histogram (and other descriptive statistics) of a “filled in” Y. He can regress Y on X, and impute missing Y’s from […] The post I love it when I can respond to a question with a…

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How to use frequency analysis to crack the Cryptoquote puzzle

October 29, 2014
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How to use frequency analysis to crack the Cryptoquote puzzle

Many people enjoy solving word games such as the daily Cryptoquote puzzle, which uses a simple substitution cipher to disguise a witty or wise quote by a famous person. A common way to attack the puzzle is frequency analysis. In frequency analysis you identify letters and pairs of letters (bigrams) […]

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Calculating the sum or mean of a numeric (continuous) variable by a group (categorical) variable in SAS

Calculating the sum or mean of a numeric (continuous) variable by a group (categorical) variable in SAS

Introduction A common task in data analysis and statistics is to calculate the sum or mean of a continuous variable.  If that variable can be categorized into 2 or more classes, you may want to get the sum or mean for each class. This sounds like a simple task, yet I took a surprisingly long time […]

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